2013-01-16

fun day

On my way to work I ran into Fergus, taking photos in preparation for a SIGGRAPH submission. I helped him out for an hour. Fouesneau (UW) made plots to evaluate the quality of his PHAT young stellar cluster fits. They look great; I think he has nailed this fitting. Next up: Do the fits in multiple bands and check that the color distribution is tighter than it used to be. At lunch Foreman-Mackey figured out that the dry-erase glass coffee table I am building (yes, building) could include a back-projected external monitor. That lost us some time with online shopping for compact, short-throw projectors. At MCMC meeting (Goodman, Hou, Foreman-Mackey, Fadely, and I) discussed combinatoric degeneracies and their ubiquity and hardness. The fact that you can reorder a set of planets or stars or whatever in your model and leave the likelihood unchanged is a real problem: You either fix this massive, perfect degeneracy in the prior (by enforcing order) or else live with it. Either way, it hurts performance in sampling with almost all known methods. Late in the day, as I was describing my dream of a data-driven modeling approach to APOGEE chemical abundances, Fadely had a brainstorm: We could consider random subsets of the spectrum to avoid unknown or uncharacterized data or noise issues. That made Foreman-Mackey immediately say random forest, a method I never thought I would find myself using. Over the next hour I became more and more convinced that random forest could do almost exactly what I need. There were many other breakthroughs in that conversation, including desiderata for the data-driven model and ways to test it or start out.

2 comments:

  1. "The fact that you can reorder a set of planets or stars or whatever in your model and leave the likelihood unchanged is a real problem"

    I disagree! I think the only problem is you can no longer talk about "that component" easily, but it forces you to think more clearly about the problem and the fact that the questions people think they want answered are sometimes not completely well defined.

    Personally I never bother with trying to "fix" combinatoric degeneracies. I just live with it. You can't sort in more than one dimension anyway.

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  2. By "real problem" I just meant that it causes most MCMC methods to jam. I agree with you that the degeneracy is really real!

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