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by datastoat
2228 days ago
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I would pick a value of R that shows itself to have good predictive accuracy. 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 |
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How would you ethically collect training data for the interventions?