Dangerous Models

I often dislike models, but for different reasons than what you listed above. Much of my thesis work was devoted to modeling release of drug from polymer coatings -- different application, same idea.

>>People love models, especially when they're big, complex and quantitative. Models make us feel safe.

>>(Instead, the confirmation bias seeps in and we devote way too much mental energy to proving the model true.)

As you are probably aware, it's not possible to prove a model to be true or false, although evidence can be accumulated that either supports or refutes aspects of the model. Models, like any scientific theory, need testing. The real problem comes in when researchers don't ask the right scientific question when they test the model. Is the researcher looking for a model that accurately reflects an underlying mechanism (the cod model probably did) or is the researcher interested in an accurate prediction of the output (the cod model didn't)? Often we have the opposite problem: a model can be constructed such that it produces incredibly accurate predictions, but the underlying mechanism has never been demonstrated, and so parameter extraction from those sorts of models is a shaky science.

I think one of the biggest problems in current-day modeling is a failure to recognize that models must be tested. "Testing" does not mean "check whether my model predicts my output" or "verify the exact value of my parameters". "Testing" means that experimental conditions must be varied and the output must be measured (which output you measure depends on whether you're looking for an accurate mechanism or an accurate prediction). If the cod-modelers wanted to convince me of anything, they would have had to try fishing at a certain percentage for 5 years, check the population growth/decline, change the fishing percentage and check again.

Of course nobody would ever do that. But that's my point. Even though I'm in the business of modeling, and I think modeling is an extremely important scientific tool, we could all be a little more critical of the methods by which people generate models.

Let me digress with a story. I recently attended an epidemiology talk where the speaker demonstrated that her data could be fit well by four models. Three models where the same model with slightly different assumptions about the start and end points of the data. The fourth model was empirical (using a SPLINE for goodness' sake). All four models were used to estimate one parameter. The speaker -- who is a leader in the field, with many awards and publications to their name -- went so far as to conclude in writing, with a bolded, fun-colored powerpoint note, that "The use of four models confirms that this phenomenon is real." My jaw almost dropped.

I could fit any data you give me with an unlimited number of fancy models. For many of the models that I generate, I could give logical explanations of how they were constructed. I could ascribe their operators to real phenomenon. I could probably rationalize the parameter estimates. All of these activities can be performed for models that do not reflect the physics of the system or produce accurate predictions. It is to the detriment of good science that the purpose and testability of models is so widely misunderstood.

(By the way, it's ironic -- though only to me -- that you posted this today. I'm working on a manuscript that details the problems inherent in particular sorts of modeling. I haven't worked on it in more than a month, and this morning, I opened it up for what will be its final edit.)

Essentially, all models are wrong, but some are useful.
--George E.P. Box

I am glad there are people out there like Rachael who live to discern which are useful and why; no easy task.

Colin, what a great quote

Here's another (not as relevant, but amusing):

"The best material model of a cat is another, or preferably the same, cat"
A. Rosenblueth, Philosophy of Science, 1945

(My apologies in advance)

Models coddle with rose-colored goggles, making people feeble to the risks of greed-evils.

Sorry...couldn't resist...

Models are useful to help describe physical phenomena, especially based on the current laws of physics and your understanding of the phenomena. When testing suggests your model is wrong, you try to explain it physically.
Some predictive models are based entirely on past correlations with zero or little understanding of the basis for that model, in effect an extrapolated curve fit of some behavior, something where the "science" is weak at best. The financial market, never factoring in greed and fraud, is a prime example today. Also, garbage in, garbage out is probably the most reasonable cause of the fishery problem not meeting expectations. And no one talks of the confidence bounds of their predictions, especially in the pseudo sciences.

As I remember the events, fishery scientists were consistently recommending lower catch limits for the cod, but the Fisheries Minister (John Crosby for at least part of that time) was over-ruling them and allowing higher limits, on the grounds that the proposed limits would cause hardship to the people of the area. I do not recall any of the fishers or their representatives agreeing with the scientists' estimates of the stocks so perhaps he could do little else and still keep his seat.

Excellent post. We seem to invest energy in models the way we do with 'experts' - in an effort to be able to rely on someone, something outside ourselve to make everything Ok.

Criticisms of finanical models apply also to our models of global warming. We have no reason to assume that they are accurate. The problem may be worse or better than we believe. While the data we're feeding the models is probably correct, we understand only parts of the underlying mechanism.

BTW, I think reducing greenhouse gases would be an excellent idea, along with a general reduction in pollution. I'm just pointing out that we left-wing tree huggers need to be realistic about the models that seem to support our views. Although if Jonah is correct about the human inclination to discount information that clashes with our views, we probably won't. :)

As a mathematician, I think that what you're seeing is an example of "the false certainty of numbers."

If you tell people that you're pretty sure about something, then they'll doubt it. But if you attach a number to your hypothesis -- preferably with a lot of extra and unjustified precision -- they'll believe you as unhesitatingly as seven-year-olds at their first communion.

Johnny von Neumann: "With four parameters I can fit an elephant and with five I can make him wiggle his trunk."

The failure at the heart of many models is the ludic fallacy, that is, assuming that components of real life will correlate in accordance with a given model under controlled assumptions. Originators or proponents of a model may then develop an ownership bias which favors a belief in its predictive power. Enter Karl Popper ...

Ohhhhh this is why I hate math. KIDDING.

So then, are we all ready to disavow the models which support the theory that burning fossil fuels causes global warming? Probability alone should tell us that they couldn't possibly be correct, and likely not useful. The arguments above are just one more argument against.

'Probability alone should tell us that they couldn't possibly be correct'.

LOL. Good one. Game, set and match. Fire up those coal plants now!

Are we all ready to abandon the models which support the theory that burning fossil fuels does not cause global warming? Probability alone should tell us that these models couldn't possibly be correct, and probably not useful.

I'm not sure I understand, Alan. You rewrote John's post a little...but the message is still the same. Are you a bot?

I'm reminded of David Ruelle's book, Chance and Chaos. In the chapter on probabilities he points out the need for a physical theory of probabilities to give a prediction some operational meaning. Referring to 'purist' (frequentists?) who think a statement like 'the probability it will rain this afternoon is .9' is meaningless, he says:

One might, however, be able to give it meaning, for instance by making a large number of numerical simulations on a computer (compatible with out present knowledge of the meteorological situation) and finding the proportion of cases in which the simulation gives rain. If one finds a probability of 90 percent for rain, even the purists will take their umbrellas.

Beyond the issues of testing and trusting models, the example of cod fishing would point to the problem being less about the validity of particular predictions but in what actions we use those predictions to justify. There's a very interesting book called 'Making Better Environmental Decisions' by Mary O'Brian where she makes the case that the ability (claim?) of risk assessors to accurately determine the risk of various alternatives unnecessarily narrows our decision making process to those alternatives.

In the article it says:
"After all, there was no black swan event that triggered this most recent financial mess."

I haven't read the Black Swan, but I was under the impression that for the financial models used to calculate risk the fall in the housing market in the US was a 'black swan event'. I think Taleb's point is not that meteorites may hit the earth or that extraordinary events may happen, but that the supposedly 'smart' models most risk managers use are based on very limited data and don't consider many events that Jane-the-sensible-banker, with her 'common sense' and millions of years of mammalian paranoia, would probably lose sleep over.

The cod story is totally wrong. Fisheries scientists have been trying to get the quotas lowered for years, but the government wouldn't do it because of the job losses it would entail. I don't know of any fisheries models that have been predicting stock increases for the last 50 years. They all predict decreases.

"I'm not sure I understand, Alan. You rewrote John's post a little...but the message is still the same. Are you a bot?"

Mine were the comments on the ludic fallacy, not on global warming, which appear to be copied from "John." Maybe there's (1) a bot on the loose, (2)somebody spoofing, or (3) someone else is using the same nom de plume as me.

Haven't read the Pilkeys' book, but I'm suspicious of their argument, since it's widely known in Canada that political factors led the government to keep allowing overfishing of the Grand Banks.

One would also have to question whether government fisheries scientists, if indeed they were overoptimistic, were unconsciously or otherwise slanting their modeling in the direction both their masters (the government) and their clients (the fishing industry) clearly wanted to hear.

One of the basic assumptions of any model that involves human interaction with anything should be that politics are always involved.

There were certainly a couple of fisheries scientists in the Canadian DFO (Department of Fisheries and Oceans) who more or less predicted the collapse of the cod fishery and caused great displeasure to their government bosses. A relevant quotation:

"In 1997 two former DFO scientists published an article entitled, "Is Scientific Inquiry Incompatible with Government Information Control?" Their report and others cited a pattern of suppression of scientific information at DFO.

The authors cited numerous examples where DFO scientists had warned the Minister that ground fish stocks were in a dangerous decline, and these findings were either ignored or suppressed as high quotas continued to be allocated. In one of these instances, a DFO scientist named Ransom Myers was apparently threatened with termination of his job when he concluded that the true cause of the cod collapse was simply human over-fishing rather than predation by seals."

More information on this here: http://xrl.us/oxkuc

The authors cited numerous examples where DFO scientists had warned the Minister that ground fish stocks were in a dangerous decline, and these findings were either ignored or suppressed as high quotas continued to be allocated.

Thanks for the job ..

here were certainly a couple of fisheries scientists in the Canadian DFO (Department of Fisheries and Oceans) who more or less predicted the collapse of the cod fishery and caused great displeasure to their government bosses. A relevant quotation:

"In 1997 two former DFO scientists published an article entitled, "Is Scientific Inquiry Incompatible with Government Information Control?" Their report and others cited a pattern of suppression of scientific information at DFO.

Some predictive models are based entirely on past correlations with zero or little understanding of the basis for that model, in effect an extrapolated curve fit of some behavior, something where the "science" is weak at best. The financial market, never factoring in greed and fraud, is a prime example today.

Johnny von Neumann: "With four parameters I can fit an elephant and with five I can make him wiggle his trunk."

ok

"Models make us feel safe." I think that's the point.
I read the article twice and found very useful. Thanks.

Thank you so much for content, you would track;)

You draw a great comparison in layman's terms, I am not mathematically inclined, so it was appreciated. Questioning drives Science forward, and I think that would be a good approach to these models. Question and test everything before you call it absolute.

You draw a great comparison in layman's terms, I am not mathematically inclined, so it was appreciated

The financial market, never factoring in greed and fraud, is a prime example today.

Questioning drives Science forward, and I think that would be a good approach to these models. Question and test everything before you call it absolute.

ome predictive models are based entirely on past correlations with zero or little understanding of the basis for that model, in effect an extrapolated curve fit of some behavior, something where the "science" is weak at best.

Thank you very much for this useful article and the comments

Johnny von Neumann: "With four parameters I can fit an elephant and with five I can make him wiggle his trunk.

I am glad there are people out there like Rachael who live to discern which are useful and why; no easy task.

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Cod is into the line of extinction? This is bad. I think people especially fishermen who uses trawlers must be warned about this. And the authorities should implement a strict banning of this issue.

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You mean the way that the geological record contains evidence of fairly dramatic climate changes on decadal timescales, in response to natural forcings.. or the way that any model that successfully predicted such a change would be culled as unrealistic?

We must protect the extinction of cuds! They should not be erased and be used as means of baits.

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