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Lumifer comments on Open thread, Dec. 21 - Dec. 27, 2015 - Less Wrong Discussion

2 Post author: MrMind 21 December 2015 07:56AM

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Comment author: Lumifer 22 December 2015 05:38:15PM *  2 points [-]

H is Hypothesis. You have three: HA, HB, and HC. Let's say your prior is that they are equally probable, so the unconditional P(HA) = P(HB) = P(HC) = 0.33

Let's also say you saw some evidence E and your posteriors are P(HA|E) = 0.4, P(HB|E) = 0.3, P(HC|E) = 0.3. This means that evidence E confirms HA because P(HA|E) > P(HA). This does not mean that you are required to believe that HA is true or bet your life's savings on it.

Comment author: FrameBenignly 22 December 2015 05:57:35PM 0 points [-]

That's a really good explanation of part of the problem I was getting at. But that requires considering the three hypotheses as a group rather than in isolation from all other hypotheses to calculate 0.33.

Comment author: Lumifer 22 December 2015 06:06:17PM *  1 point [-]

But that requires considering the three hypotheses as a group rather than in isolation from all other hypotheses to calculate 0.33

No, it does not.

Let's say you have a hypothesis HZ. You have a prior for it, say P(HZ) = 0.2 which means that you think that there is a 20% probability that HZ is true and 80% probability that something else is true. Then you see evidence E and it so happens that the posterior for HZ becomes 0.25, so P(HZ|E) = 0.25. This means that evidence E confirmed hypothesis HZ and that statement requires nothing from whatever other hypotheses HA,B,C,D,E,etc. might there be.

Comment author: FrameBenignly 22 December 2015 06:14:31PM 0 points [-]

How would you calculate that prior of 0.2? In my original example, my prior was 1, and then you transformed it into 0.33 by dividing by the number of possible hypotheses. You wouldn't be able to do that without taking the other two possibilities into account. As I said, the issue can be corrected for if the number of hypotheses is known, but not if the number of possibilities is unknown. However, frequently philosophical theories of bayesian confirmation theory don't consider this problem. From this paper by Morey, Romeijn, and Rouder:

Overconfident Bayes is problematic because it lacks the necessary humility that accompanies the understanding that inferences are based on representations. We agree that there is a certain silliness in computing a posterior odds between model A and model B, seeing that it is in favour of model A by 1 million to one, and then declaring that model A has a 99.9999% probability of being true. But this silliness arises not from model A being false. It arises from the fact that the representation of possibilities is quite likely impoverished because there are only two models. This impoverished representation makes translating the representational statistical inferences into inferences pertaining to the real world difficult or impossible.

Comment author: Lumifer 22 December 2015 06:25:57PM 1 point [-]

You need to read up on basic Bayesianism.

In my original example, my prior was 1

Priors are always for a specific hypothesis. If your prior is 1, this means you believe this hypothesis unconditionally and no evidence can make you stop believing it.

You are talking about the requirement that all mutually exclusive probabilities must sum to 1. That's just a property of probabilities and has nothing to do with Bayes.

the issue can be corrected for if the number of hypotheses is known, but not if the number of possibilities is unknown.

Yes, it can. To your "known" hypotheses you just add one more which is "something else".

Really, just go read. You are confused because you misunderstand the basics. Stop with the philosophy and just figure out how the math works.

Comment author: FrameBenignly 22 December 2015 06:43:58PM 0 points [-]

I'm not arguing with the math; I'm arguing with how the philosophy is often applied. Consider the condition where my prior is greater than my evidence for all choices I've looked at, the number of possibilities is unknown, but I still need to make a decision about the problem? As the paper I was originally referencing mentioned, what if all options are false?

Comment author: Lumifer 22 December 2015 06:55:30PM 0 points [-]

I'm not arguing with the math; I'm arguing with how the philosophy is often applied.

You are not arguing, you're just being incoherent. For example,

my prior is greater than my evidence for all choices I've looked at

...that sentence does not make any sense.

what if all options are false?

Then the option "something else" is true.

Comment author: FrameBenignly 22 December 2015 06:59:00PM 0 points [-]

But you can't pick something else; you have to make a decision

Comment author: Lumifer 22 December 2015 07:06:58PM *  1 point [-]

What does "have to make a decision" mean when "all options are false"?

Are you thinking about the situation when you have, say, 10 alternatives with the probabilities of 10% each except for two, one at 11% and one at 9%? None of them are "true" or "false", you don't know that. What you probably mean is that even the best option, the 11% alternative, is more likely to be false than true. Yes, but so what? If you have to pick one, you pick the RELATIVE best and if its probability doesn't cross the 50% threshold, well, them's the breaks.

Comment author: FrameBenignly 22 December 2015 07:22:16PM 0 points [-]

Yes that is exactly what I'm getting at. It doesn't seem reasonable to say you've confirmed the 11% alternative. But then there's another problem, what if you have to make this decision multiple times? Do you throw out the other alternatives and only focus on the 11%? That would lead to status quo bias. So you have to keep the other alternatives in mind, but what do you do with them? Would you then say you've confirmed those other alternatives? This is where the necessity of something like falsification comes into play. You've got to continue analyzing multiple options as new evidence comes in, but trying to analyze all the alternatives is too difficult, so you need a way to throw out certain alternatives, but you never actually confirm any of them. These problems come up all the time in day to day decision making such as deciding on what's for dinner tonight.

Comment author: IlyaShpitser 22 December 2015 07:03:22PM *  0 points [-]

As I said, the issue can be corrected for if the number of hypotheses is known, but not if the number of possibilities is unknown

You don't need to know the number, you need to know the model (which could have infinite hypotheses in it).

Your model (hypothesis set) could be specified by an infinite number of parameters, say "all possible means and variances of a Gaussian." You can have a prior on this space, which is a density. You update the density with evidence to get a new density. This is Bayesian stats 101. Why not just go read about it? Bishop's machine learning book is good.

Comment author: FrameBenignly 22 December 2015 07:07:06PM 0 points [-]

True, but working from a model is not an inductive method, so it can't be classified as confirmation through inductive inference which is what I'm criticizing.

Comment author: Lumifer 22 December 2015 07:16:40PM 2 points [-]

You are severely confused about the basics. Please unconfuse yourself before getting to the criticism stage.

Comment author: FrameBenignly 22 December 2015 07:35:19PM 0 points [-]

??? IlyaShpitser if I understand correctly is talking about creating a model of a prior, collecting evidence, and then determining whether the model is true or false. That's hypothesis testing, which is deduction; not induction.

Comment author: IlyaShpitser 22 December 2015 07:42:39PM 1 point [-]

You don't understand.

You have a (possibly infinite) set of hypotheses. You maintain beliefs about this set. As you get more data, your beliefs change. To maintain beliefs you need a distribution/density. To do that you need a model (a model is just a set of densities you consider). You may have a flexible model and let the data decide how flexible you want to be (non-parametric Bayes stuff, I don't know too much about it), but there's still a model.

Suggesting for the third and final time to get off the internet argument train and go read a book about Bayesian inference.

Comment author: FrameBenignly 22 December 2015 07:50:04PM 0 points [-]

Oh, sorry I misunderstood your argument. That's an interesting solution.

Comment author: IlyaShpitser 22 December 2015 07:35:00PM *  0 points [-]

As much as I hate to do it, I am going to have to agree with Lumifer, you sound confused. Go read Bishop.

Comment author: Vaniver 22 December 2015 06:13:12PM 0 points [-]

But that requires considering the three hypotheses as a group rather than in isolation from all other hypotheses to calculate 0.33.

Not really. A hypothesis's prior probability comes from the total of all of your knowledge; in order to determine that P(HA)=0.33 Lumifer needed the additional facts that there were three possibilities that were all equally likely.

It works just as well if I say that my prior is P(HA)=0.5, without any exhaustive enumeration of the other possibilities. Then evidence E confirms HA if P(HA|E)>P(HA).

(One should be suspicious that my prior probability assessment is a good one if I haven't accounted for all the probability mass, but the mechanisms still work.)

Comment author: FrameBenignly 22 December 2015 06:46:06PM 0 points [-]

One should be suspicious that my prior probability assessment is a good one if I haven't accounted for all the probability mass, but the mechanisms still work.

Which is one of the other problems I was getting at