Comment author: komponisto 21 February 2010 09:13:44AM *  27 points [-]

This is going to sound silly, but...could someone explain frequentist statistics to me?

Here's my current understanding of how it works:

We've got some hypothesis H, whose truth or falsity we'd like to determine. So we go out and gather some evidence E. But now, instead of trying to quantify our degree of belief in H (given E) as a conditional probability estimate using Bayes' Theorem (which would require us to know P(H), P(E|H), and P(E|~H)), what we do is simply calculate P(E|~H) (techniques for doing this being of course the principal concern of statistics texts), and then place H into one of two bins depending on whether P(E|~H) is below some threshold number ("p-value") that somebody decided was "low": if P(E|~H) is below that number, we put H into the "accepted" bin (or, as they say, we reject the null hypothesis ~H); otherwise, we put H into the "not accepted" bin (that is, we fail to reject ~H).

Now, if that is a fair summary, then this big controversy between frequentists and Bayesians must mean that there is a sizable collection of people who think that the above procedure is a better way of obtaining knowledge than performing Bayesian updates. But for the life of me, I can't see how anyone could possibly think that. I mean, not only is the "p-value" threshold arbitrary, not only are we depriving ourselves of valuable information by "accepting" or "not accepting" a hypothesis rather than quantifying our certainty level, but...what about P(E|H)?? (Not to mention P(H).) To me, it seems blatantly obvious that an epistemology (and that's what it is) like the above is a recipe for disaster -- specifically in the form of accumulated errors over time.

I know that statisticians are intelligent people, so this has to be a strawman or something. Or at least, there must be some decent-sounding arguments that I haven't heard -- and surely there are some frequentist contrarians reading this who know what those arguments are. So, in the spirit of Alicorn's "Deontology for Cosequentialists" or ciphergoth's survey of the anti-cryonics position, I'd like to suggest a "Frequentism for Bayesians" post -- or perhaps just a "Frequentism for Dummies", if that's what I'm being here.

Comment author: toto 22 February 2010 11:26:23AM *  2 points [-]

(which would require us to know P(H), P(E|H), and P(E|~H))

Is that not precisely the problem? Often, the H you are interested in is so vague ("there is some kind of effect in a certain direction") that it is very difficult to estimate P(E / H) - or even to define it.

OTOH, P(E / ~H) is often very easy to compute from first principles, or to obtain through experiments (since conditions where "the effect" is not present are usually the most common).

Example: I have a coin. I want to know if it is "true" or "biased". I flip it 100 times, and get 78 tails.Now how do I estimate the probability of obtaining this many tails, knowing that the coin is "biased"? How do I even express that analytically? By contrast, it is very easy to compute the probability of this sequence (or any other) with a "non-biased" coin.

So there you have it. The whole concept of "null hypotheses" is not a logical axiom, it simply derives from real-world observation: in the real world, for most of the H we are interested in, estimating P(E / ~H) is easy, and estimating P(E / H) is either hard or impossible.

what about P(E|H)?? (Not to mention P(H).)

P(H) is silently set to .5. If you know P(E / ~H), this makes P(E / H) unnecessary to compute the real quantity of interest, P(H / E) / P(~H / E). I think.

Comment author: Eliezer_Yudkowsky 19 February 2010 06:22:37PM 18 points [-]

You don't want to rely on studies in medical journals because their conclusion-drawing methodologies are haphazard.

I dispute none of this, but so far as I can tell or guess, the main thing powering the superior statistical strength of PatientsLikeMe is the fact that medical researchers have learned to game the system and use complicated ad-hoc frequentist statistics to get whatever answer they want or think they ought to get, and PatientsLikeMe has some standard statistical techniques that they use every time.

Also, I presume, PatientsLikeMe is Bayesian or Bayes-like in that they take all available evidence into account and update incrementally, while every medical experiment is a whole new tiny little frequentist universe.

This is not really an article about PatientsLikeMe being strong, it is an article about the standard statistical methods of academic science being weak and stupid.

Comment author: toto 20 February 2010 08:23:15PM *  5 points [-]

I dispute none of this, but so far as I can tell or guess, the main thing powering the superior statistical strength of PatientsLikeMe is the fact that medical researchers have learned to game the system and use complicated ad-hoc frequentist statistics to get whatever answer they want or think they ought to get, and PatientsLikeMe has some standard statistical techniques that they use every time.

1) I'd like to see independent evidence of their "superior statistical strength".

2) On the face of it, the main difference between these guys and a proper clinical trial is an assumption that you can trust self-reports. Placebo effect be damned.

In particular, I'd really, really like to see the results for some homeopathic "remedy" (a real one, not one of those that silently include real active compounds).

In response to False Majorities
Comment author: Douglas_Knight 04 February 2010 07:13:46AM *  3 points [-]

Different people might justify vegetarianism by citing the suffering of animals, health benefits, environmental impacts, or purely spiritual concerns. As long as there isn't a camp of vegetarians that claim it does not have e.g. redeeming health benefits, we can more or less add all those opinions together.

I think that this is actually very close to the bible/koran example. If people reach similar conclusions from different reasons, they're probably just rationalizing. It would be very surprising if truly independent aspects of vegetarianism all happen to point the same way.

I guess this means that you and I reach the same conclusion about the bible/koran example, but for different reasons ;-)

ETA: I am more negative about vegetarian evidence than James, but I am also more positive about the theists (cf Unknowns, Michael Vassar). In both cases, I say that they are mistaken about why they hold the beliefs they do, but that doesn't necessarily mean the reason is bad. So maybe my position does not apply to my agreement with James.

Comment author: toto 04 February 2010 10:42:40AM 1 point [-]

But believers in the Bible really do reject the Koran, and believers in the Koran reject (the extant versions of) the Bible (which they claim are corrupted, as can be "proved" by noticing that they disagree with the Koran). Whereas in the vegetarianism examples, there is no mutual rejection, just people who emphasise a particular point while also accepting others. Many of the people who go veggie to prevent animal suffering would also agree that it causes environmental damage. It's just that their own emotional hierarchy places animal suffering above environmental damage, not a real disagreement about the state of the world (same map of the territory, different preferred locations).

Comment author: Wei_Dai 02 February 2010 12:30:02PM *  13 points [-]

Hmm, the AI could have said that if you are the original, then by the time you make the decision it will have already either tortured or not tortured your copies based on its simulation of you, so hitting the reset button won't prevent that.

This kind of extortion also seems like a general problem for FAIs dealing with UFAIs. An FAI can be extorted by threats of torture (of simulations of beings that it cares about), but a paperclip maximizer can't.

Comment author: toto 02 February 2010 02:07:03PM 1 point [-]

Hmm, the AI could have said that if you are the original, then by the time you make the decision it will have already either tortured or not tortured your copies based on its simulation of you, so hitting the reset button won't prevent that.

Nothing can prevent something that has already happened. On the other hand, pressing the reset button will prevent the AI from ever doing this in the future. Consider that if it has done something that cruel once, it might do it again many times in the future.

Comment author: taw 12 January 2010 10:22:35AM 0 points [-]

Truth value of "global warming has a serious chance of destroying the world" statement is entirely unverifiable to an average person. The media are saying it's true, quoting many leading scientists and politicians. By what mechanism do you suggest people reach an alternative conclusion?

There's outside view, but it's not accepted even here, as many have the same world-destroying beliefs about AI, and countless other subjects.

Comment author: toto 12 January 2010 11:31:18AM 4 points [-]

1- I can't remember anybody stating that "global warming has a serious chance of destroying the world". The world is a pretty big ball of iron. I doubt even a 10K warming would have much of an impact on it, and I don't think anybody said it would - not even Al Gore.

2- I can remember many people saying that "man-made global warming has a serious chance of causing large disruption and suffering to extant human societies", or something to that effect.

3- If I try to apply "reference class forecasting" to this subject, my suggested reference class is "quantitative predictions consistently supported by a large majority of scientists, disputed by a handful of specialists and a sizeable number of non-specialists/non-scientists".

4- More generally, reference class forecasting doesn't seem to help much in stomping out bias, since biases affect the choice and delineation of which reference classes we use anyway.

Comment author: Pablo_Stafforini 29 November 2009 04:33:18PM *  3 points [-]

Hi Carl,

I claimed that Jensen's views are relatively uncontroversial, not that they are entirely so. In making that claim, I wasn't thinking only of Jensen's views about the genetic component of the Black-White gap in IQ scores, but also about his views on the existence of such a gap and on the degree to which such scores measure genuine differences in intellectual ability. Perhaps it was confusing on my part to use Jensen's name to refer to the cluster of views I had in mind. The point I wished to make was that the various views about race and IQ that taw might have had in mind in writing the sentence quoted above are not significantly more controversial today than they were in the past, and are shared by a sizeable portion of the relevant community of experts. As Snyderman and Rothman write (quoted by Gottfredson, p. 54),

On the whole, scholars with any expertise in the area of intelligence and intelligence testing ... share a common view of [what constitute] the most important components of intelligence, and are convinced that [intelligence] can be measured with some degree of accuracy. An overwhelming majority also believe that individual genetic inheritance contributes to variations in IQ within the white community, and a smaller majority express the same view about the black-white and SES [socioeconomic] differences in IQ.

Anecdotally, I myself have become an agnostic about the source of the Black-White differences in IQ, after reading Richard Nisbett's Intelligence and How to Get It.

Comment author: toto 29 November 2009 05:07:28PM 0 points [-]

IIRC Jensen's original argument was based on very high estimates for IQ heritability (>.8). When within-group heritability is so high, a simple statistical argument makes it very likely that large between-group differences contain at least a genetic component. The only alternative would be that some unknown environmental factor would depress all blacks equally (a varying effect would reduce within-group heritability), which is not very plausible.

Now that estimates of IQ heritability have been revised down to .5, the argument loses much of its power.

Comment author: toto 26 November 2009 02:55:24PM *  11 points [-]

Or, if the reference class is "science-y Doomsday predictors", then they're almost certainly completely wrong. See Paul Ehrlich (overpopulation), and Matt Simmons (peak oil) for some examples, both treated extremely seriously by mainstream media at time.

I think you are unduly confusing mainstream media with mainstream science. Most people do. Unless they're the actual scientists having their claims deformed, misrepresented, and sensationalised by the media.

This says it all.

When has there been a consensus in the established scientific literature about either certitude of catastrophic overpopulation, or imminent turnaround in oil production?

We have plenty of examples where such science was completely wrong and persisted in being wrong in spite of overwhelming evidence, as with race and IQ, nuclear winter, and pretty much everything in macroeconomics.

Hm. Apparently you also have non-conventional definitions of "overwhelming" and "completely wrong".

Comment author: Vladimir_Nesov 05 October 2009 04:00:58PM 0 points [-]

The question is how to create a formal decision algorithm that will be able to understand the problem and give the right answer (without failing on other such tests). Of course you can solve it correctly if you are not yet poisoned by too much presumptuous philosophy.

Comment author: toto 18 November 2009 02:37:33PM 4 points [-]

I guess I'm missing something obvious. The problem seems very simple, even for an AI.

The way the problem is usually defined (omega really is omniscient, he's not fooling you around, etc.) there are only two solutions:

  • You take the two boxes, and Omega had already predicted that, meaning that there is nothing in Box B - you win 1000$

  • You take box B only, and Omega had already predicted that, meaning that there is 1M$ in box B - you win 1M$.

That's it. Period. Nothing else. Nada. Rien. Nichts. Sod all. These are the only two possible options (again, assuming the hypotheses are true). The decision to take box B only is a simple outcome comparison. It is a perfectly rational decision (if you accept the premises of the game).

Now the way Eliezer states it is different from the usual formulation. In Eliezer's version, you cannot be sure about Omega's absolute accuracy. All you know is his previous record. That does complicate things, if only because you might be the victim of a scam (e.g. like the well-known trick to convince comeone that you can consistently predict the winning horse in a 2-horse race - simply start with 2^N people, always give a different prediction to each half of them, discard those to whom you gave the wrong one, etc.)

At any rate, the other two outcomes that were impossible in the previous version (involving mis-prediction by Omega) are now possible, with a certain probability that you need to somehow ascertain. That may be difficult, but I don't see any logical paradox.

For example, if this happened in the real world, you might reason that the probability that you are being scammed is overwhelming in regard to the probability of existence of a truly omniscient predictor. This is a reasonable inference from the fact that we hear about scams every day, but nobody has ever reported such an omniscient predictor. So you would take both boxes and enjoy your expected $1000+epsilon (Omega may have been sincere but deluded, lucky in the previous 100 trials, and wrong in this one).

In the end, the guy who would win most (in expected value!) would not be the "least rational", but simply the one who made the best estimates for the probabilites of each outcome, based on his own knowledge of the universe (if you have a direct phone line to the Angel Gabriel, you will clearly do better).

What is the part that would be conceptually (as opposed to technically/practically) difficult for an algorithm?

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