3 ms·

I'm going to sound incredibly subjectivist now, but... the human running the model can just add error bars manually. They will probably be wide, but that's bett

• gh02t 3y ago
  Even subjectively, on what basis would they generate uncertainties that at least keeps some grounding in reality? Any human generation would be ad hoc and likely very wrong, humans are notoriously awful at estimating risk and I'd argue by extension uncertainties with any consistency. And that's not even considering how one would assign an uncertainty to some huge model with 350 wacko features trained on 40 million examples. Lastly, models don't necessarily attend to the same details a human does so even if a human is able to slap an uncertainty on a prediction based on their own analysis that doesn't mean it's representing the uncertainty of what the model based its decision on. I do think having people in the loop is a very important aspect, however, and can provide an important subjective complement to the more mathematically formulated idea of uncertainty. I don't care if the model I'm using provides the most iron clad and rigorous uncertainties ever, I'm still going to spot check it and play with it before I consider it reliable.
  • kqr 3y ago
    > on what basis would they generate uncertainties that at least keeps some grounding in reality? By having their forecasts continuously evaluated against outcomes. If someone can show me they have a track record of producing calibrated error bars on a wide variety of forecasts, I trust them to slap error bars on anything. > even if a human is able to slap an uncertainty on a prediction [...] that doesn't mean it's representing the uncertainty of what the model based its decision on. This sounds like it's approaching some sort of model mysticism. Models don't make forecasts, humans do. Humans can use models to inform their opinion, but in the end, the forecast is made by a human. The human only needs to put error bars on their own forecast, not on the internal workings of the model.
    • gh02t 3y ago
      > This sounds like it's approaching some sort of model mysticism. Models don't make forecasts, humans do. By forecasts I only mean output of a model, I've been wrapped up in time series methods where that's the usual term for model outputs. Assigning confidence to the conclusions drawn by an analyst using some model as a tool is a different task that may or may not roll up formal model output uncertainties and usually involves a lot of subjectivity. This is an important thing too, but is downstream. Uncertainty is inherently tied to a specific model, since it characterizes how the model propagates uncertainty of inputs and its own fit/structure/assumptions onto its outputs. If you aren't building uncertainties contingent on the characteristics of a specific model then it isn't an uncertainty. But there's no mysticism about models possibly being unintuitive, most of the popular model forms nowadays are mystery black boxes. Some function fit to a specific dataset until it finds a local minimum in a loss function that happens to do a good job (simplifying). There's plenty of work that shows ML models often exploit features and correlations that are highly unintuitive to a human or are just plain spurious.