Wednesday, November 11, 2015

Taleb Provokes...

Interesting short reading (pdf download) a few days back, "On Things That Do Not Average or the Mean Field Problem," from irascible Nassim Taleb in what I presume is an excerpt (preliminary draft) from his next book:

In it, he rebukes "psychology, 'evolutionary theory,' game theory, behavioral economics, neuroscience and similar fields not subjected to proper logical (and mathematical) rigor" (...can't believe he left out epidemiology ;-) for their inadequacy in dealing with nonlinearity.

Toward the end he writes:
"Much of the local research in experimental biology, in spite of its seemingly 'scientific' and evidentiary attributes fail a simple test of mathematical rigor.
"This means we need to be careful of what conclusions we can and cannot make about what we see, no matter how locally robust it seems. It is impossible, because of the curse of dimensionality, to produce information about a complex system from the reduction of conventional experimental methods in science. Impossible." 
On a side-note, a guest post in October at Cathy O'Neil's blog drew LOTS of comments pro-and-con about the likelihood that computer scientists will ever truly simulate the human brain (with huge MONEY being poured into such projects).
Taleb makes it clear here that he's in the camp arguing we will "never" understand the 
workings of the brain based on an understanding its parts, and not because it is too difficult, but because it is mathematically "impossible."

ADDENDUM: yesterday, Taleb followed up the above paper with this far more technical version (again pdf) on the subject:

(image: via SThought/WikimediaCommons  )

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