quarta-feira, dezembro 28, 2022

Risco versus incerteza e Big Data

Há muitos anos que nos rimos de quem acredita piamente no Big Data:

"‘Google Flu Trends completely flopped for the simple reason that uncertainty existsthe future is not like the past,’ Gigerenzer says, stroking his walrus moustache. ‘When using big data, you are fine-tuning the past and you’re hopelessly lost if the future is different. In this case, the uncertainty comes from the behaviour of viruses: they are not really predictable, they mutate. And the behaviour of humans is unpredictable.’ In other words, AI can’t predict ‘Black Swan’ events — major surprises that aren’t anticipated in modelling and plans.

Gigerenzer worries that important decisions are being handed over to AI, despite its clear limitations."

Trecho retirado de "The algorithm myth: why the bots won’t take over"

"This is the age of big data. We are constantly in quest of more numbers and more complex algorithms to crunch them. We seem to believe that this will solve most of the world’s problems - in the economy, society and even our personal lives. As a corollary, rules of thumb and gut instincts are getting short shrift. We think they often violate the principles of logic and lead us into making bad decisions. We might have had to depend on heuristics and our gut feelings in agricultural and manufacturing era. But this is the digital age. We can optimise everything.

Can we?

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In the real world, rules of thumb not only work well, they also perform better than complex models, he says. We shouldn’t turn our noses up on heuristics, we should embrace them.

...

In short, Gigerenzer's arguments go like this. There is a big difference between risk and uncertainty. You are dealing with risk when you know all the alternatives, outcomes and their probabilities. You are dealing with uncertainty when you don’t know all the alternatives, outcomes or their probabilities.

When you are dealing with risk, complex mathematical models and fine-tuning them for optimisation work. However, when you are dealing with uncertainty, they don’t work well, because the world is dynamic.

What you then need is a set of simple rules of thumb that are robust and gut instincts sharpened by years of experience. 

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I asked Gigerenzer if his work - spanning books, lectures, research papers - had one big message. He said, “We need to dare to think for ourselves, instead of anxiously adapting to our environment. We have in western world fewer and fewer people who are willing to take responsibility, to make decisions on their own and the tendency of the management to delegate to consulting firms which is often a waste of time and money.”

“My advise would be to trust more in expert knowledge, in long years of experience. Don’t buy statistical algorithms you don’t understand. Many managers buy big data algorithms which come in black boxes because they are not sure, they don’t really understand what all these are about. But they think, ‘if I don’t buy that, and if things go wrong, I am responsible, and have to take the blame. If I buy that, it costs the company something, but I am safe’. There is a lot of defensive decision in society and unwillingness to take responsibility, and the fear of one’s own common sense.”"

Trechos retirados de "Gigerenzer’s simple rules"

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