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> The more parameters, the more noise. Interesting observation. Do you have more specific references? Those three are so popular it’s hard to narrow to commen
by nuclearnice1 7y ago
> The more parameters, the more noise.
Interesting observation.
Do you have more specific references? Those three are so popular it’s hard to narrow to commentary on parameters and noise.
- onlyrealcuzzo 7y agoIn my opinion, it's a large part of Thinking, Fast and Slow and The Black Swan. Basically, as your signals approach infinity, your chance of finding correlation approaches 1. Taleb argues your chance of finding causation is likely to decrease.