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I Don’t Count on You When You Count Numbers

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Humble PI

“The only downside is that you break the link between the number you are using to keep track of your counting with the number of things you are counting.”

[Humble PI: A Comedy of Maths Errors, Matt Parker]

Since Adam was a boy, counting has long been recognized as the most important skill for humans to survive in the world. So, I believe that you (even if you are a toddler) can count numbers well. Let’s check it out. how many numbers you can count on your fingers? The answer is eleven (not ten). This is because you can also count zero with all folded fingers (the more correct answer is 1024, please search for “finger binary” on google). Next, how many natural numbers from 10 to 99? The answer is 90 (not 89). Hooray, you got the right answers, I count on you!

We are more getting into trouble when counting large numbers in efficient ways. For example, when we count the total number of events for calculating probability, we use some math skills such as permutation and combination. However, these are too tricky to use simply. So, when you make a decision based on probability (e.g. Bayesian approach), miscounting the number of events results in a totally different probability, leading to a wrong decision. Please don’t count on yourself when you count numbers (specifically, counting sheep to sleep or counting cards to win the blackjack).

Please Give Math More Time to Pick up the Pieces

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humble pi

“We make things beyond what we understand, and we always have done. … When theory lags behind application, there will always be mathematical surprises lying in wait.”

[Humble PI: A Comedy of Maths Errors, Matt Parker]

In human history (specifically engineering and technology), many successful achievements have shown their effectiveness without proven scientific theories or rigorous mathematics. For example, first flying to the moon in 1969 was achieved with little knowledge of rocket science, aerodynamics, and astrophysics. Sometimes, we called such achievements “the greatest challenge for humans.” However, the word “challenge” here implies that we do not know a mechanism or theory well. I don’t want to underestimate such a challenge but we have experienced that applications without coherent theories may lead to a catastrophic disaster.

Then, in data science, when is the right time to adopt a new model? Should we wait until we understand all theories and mechanisms and prove them all by mathematics? It may be too late. So we should decide the right time by ourselves but we always keep in mind the negative effect when the introduced model fails. So, we try to quantify uncertainties of the model (or our decision) and estimate a probable disaster as insurance companies do. It is much robust thinking rather than efficient thinking. It may lead to slow progress and more cost but it can give us a second chance to correct the model when the model fails. So, if you don’t have rigorous mathematical support, please think uncertainty and make your model robust. Moreover, when you decide something without evidence in your life, please make your decision robust, too.

What Number Is a Really Big Number?

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humble pi

“As humans, we are not good at judging the size of large numbers. And even when we know one is bigger than another, we don’t appreciate the size of the difference.”

[Humble Pi: A Comedy of Maths Errors, Matt Parker]

In the Stone Age, a hundred might be a sufficient number to count a herd of deer for hunting or to count gathered nuts. In the early (and mid) 20th century, a million is enough to call the rich people ‘Millionaire’ but now it is too small to count Mark Zuckerberg’s net worth (a million is still BIG money for me by-the-way). In the age of Big Data, what number is a really big number? In the 1980s, Bill Gates, the pioneer to usher in the computer age, said: “for computer memory, 640K ought to be enough for anybody.” Nobody can predict the big number correctly and this is human nature. 

However, we need to estimate a certain big number for a data-driven model, for our business, or for our blogs. After unveiling a smartphone, data acquisition speed is now super fast, leading to the age of AI and Big Data. Nowadays, when we make a model, we consider its own capacity to deal with tremendous data (beyond a trillion). The recent introduction of the Internet of Things (IoT) and the autonomous vehicle will generate countless data every second. Then, we need to keep thinking about the big number again and again. That is why I am preparing for the first event for the Billionth visitor to my blog. Do you think this number is still small? It depends on your action. please visit my blog more! 

[Wrap up] Book Review: How Not to Be Wrong: The Power of Mathematical Thinking

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We need to focus on the book title: How not to be wrong. Why did the author, Jordan Ellenberg, not say like: How to be right? This is because mathematical thinking is not the fruit of the Tree of Knowledge. Even though we equipped ourselves with concrete mathematical thinking, we cannot get the right answer to some problems we faced in the world. However, mathematical thinking helps us to correct our view based on a popular misconception and prejudice and to understand the structure of the world more clearly.

In this book, the author presents several mathematical misconceptions (more focused on statistics) that make the wrong decision and prediction, and show how mathematical thinking can overcome such kinds of obstacles. Since mathematical thinking is the extension of common sense by other means, the author said that we need more math majors for non-mathematician such as more math majors for non-mathematician such as math major doctors, high school teachers, CEOs, and politicians.

The following links are some quotations from the book with my thoughts.

(1) Do You Want to Be a Nonlinear Thinker?

(2) The Past is in the Past: the Law of Large Numbers

(3) Improbable Things Happen All the Time

(4) Can We Predict our Future in Chaos?

(5) Make Your Problem Harder!

(6) The Triumph of Mediocrity: Do not Stumble on Your Success

(7) Everything is Connected but Not Correlated

(8) When You Meet a Mathematical Genius

When You Meet a Mathematical Genius

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how not to be wrong

“Athletes don’t quit their sport just because one of their teammates outshines them. And yet I see promising young mathematicians quit every year, even though they love mathematics, because someone in their range of vision was ahead of them.”

[How not to be wrong, Jordan Ellenberg]

I know this is a little bit off the topic (and the style) of this blog but I would like to write this post for kids/students who want to be a future mathematician. In my life, I have met several mathematical geniuses equipped with complete mathematical skill sets, intuition, reasoning, and creativity. Many people may think that geniuses are not willing to work hard but all the geniuses I met before put their whole energy into solving some mathematical problems always. Hence, when I had met them, I had felt that there is NO chance to defeat such kinds of geniuses and had felt depressed every single day. Many prodigious kids/students give up chasing their dream to become a great mathematician like this way.

However, doing mathematics is not a race and competition to choose the only one winner. It is more like team sports. For example, in Football, the Quarterback looks like the one and only hero to win the game but it is not true. There are many unsung heroes to try to get a score and win the game. Likewise, the development of mathematics is not the exclusive property of the math geniuses. I don’t want to underestimate the role of math geniuses; they always give us a new point of view about mathematical thinking. But rather, I would like to redound to many roles of other mathematicians such as building rigorous mathematical formulation from brilliant ideas and applying this mathematical concept to various problems in the real world. Hence, “Genius” may represent not a person but a team (or generation).

So, here is my humble advice when you meet mathematical geniuses in your life:
(1) Do not compare yourself to them (everybody has an important role in developing mathematics).
(2) Learn everything from them as much as you can.
(3) Put your whole energy into developing, extending, and applying their brilliant idea.
(4) Do not give up.
(5) Be grateful for being contemporaneous with the great geniuses.

Everything is Connected but Not Correlated

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How not to be wrong

“Correlation is not transitive. … The non-transitivity of correlation is somehow obvious and mysterious at the same time.”

[How not to be wrong, Jordan Ellenberg]

In Hollywood, the Bacon Number of an actress/actor represents the closest connectivity to the actor, Keven Bacon through movies. Surprisingly, we observed that almost all the actresses/actors can be connected to Keven Bacon within six steps, called this: “Six Degrees of Separation” or “Small World.” This concept originally stems from “Erdős Number” in mathematics and science research, representing a collaborative distance to the mathematician, Paul Erdős. (My Erdős number is 4 by-the-way). What a small world and we feel that everybody is connected!

Sometimes, we confuse a correlation with a connection (or relation). A correlation is not transitive. Even though A and B are strongly correlated and B and C are also correlated, nobody can guarantee that A and C are correlated. However, we often think that there should be a correlation between A and C because we get used to syllogistic reasoning. Moreover, when we mixed up with causality, correlation, and relation, it’s a disaster. So, please do not make any transitivity for mutually correlated data. Also, we keep in mind that uncorrelated data can have a relationship with each other. We, you and I, are connected in the small world but we may not (or may) be correlated with each other.

The Triumph of Mediocrity: Do not Stumble on Your Success

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Triumph of Mediocrity

“That’s what causes regression to the mean: not a mysterious mediocrity-loving force, but the simple working of heredity intermingled with chance.”

[How not to be wrong, Jordan Ellenberg]

At the beginning of the month, I check the number of visitors and views on my blog and say: “What? Too many people come in! Then, my blog is ON PACE to break my monthly record!!” I am really excited about this shock rise. At the end of the month, my eyes widen in surprise because the average number of people visited, no new record (Sigh). This shows “The Triumph of Mediocrity.” Some data intertwined with deterministic factors and uncertainties show a tendency to regress to the mean.

This simple mathematical observation gives a lesson about how to live. There is no (deterministic) equation of success. Even if it exists, it has too many uncertainties so we cannot solve this equation. When you achieved something that you want, this success does not only stem from your skills, abilities, intelligence, and effort. Rather, uncertainties (many people call this “luck”) may drive your way to success. Just when you think that you find the equation of the success, your next try may fail and you will be back to the mean – we call this “Sophomore Slump.” So please be humble. please do not stumble on your success. Also, if you did your best but failed, please try one more, the triumph of mediocrity may take you to the success.

Make Your Problem Harder!

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How not to be wrong

“Instead, we turn to the other strategy, which is the one Birbier used: make the problem harder. That doesn’t sound promising. But when it works, it works like a charm.”

[How not to be wrong, Jordan Ellenberg]

When your friend was struggling with a difficult problem, we often said: “Don’t make it complex, just start with a simple problem”. This is because we have experienced that this simplification provides some clues for solving the difficult problem. This is what mathematicians actually do every day. When proving some statements, they start from the simplest case and expand it to the target problem. However, sometimes, making the problem harder suggests a simple alternative way to solve your real problems effectively.

Many data scientists have focused only on reducing the number of features to make a data-driven model simper. However, this approach does not always give the simplest model. The projection onto the low-dimension (fewer features) may make the data structure more complicated, leading to a failure of spotting the hidden pattern. Hence, sometimes, they need to increase features to make a model simpler (because of more data, more simple). This alternative thinking (adding more features) embodies the trade-off between a simpler model with many features and a complicated model with few features.

Can We Predict our Future in Chaos?

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“For human action we have no such model and may never have one. That makes the prediction problem massively harder.”

[How not to be wrong, Jordan Ellenberg]

In the weather, the very tiny scale of energy at a certain location can change the global outcome dramatically – we called this chaos. Edward Lorenz discovered this and wrote: “if the theory were correct, one flap of a sea gull’s wing would be enough to alter the course of the weather forever”. Even though we have an accurate mathematical model (or a data-driven model) for the weather forecast with tons of measured data, we can make only a short-range prediction.

Our behaviors in society are much more chaotic than the weather, leading to a failure of prediction of future outcomes. Moreover, we have no mathematical model to describe our behaviors effectively. Hence, it is really hard (or impossible) to find “right” causation from the massive data. In this chaotic system, we should keep in mind the followings: (1) don’t make any causation from your success (rather, say, just “lucky”); (2) don’t follow others’ successes (a tiny different condition makes a totally different outcome); (3) don’t prejudge the situation using “common sense” (no one can predict the outcome).

Improbable Things Happen All the Time

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“The universe is big, and if you’re sufficiently attuned to amazingly improbable occurrences, you’ll find them. Improbable things happen a lot.”

[How not to be wrong, Jordan Ellenberg]

You have a card deck and draw five cards from this. Surprisingly, five cards you drawn are spade A, 2, 3, 4, and 5. (Congrats! you made a straight flush). Then, you might think that this is a new card deck so it is not shuffled yet because drawing these five cards in a row might be improbable (or much lower probable). However, improbable things happen all the time. Please go to Las Vegas and check this!

When analyzing some results, we need to get used to a BIG number in our fields. Our field of interest is pretty big and you can see many improbable occurrences (we can see winners of the lottery every week). Hence, we should be careful not to make any causality from a chance occurrence. In data science, even though the data-driven model finds some patterns from Big Data, we should examine that this pattern can be made by randomness or not. (It may be improbable that millions of people read this post and like it but improbable things happen all the time!!)