02 November 2018

Data Science: Linearity (Just the Quotes)

"In addition to dimensionality requirements, chaos can occur only in nonlinear situations. In multidimensional settings, this means that at least one term in one equation must be nonlinear while also involving several of the variables. With all linear models, solutions can be expressed as combinations of regular and linear periodic processes, but nonlinearities in a model allow for instabilities in such periodic solutions within certain value ranges for some of the parameters." (Courtney Brown, "Chaos and Catastrophe Theories", 1995)

"So we pour in data from the past to fuel the decision-making mechanisms created by our models, be they linear or nonlinear. But therein lies the logician's trap: past data from real life constitute a sequence of events rather than a set of independent observations, which is what the laws of probability demand. [...] It is in those outliers and imperfections that the wildness lurks." (Peter L Bernstein, "Against the Gods: The Remarkable Story of Risk", 1996)

"All forms of complex causation, and especially nonlinear transformations, admittedly stack the deck against prediction. Linear describes an outcome produced by one or more variables where the effect is additive. Any other interaction is nonlinear. This would include outcomes that involve step functions or phase transitions. The hard sciences routinely describe nonlinear phenomena. Making predictions about them becomes increasingly problematic when multiple variables are involved that have complex interactions. Some simple nonlinear systems can quickly become unpredictable when small variations in their inputs are introduced." (Richard N Lebow, "Forbidden Fruit: Counterfactuals and International Relations", 2010)

"There are several key issues in the field of statistics that impact our analyses once data have been imported into a software program. These data issues are commonly referred to as the measurement scale of variables, restriction in the range of data, missing data values, outliers, linearity, and nonnormality." (Randall E Schumacker & Richard G Lomax, "A Beginner’s Guide to Structural Equation Modeling" 3rd Ed., 2010)

"Complexity is a relative term. It depends on the number and the nature of interactions among the variables involved. Open loop systems with linear, independent variables are considered simpler than interdependent variables forming nonlinear closed loops with a delayed response." (Jamshid Gharajedaghi, "Systems Thinking: Managing Chaos and Complexity A Platform for Designing Business Architecture" 3rd Ed., 2011)

"Without precise predictability, control is impotent and almost meaningless. In other words, the lesser the predictability, the harder the entity or system is to control, and vice versa. If our universe actually operated on linear causality, with no surprises, uncertainty, or abrupt changes, all future events would be absolutely predictable in a sort of waveless orderliness." (Lawrence K Samuels, "Defense of Chaos", 2013)

"An oft-repeated rule of thumb in any sort of statistical model fitting is 'you can't fit a model with more parameters than data points'. This idea appears to be as wide-spread as it is incorrect. On the contrary, if you construct your models carefully, you can fit models with more parameters than datapoints [...]. A model with more parameters than datapoints is known as an under-determined system, and it's a common misperception that such a model cannot be solved in any circumstance. [...] this misconception, which I like to call the 'model complexity myth' [...] is not true in general, it is true in the specific case of simple linear models, which perhaps explains why the myth is so pervasive." (Jake Vanderplas, "The Model Complexity Myth", 2015) [source]

"Random forests are essentially an ensemble of trees. They use many short trees, fitted to multiple samples of the data, and the predictions are averaged for each observation. This helps to get around a problem that trees, and many other machine learning techniques, are not guaranteed to find optimal models, in the way that linear regression is. They do a very challenging job of fitting non-linear predictions over many variables, even sometimes when there are more variables than there are observations. To do that, they have to employ 'greedy algorithms', which find a reasonably good model but not necessarily the very best model possible." (Robert Grant, "Data Visualization: Charts, Maps and Interactive Graphics", 2019)

"Non-linear associations are also quantifiable. Even linear regression can be used to model some non-linear relationships. This is possible because linear regression has to be linear in parameters, not necessarily in the data. More complex relationships can be quantified using entropy-based metrics such as mutual information. Linear models can also handle interaction terms. We talk about interaction when the model’s output depends on a multiplicative relationship between two or more variables." (Aleksander Molak, "Causal Inference and Discovery in Python", 2023)

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