I agree 100% with the following discussion of big data learning methods, which is excerpted from an interview. Big Data is still in the ascending phase of the hype cycle, and its abilities are being way over-promised. In addition, there is a great shortage of expertise. Even people who take my course on the subject are only learning “enough to be dangerous.” It will take them months more of applied work to begin to develop reasonable instincts, and appropriate skepticism.
As we are now realizing, standard econometrics/regression analysis has many of the same problems, such as publication biases and excess re-use of data. And one can argue that it’s effects e.g. in health care have also been overblown to the point of being dangerous. (In particular, the randomized controlled trials approach to evaluating pharmaceuticals is much too optimistic about evaluating side effects. I’ve posted messages about this before.) The important difference is that now the popular press has adopted Big Data as its miracle du jour.
One result is excess credulity. On the NPR Marketplace program recently, they had a breathless story about The Weather Channel, and its ability to forecast amazing things using big data. The specific example was that certain weather conditions in Miami in January predict raspberry sales. What nonsense. How many Januaries of raspberry sales can they be basing that relationship on? 3? 10?
Why Big Data Could Be a Big Fail [this is the headline that the interviewee objected to – see below]
Spectrum: If we could turn now to the subject of big data, a theme that runs through your remarks is that there is a certain fool’s gold element to our current obsession with it. For example, you’ve predicted that society is about to experience an epidemic of false positives coming out of big-data projects.
Michael Jordan: When you have large amounts of data, your appetite for hypotheses tends to get even larger. And if it’s growing faster than the statistical strength of the data, then many of your inferences are likely to be false. They are likely to be white noise.
Spectrum: How so?
Michael Jordan: In a classical database, you have maybe a few thousand people in them. You can think of those as the rows of the database. And the columns would be the features of those people: their age, height, weight, income, et cetera.
Now, the number of combinations of these columns grows exponentially with the number of columns. So if you have many, many columns—and we do in modern databases—you’ll get up into millions and millions of attributes for each person.
Now, if I start allowing myself to look at all of the combinations of these features—if you live in Beijing, and you ride bike to work, and you work in a certain job, and are a certain age—what’s the probability you will have a certain disease or you will like my advertisement? Now I’m getting combinations of millions of attributes, and the number of such combinations is exponential; it gets to be the size of the number of atoms in the universe.
Those are the hypotheses that I’m willing to consider. And for any particular database, I will find some combination of columns that will predict perfectly any outcome, just by chance alone. If I just look at all the people who have a heart attack and compare them to all the people that don’t have a heart attack, and I’m looking for combinations of the columns that predict heart attacks, I will find all kinds of spurious combinations of columns, because there are huge numbers of them.
So it’s like having billions of monkeys typing. One of them will write Shakespeare.
Spectrum:Do you think this aspect of big data is currently underappreciated?
Michael Jordan: Definitely.
Spectrum: What are some of the things that people are promising for big data that you don’t think they will be able to deliver?
Michael Jordan: I think data analysis can deliver inferences at certain levels of quality. But we have to be clear about what levels of quality. We have to have error bars around all our predictions. That is something that’s missing in much of the current machine learning literature.
Spectrum: What will happen if people working with data don’t heed your advice?
Michael Jordan: I like to use the analogy of building bridges. If I have no principles, and I build thousands of bridges without any actual science, lots of them will fall down, and great disasters will occur.
Similarly here, if people use data and inferences they can make with the data without any concern about error bars, about heterogeneity, about noisy data, about the sampling pattern, about all the kinds of things that you have to be serious about if you’re an engineer and a statistician—then you will make lots of predictions, and there’s a good chance that you will occasionally solve some real interesting problems. But you will occasionally have some disastrously bad decisions. And you won’t know the difference a priori. You will just produce these outputs and hope for the best.
And so that’s where we are currently. A lot of people are building things hoping that they work, and sometimes they will. And in some sense, there’s nothing wrong with that; it’s exploratory. But society as a whole can’t tolerate that; we can’t just hope that these things work. Eventually, we have to give real guarantees. Civil engineers eventually learned to build bridges that were guaranteed to stand up. So with big data, it will take decades, I suspect, to get a real engineering approach, so that you can say with some assurance that you are giving out reasonable answers and are quantifying the likelihood of errors.
Spectrum: Do we currently have the tools to provide those error bars?
Michael Jordan: We are just getting this engineering science assembled. We have many ideas that come from hundreds of years of statistics and computer science. And we’re working on putting them together, making them scalable. A lot of the ideas for controlling what are called familywise errors, where I have many hypotheses and want to know my error rate, have emerged over the last 30 years. But many of them haven’t been studied computationally. It’s hard mathematics and engineering to work all this out, and it will take time.
It’s not a year or two. It will take decades to get right. We are still learning how to do big data well.
Spectrum: When you read about big data and health care, every third story seems to be about all the amazing clinical insights we’ll get almost automatically, merely by collecting data from everyone, especially in the cloud.
Michael Jordan: You can’t be completely a skeptic or completely an optimist about this. It is somewhere in the middle. But if you list all the hypotheses that come out of some analysis of data, some fraction of them will be useful. You just won’t know which fraction. So if you just grab a few of them—say, if you eat oat bran you won’t have stomach cancer or something, because the data seem to suggest that—there’s some chance you will get lucky. The data will provide some support.
But unless you’re actually doing the full-scale engineering statistical analysis to provide some error bars and quantify the errors, it’s gambling. It’s better than just gambling without data. That’s pure roulette. This is kind of partial roulette.
Spectrum: What adverse consequences might await the big-data field if we remain on the trajectory you’re describing?
Michael Jordan: The main one will be a “big-data winter.” After a bubble, when people invested and a lot of companies overpromised without providing serious analysis, it will bust. And soon, in a two- to five-year span, people will say, “The whole big-data thing came and went. It died. It was wrong.” I am predicting that. It’s what happens in these cycles when there is too much hype, i.e., assertions not based on an understanding of what the real problems are or on an understanding that solving the problems will take decades, that we will make steady progress but that we haven’t had a major leap in technical progress. And then there will be a period during which it will be very hard to get resources to do data analysis. The field will continue to go forward, because it’s real, and it’s needed. But the backlash will hurt a large number of important projects.
Added: This is only part of the interview. Also read M. Jordan’s blog post about this interview, and how the editor distorted his actual message by picking an inflammatory, and misleading, headline.