[HN Gopher] Everything is a linear model
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       Everything is a linear model
        
       Author : nopipeline
       Score  : 100 points
       Date   : 2024-02-18 16:00 UTC (6 hours ago)
        
 (HTM) web link (danielroelfs.com)
 (TXT) w3m dump (danielroelfs.com)
        
       | SubiculumCode wrote:
       | I find it irritating that the article mentions repeated measures,
       | but does not try them, much less a mixed effects model. Yes, they
       | are linear models with more parameters, but doing it in lm would
       | be a special kind of madness
        
       | simulo wrote:
       | I knew the linked-in-the-article
       | https://lindeloev.github.io/tests-as-linear/ which is also great.
       | A bit meta on the widespread use of linear models: "Transcending
       | General Linear Reality" by Andrew Abbott, DOI:10.2307/202114
        
         | ivan_ah wrote:
         | Here is the Python port of test-as-linear developed by George
         | Ho (eigenfoo): https://github.com/minireference/tests-as-
         | linear/blob/bugfix...
         | 
         | I'm linking to my fork of it because I've added some fixes and
         | filled in some of the missing parts (e.g. Welch's t-test).
        
         | LifeIsBio wrote:
         | I read this article when I was in grad school 5 years ago.
         | Absolutely love it and talk about it to this day.
         | 
         | It really makes me frustrated about the ways I was introduced
         | to statistics: brute force memorization of seeming arbitrary
         | formulas.
        
       | btdmaster wrote:
       | I thought nonlinearity was very important to be able to make a
       | larger model better than a smaller one? Like so important that
       | tom7 made a half-joke demo with it:
       | https://yewtu.be/watch?v=Ae9EKCyI1xU
        
         | epgui wrote:
         | Linear models don't need everything to be linear.
        
           | iamcreasy wrote:
           | I presume you are implying that linear model only mandates
           | linear relationship between predictor and regression
           | coefficients?
        
             | stdbrouw wrote:
             | A linear relationship between any transformation of the
             | outcome and any transformation of the predictor variables
             | -- so the function is linear but the relationship between
             | predictors and outcome can take on almost any shape.
        
               | iamcreasy wrote:
               | Ah, I missed 'the transformation of outcome' in my mind.
               | Thanks for clearing it up.
        
             | hackerlight wrote:
             | Linear models are a linear combination of possibly non-
             | linear regressors. The linearity is strictly in the
             | parameters, not in whatever you're adding up.
             | 
             | A neural network can be pedantically referred to as a
             | linear model of the form y = a + b*neural_network, for
             | example. Here, y is a linear model (even though
             | neural_network isn't).
        
         | dist-epoch wrote:
         | Well, you can create a non-linear model by piece-wise combining
         | multiple linear models.
         | 
         | The famous ReLU non-linearity is just that - two linear
         | functions joined.
        
           | nyrikki wrote:
           | same thing with any feed forward network too. They are all
           | piece-wise linear in respect to inputs.
           | 
           | Layers reduce resource requirements and make some patterns
           | easier or even practical to find, but any ANN that is a FNN
           | supervised learning could be represented as a parametric
           | linear regression.
           | 
           | Unsupervised learning, that tends to use clustering is harder
           | to visualize but is the same thing.
           | 
           | You still have ANNs, which have binary output, which can be
           | viewed through the lens of deciders. They have to have unique
           | successor and predecessor functions.
           | 
           | Really this is just set shattering that relates to a finite
           | VC dimensionality being required for something to be PAC
           | learnable.
           | 
           | But the title of this is confusing the map for the territory.
           | It isn't that 'Everything is a linear model' but that linear
           | models are the preferred, most practical form.
           | 
           | The efforts to leverage spikey neutral networks, which is a
           | more realistic model of cortical neurons, and which have
           | continuous output (or more correctly the computable reals)
           | tend to run into problems like riddled basins.
           | 
           | https://arxiv.org/abs/1711.02160
           | 
           | Obviously setting rectified linear unit at 0 = 1 resolves to
           | differentiation problem, but many functions may not be so
           | simple
           | 
           | Perhaps a useful lens is how TSP with a discreet Euclidean
           | metric is in NP-complete while the continuous version is in
           | NP-hard.
           | 
           | But it isn't that everything is linearizable, but rather that
           | linearized problems tend to be the most practical.
        
         | tnecniv wrote:
         | Nonlinear things start looking like linear things again in very
         | high dimensions
        
           | nyrikki wrote:
           | Only when you dimensions are truly independent and that is a
           | stretch. Really what you are saying is that you are more
           | likely to find a field for your problem, and fields don't
           | exist in more than 2 dimensions.
           | 
           | Consider Predator Pray with fear and refuge, which is
           | indeterminate, and not due to a lack of precision but a
           | topological feature where >=3 open sets share the same
           | boundary set.
           | 
           | https://www.sciencedirect.com/science/article/abs/pii/S09600.
           | ..
           | 
           | General relativity, with 3 spacial and one temporal dimension
           | is another. One lens to consider this is that rotations are
           | hyperbolic due to the lack of independence from the time
           | dimension.
           | 
           | Quantum mechanics would have been much more difficult if it
           | didn't have two exit basins. Which is similar to ANNs and
           | linear regressions being binary output.
           | 
           | (Some exceptions will orthogonal dimensions like EM)
        
       | dboreham wrote:
       | Hmm...I thought everything was an Eigenfunction.
        
         | rzzzt wrote:
         | Applying basic syllogism, Eigenfunction is securities fraud.
        
           | ggm wrote:
           | If you bundle up enough securities of dubious value, it
           | creates less dubious value higher than the sum of the parts.
        
       | jwilber wrote:
       | Another fun stats X is really Y:
       | 
       | estimating the Area Under the Curve metric (AUC) is equivalent to
       | the Wilcoxon-Mann-Whitney test!
       | 
       | https://rmets.onlinelibrary.wiley.com/doi/abs/10.1256/003590...
        
       | t_mann wrote:
       | Statistics is more than hypothesis testing, but you'll get
       | surprisingly far without straying too far from linear models - I
       | remember a Stats prof saying 'most of classical Statistics is GLM
       | [0]'
       | 
       | [0] https://en.wikipedia.org/wiki/Generalized_linear_model
        
         | lanstin wrote:
         | Which means it really all just finding hyperplanes that are
         | near the data.
        
         | sebastianavina wrote:
         | "Classification of mathematical problems as linear and
         | nonlinear is like classification of the Universe as bananas and
         | non-bananas. "
         | 
         | and everything turns around the same principles. For example
         | dynamical models and PID controls.
         | 
         | yet solving a banana, is the only thing we really know how to
         | do. So we end up fitting everything in our banana models.
        
           | Tommah wrote:
           | Linear algebra was the first math class I took in undergrad.
           | I thought the next one was going to be non-linear algebra!
           | But it wasn't.
        
           | whatshisface wrote:
           | I disagree with the implication that linearity is an
           | unnatural concept, it appears whenever the changes being
           | studied are small relative to the key parameters that
           | determine the system. _Every_ system is linear for small
           | perturbations. Even logic gates; in negative feedback they
           | can form passable inverting amplifiers. In a place as big as
           | the universe it is rather common for two things to be very
           | different in scale and yet interacting.
        
             | notjoemama wrote:
             | So, Lady Finger, not Cavendish. Got it.
        
             | szundi wrote:
             | Interesting aspect to see the world from, thanks
        
         | 3abiton wrote:
         | It's true, until it's not. It's easy to make these claims, but
         | would you bet your money on it?
        
       | ofrzeta wrote:
       | I thought everything was a power function.
        
         | smitty1e wrote:
         | I thought everything was a graph.
        
         | optimalsolver wrote:
         | Nah, it's all just ifs and for-loops:
         | 
         | https://www.reddit.com/media?url=https%3A%2F%2Fi.redd.it%2F4...
        
       | sva_ wrote:
       | (2022)
        
       | chmaynard wrote:
       | RSS feed: https://danielroelfs.com/blog/index.xml
        
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