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by wbhart
2226 days ago
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The problem is, unsophisticated models do not predict anything. You apply them in one country and they do ok, and apply them in another and they get it totally and completely wrong. Unless all important factors are accounted for, they are going to result in incorrect information for someone. Public policy will then be based on incorrect predictions. People will grow tired of the predictions being wrong and they'll give up on data science entirely. It's already quite bad that people think they can choose their reality by finding numbers that agree with them and ignoring the ones that don't. I do understand the point you are making, which is like the epicycles argument. But in global warming and epidemics alike, more parameters are actually needed to model reality. I do agree that those parameters should be based on actual data, not guesses though. But what value of R would you pick? Is that actually well-constrained? |
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The way to test predictive models is always to look for their predictive accuracy on holdout data. Machine learning has this ingrained. Classic statistics does this too -- AIC is used to compare models, and it's (asymptotically) leave-one-out cross validation [1].
There's nothing intrinsically wrong with models that have millions of parameters; they might overfit in which case they will have poor predictive accuracy on holdout data, or they might predict well.
I agree with the original article that software engineer scrutiny isn't appropriate for this sort of code -- but I would argue instead that it needs a general-purpose statistician or data scientist or ML expert to evaluate its predictive accuracy. You can't possibly figure this out from a simulator codebase.
At the time the model was published, and acted on by the UK government, there was very little data on which to test predictive accuracy. That's fine -- all it means is that the predictions should have been presented with gigantic confidence intervals.
[1] http://www.stats.ox.ac.uk/~ripley/Nelder80.pdf