The way you've framed it seems like the only evidence you will accept is after it's actually happened.
2,032 karma · joined December 30, 2014
The way you've framed it seems like the only evidence you will accept is after it's actually happened.
Note that if a = 0 and b = 1 -> we KNOW b!=x because a is too small - there is no u with (u + 1) / 2 = 0. I'll skip the full calculation here, but basically if b could feasibly be correct its "atomic weight" ends up being as least as large as 0.5, so it is the posterior median, otherwise we know b is just noise, and the median is just a. So our estimator is
b if a in range [b/2, (b+1)/2]; a otherwise
This appears to do better than OPs solution running an experiment of 1M trials (MAE ~ 0.104 vs 0.116, I verify OPs numbers). The estimator to minimise the mean squared error (the maximum likelihood estimator) is more interesting - on the range a in [b/2, (b+1)/2] it becomes a nonlinear function of a of the form 1 / (1 + piecewise_linear(a)).
But I would caution people against writing public statements like this when they are still in shock, you might regret them later, better to try and regain some balance first.
Quite often coders optimise for searchability, so like there will be a constants file, a dataclasses file, a "reader"s file, a "writer"s file etc etc. This is great if you are trying to hunt down a single module or line of code quickly. But it can become absolute misery to actually read the 'flow' of the codebase, because every file has a million dependencies, and the logic jumps in and out of each file for a few lines at a time. I'm a big fan of the "proximity principle" [1] for this reason - don't divide code to optimise 'searchability', put things together that actually depend on each other, as they will also need to be read / modified together.
Interestingly, there are results in the other kind of direction. Fields medalist James Maynard had an amazing result that there are infinitely many primes that have no 7s (or any other digit) in their decimal expansion. This actually _exploits_ the fact that there is no strong interaction between digits and primes - to show that they must exist with some density. That kind of approach can't work for finiteness though.
With chess the answer was more or less completely brute force the problem space, but will that work with math / science? Is there a way to widely explore the problem space with AI, especially in a way that goes above or even against the contents of it's training data? I don't know the answer, but that seems to be the crucial question here.
Which is precisely _not_ a "just memorise these commands" approach to git right?
Also re: your general snark - try a bit more empathy? I'm sure you are an experienced dev but we are talking about people LEARNING git, they don't have the same points of reference as you do today.
Ok, that's where I draw the line - statistical significance is not "bullshit" - however as you say, leaning on it too hard can cause things to break quite badly. Scientists misusing it do not negate all the medical advances we have made from moving to a significance-based system. It is an absolutely essential tool for people using statistics to understand, but its limitations must be emphasised when taught, and it must be understood that it is a tool, not a conclusion. Also other alternatives should be taught more widely (e.g. Bayesian inference).
- not understanding branch pointers / staging / committing corrently. E.g. [add file] [modify file again] [commit] - what just happened? (IMO these things could have been named better). Also reset vs revert vs restore - easier to use these if you've internalised branch pointers etc
- git pull fails because it says it would overwrite a file you've never heard of - how is that file on your local? Is it ok to delete it?
- times when you (or your colleagues) need to rewrite history (rebase / squashing etc) - require a pretty good mental model of what is going on to both diagnose issues and to fix them
But I found it genuinely shocking some of the steps it manages to take successfully, and it definitely doesn't feel like we're a million years from something could replace big parts of researchers' work. I honestly found some things it could do extremely unsettling as a thought-worker.
I know: it's insane that someone would do that much ever, let alone every day, but I assure you that it happens.
The average base rate for the first variant is 5.3%, the second is 6.4%. Generally the favoured variant's average will shift faster because we are sampling it more.
Imagine that you are running MAB on an website with a control/treatment variant. After a bit you end up sampling the treatment a little more, say 60/40. You now start running a sale - and the conversion rate for both sides goes up equally. But since you are now sampling more from the treatment variant, its aggregate conversion rate goes up faster than the control - you start weighting even more towards that variant.
Fluctuating reward rates are everywhere in e-commerce, and tend to destabilise MAB proportions, even on two identical variants, they can even cause it to lean towards the wrong one. There are more sophisticated MAB approaches that try to remove the identical reward-rate assumption - they have to model a lot more uncertainty, and so optimise more conservatively.
1000a + 100b + 10c + d = [a + b + c + d] + [999a + 99b + 9c]
= [a + b + c + d] - 2a - 2c (mod 11)
= (b + d) - (a + c) (mod 11)