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by le0n 4006 days ago
“Seeing the world through the lens of Bayes’ Theorem is like seeing The Matrix. Nothing is the same after you have seen Bayes.”

I'm pretty sure this is an instance of cognitive bias.

2 comments

Sure. We all have biases. Almost everything I think about in engineering is passed through two filters: bayes, and nonlinear optimization[1]. It's enormously useful, and leads me to a lot of insights that others don't come up with. But it is a bias, and we always have to guard against it leading us down the wrong path.

[1] By this I mean I always ask myself - am I incorporating all information, and in a probabilistic (Bayesian) way. If not, have I analytically proven that I can discard the information (dimensionality reduction). If I haven't proven it, my 'go to' assumption is that information, no matter how noisy, should be incorporated until I can prove analytically or empirically that it isn't needed. In more concrete terms people endlessly hand wave "that isn't important" when I ask a question, but then I go prove it is important. It's a cheap trick in some sense, but it sure does work. Don't throw away information. Likewise, I view everything as a nonlinear estimation/optimization problem. I think in terms of manifolds and surfaces - what are my variables, what can I vary, can I vary them smoothly (is the surface locally smooth and continuous). In concrete terms, maybe you are trying to figure out what features to add to a product. Lots of choices, lots of unknowns. Can I iteratively come to an answer in an agile way, do I have to make some discontinuous jumps, what step size should I use, etc. It's all just 'mathy'. Meaning I don't have analytic equations for these decisions, but thinking about it as if it is is usually very informative.

So I 100% agree with the quote.

Like when you are holding a hammer, everything looks like a nail.