140 karma · joined February 18, 2016
Maybe I'm over-generalizing here, but I think this fundamental assumption is untrue for most people who use statistical models to solve actual problems. All of the "undesirable" behavior of the R^2 metric makes complete sense when you view it as a comparison with the most naive model (the constant model), and while R^2 certainly doesn't measure how close to "true" a model is, it very well captures the utility of using a more sophisticated model over an extremely simple one, which (I believe) is a critical question.
For example, if you had predict a process where measurement noise overwhelms variation in the process itself, as in his first example of log(x) from .99 to 1.0, then the constant model is pretty much the best you can do, and both log(x) itself and the linear model offer little additional benefit. Getting low R^2 values for those two models makes total sense--they offer no marginal benefit. In fact, if you had to make the decision "should I use log(x) or the constant model?", you're often better off going with the constant model for simplicity and predictability (unless you have domain knowledge motivating a different choice).
I like well thought-out articles like this one on statistical concepts because they make me think about things I often take for granted, and while treating R^2 like a better version of RMSE or MAD is clearly wrong, it often better captures things people actually care about by taking the difficulty of the problem into account. If you're doing advanced statistical modeling, it's easy to underestimate how common it is for a beginner to celebrate getting (say) 96% classification accuracy on a 2-class problem where one class makes up more than 95% of the samples--an issue that using R^2 can quickly reveal.
tldr: Awesome article but (imo) R^2 is more useful than most other metrics, not less
Were you referring to the number of libraries the author couldn't get to work? This certainly might be a failure of over complicated algos, but it seemed more like an engineering failure than a performance failure to me.
This example is helpful: https://en.wikipedia.org/wiki/Big_O_notation#Use_in_computer...
Still, interesting source.
[1] https://en.m.wikipedia.org/wiki/Integration_by_parts#Tabular...
"...it is inherent to combinatorial and NP-complete problems (assuming P! = NP) that the exploration of the entire solution space requires the use of exponentially increasing amounts of some resource, such as time, space, or material. In the present case this fundamental requirement manifests itself in the number of agents needed, which grows exponentially with 2N. Effectively we are trading the need of time for the need of molecular mass."
They could have implemented many different paralellizable algorithms, so the choice to solve a case of subset sum was probably for PR/the awesome factor (not to be underestimated as an academic motivation).
I'm not a lawyer (and law can be tricky), but forcing a company to do something impossible (breaking into a truly secure device) seems very clearly to be a "undue burden". The real issue here is that Apple has created a device that is possible for them to backdoor themselves, and the clear solution is to remove that capability from future devices.
[1] https://en.wikipedia.org/wiki/All_Writs_Act#Conditions_for_u...
Of course, whether stealing a backdoor is actually as hard as stealing a key is a legitimate question, but (I thought) Apple had the option to unlock the phone in-house, which would at least keep the backdoor out of FBI hands (the legal precedent, however, could still pose a real threat to user security).