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RomeoStevens comments on Beyond Statistics 101 - LessWrong
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I think having the concept of PCAs prevents some mistakes in reasoning on an intuitive day to day level of reasoning. It nudges me towards fox thinking instead of hedgehog thinking. Normal folk intuition grasps at the most cognitively available and obvious variable to explain causes, and then our System 1 acts as if that variable explains most if not all the variance. Looking at PCAs many times (and being surprised by them) makes me less likely to jump to conclusions about the causal structure of clusters of related events. So maybe I could characterize it as giving a System 1 intuition for not making the post hoc ergo propter hoc fallacy.
Maybe part of the problem Jonah is running in to explaining it is that having done many many example problems with System 2 loaded it into his System 1, and the System 1 knowledge is what he really wants to communicate?
What do you mean by getting surprised by PCAs? Say you have some data, you compute the principal components (eigenvectors of the covariance matrix) and the corresponding eigenvalues. Were you surprised that a few principal components were enough to explain a large percentage of the variance of the data? Or were you surprised about what those vectors were?
I think this is not really PCA or even dimensionality reduction specific. It's simply the idea of latent variables. You could gain the same intuition from studying probabilistic graphical models, for example generative models.
Surprised by either. Just finding a structure of causality that was very unexpected. I agree the intuition could be built from other sources.
PCA doesn't tell much about causality though. It just gives you a "natural" coordinate system where the variables are not linearly correlated.
Right, one needs to use additional information to determine causality.
Yes, you seem to have a very clear understanding of where I'm coming from. Thanks.