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Laplace’s Demon and the Adventures of His Apprentices Author(s): Roman Frigg, Seamus Bradley, Hailiang Du, and Leonard A. Smith Source: Philosophy of Science, Vol. 81, No. 1 (January 2014), pp. 31-59 Published by: The University of Chicago Press on behalf of the Philosophy of Science Association Stable URL: http://www.jstor.org/stable/10.1086/674416 . Accessed: 05/02/2014 06:14 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. . The University of Chicago Press and Philosophy of Science Association are collaborating with JSTOR to digitize, preserve and extend access to Philosophy of Science. http://www.jstor.org This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions ’ Laplace s Demon and the Adventures of His Apprentices Roman Frigg, Seamus Bradley, Hailiang Du, and Leonard A. Smith*y ThesensitivedependenceoninitialconditionsðSDICÞassociatedwithnonlinearmodels imposeslimitationsonthemodels’predictivepower.Wedrawattentiontoanadditional limitationthanhasbeenunderappreciated,namely,structuralmodelerrorðSMEÞ.Amodel hasSMEifthemodeldynamicsdifferfromthedynamicsinthetargetsystem.Ifanon- linearmodelhasonlytheslightestSME,thenitsabilitytogeneratedecision-relevantpre- dictionsiscompromised.Givenaperfectmodel,wecantaketheeffectsofSDICinto accountbysubstitutingprobabilisticpredictionsforpointpredictions.Thisrouteisfore- closedinthecaseofSME,whichputsusinaworseepistemicsituationthanSDIC. 1. Introduction. The sensitive dependence on initial conditions ðSDICÞ associated with nonlinear models imposes limitations on the models’ pre- dictive power. These limitations have been widely recognized and exten- ReceivedDecember2012;revisedJune2013. *Tocontacttheauthors,pleasewriteto:RomanFrigg,DepartmentofPhilosophy,Logic,and ScientificMethod,LondonSchoolofEconomicsandPoliticalScience;e-mail:r.p.frigg@lse .ac.uk.SeamusBradley,MunichCentreforMathematicalPhilosophy,Ludwig-Maximilians- Universität München; e-mail: [email protected]. Hailiang Du, Centre fortheAnalysisofTimeSeries,LondonSchoolofEconomicsandPoliticalScience;e-mail: [email protected],CentrefortheAnalysisofTimeSeries,LondonSchool ofEconomicsandPoliticalScience;e-mail:[email protected]. yWorkforthisarticlehasbeensupportedbytheLondonSchoolofEconomics’sGrantham ResearchInstituteonClimateChangeandtheEnvironmentandtheCentreforClimateChange EconomicsandPolicyfundedbytheEconomicsandSocialScienceResearchCounciland Munich Re. Frigg acknowledges financial support from the Arts andHumanitiesResearch Council–fundedManagingSevereUncertaintyprojectandgrantFFI2012-37354oftheSpanish MinistryofScienceandInnovationðMICINNÞ.Bradley’sresearchwassupportedbytheAlex- andervonHumboldtFoundation.Smithwouldalsoliketoacknowledgecontinuingsupport fromPembrokeCollege,Oxford.WewouldliketothankWendyParker,DavidStainforth, EricaThompson,andCharlotteWerndlforcommentsonearlierdraftsandhelpfuldiscussions. PhilosophyofScience,81(January2014)pp.31–59.0031-8248/2014/8101-0009$10.00 Copyright2014bythePhilosophyofScienceAssociation.Allrightsreserved. 31 This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions 32 ROMANFRIGGETAL. sivelydiscussed.1Inthisarticlewedrawattentiontoanadditionalproblem than has been underappreciated, namely, structural model error ðSMEÞ. A model has SME if the model dynamics differ from the dynamics in the target system. The central claim of this article is that if a nonlinear model has only the slightest SME, then its ability to generate decision-relevant probabilistic predictions is compromised. We will also show that SME in fact puts us in a worse epistemic situation than SDIC. Given a perfect model, we can take the effects of SDIC into account by substituting probabilistic predictions for point predictions. This route is foreclosed in thecaseofSME,whichrelegatesbothpointpredictionsandaccurateprob- abilistic predictions to the sweet land of idle dreams. Toreachourconclusion,weretellthetaleofLaplace’sdemon,butwitha twist.Inourrenderingofthetale,theDemonhastwoapprentices,aSenior ApprenticeandaFreshmanApprentice.Theabilitiesoftheapprenticesfall short of the Demon’s in ways that turn them into explorers of SDIC and SME.By assumption, theDemoncancomputetheunabridgedtruth about everything; comparing his predictions with those of the apprentices will reveal the ways in which SDIC and SME curtail our predictive abilities.2 Insection2weintroduceourthreeprotagonistsaswellasbasicelements of dynamical systems theory, which provides the theoretical backdrop against which our story is told. In section 3 we follow the apprentices on various adventures that show how predictions break down in the presence of SME.In section 4 we provide a general mathematical argument for our conclusion, thereby defusing worries that the results in section 3 are idio- syncrasiesofourexampleandthattheythereforefailtocarryovertoother nonlinear models. In section 5 we briefly discuss a number of scientific modeling endeavors whose success is threatened by problems with SME, which counters the charge that our analysis of SME is philosophical hair- splitting without scientific relevance. Insection6wesuggestawayofem- bracingtheproblem,andinsection7wedrawsomegeneralconclusions. 2. TheDemonandHisApprentices. Laplaceð1814Þinvitesustoconsider asupremeintelligencewhoisablebothtoidentifyallbasiccomponentsof 1.Foradiscussionoftheunpredictabilityassociatedwithnonlinearsystems,seeWerndl ð2009Þandreferencestherein.Fordiscussionsofchaosmoregenerally,see,e.g.,Smith ð1992,1998,2007Þ,Battermanð1993Þ,andKellertð1993Þ. 2.Inothertellingsofthetale,wehavereferredtothistriadastheDemon,hisAppren- tice,andtheNovice;theimpactofchaosontheDemonisdiscussedinSmithð1992Þ, andhisApprenticewasintroducedinSmithð2007Þ.Ofcourse,iftheuniverseisinfact stochastic, then the Demon will make perfect probability forecasts and appears rather similartoI.J.Good’sInfiniteRationalOrg.Inadeterministicuniverse,itistheðseniorÞ Apprenticewhosharesthesimilarityofperfectprobabilisticforecasts. This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions LAPLACE’SDEMONANDHISAPPRENTICES 33 nature and the forces acting between them and to observe these compo- nents’initialconditions.Onthebasisofthisinformation,theDemonknows the deterministic equations of motion of the world and uses his unlimited computational powertosolve them.Thesolutionsofthe equationsofmo- tion together with the initial conditions tell him everything he wants to knowsothat“nothingwouldbeuncertainandthefuture,asthepast,would bepresentto½his(cid:2)eyes”ð4Þ.Thisoperationallyomniscientcreatureisnow known as Laplace’s Demon. Let us introduce some formal apparatus in order to givea precise state- mentoftheDemon’scapabilities.Inordertopredictthefuture,theDemon possessesamathematicalmodeloftheworld.ItispartofLaplace’soriginal scenariothatthemodelisamodeloftheentireworld.However,nothingin what follows depends on the model being global in this sense, and so we consider a scenario in which the Demon predicts the behavior of a partic- ular part or aspect of the world. In line with much of the literature on modeling, we refer to this part or aspect of the world as the target system. Mathematically modeling a target system amounts to introducing a dy- namicalsystem,ðX;f;mÞ,whichrepresentsthattargetsystem.Asindicated t by the notation, a dynamical system consists of three elements. The first element,thesetX,isthesystem’sstatespace,whichrepresentstatesofthe target system. The second element, f, is a family offunctions mapping X t onto itself, which is known as the time evolution: if the system is in state x ∈X attimet50,thenitisiny5fðx Þatsomelatertimet.Thestatex 0 t 0 0 iscalledthesystem’sinitialcondition.Inwhatfollowsweassumethatf is t deterministic.3Forthisreason,calculatingy5fðx Þforsomefuturetimet t 0 andagiveninitialconditionismakingapointprediction.Inthedynamical systemsweareconcernedwithinthisarticle,thetimeevolutionofasystem is generated by the repeated application of a map U at discrete time steps: f 5Ut, for t50;1;2;:::,4 where Ut is the result of applying U t times. t Thethirdelement,m,isthesystem’smeasure,allowingustosaythatpartsof X have certain sizes. With this in place,we candescribe Laplace’s Demonasa creaturewith the following capabilities: 1. ComputationalOmniscience:heisabletocalculatey5fðxÞforallt t and for any x arbitrarily fast. 2. Dynamical Omniscience: he is able to formulate the true time evo- lution f of the target system. t 3.Infact,itsufficesforf tobeforwarddeterministic;seeEarmanð1986,chap.2Þ. t 4.Thisisacommonassumption.Foranintroductiontodynamicalsystems,seeArnold andAvezð1968Þ. This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions 34 ROMANFRIGGETAL. 3. Observational Omniscience: he is able to determine the true initial condition x of the target system. 0 If these conditions were met, the Demon could compute the future with certainty. Laplace is quick to point out that the human mind “will always remain infinitely removed” from the Demon’s intelligence, of which it offersonlya“feebleidea”ð1814,4Þ.Thequestiontheniswhattheseshort- comingsareandhowtheyaffectourpredictiveabilities.Itisacuriousfact that while the failure of computational and observational omniscience has been discussed extensively, relatively little has been said about how not being dynamically omniscient affects our predictive abilities.5 The aim of this article is to fill this gap. To aidourexplorations,we providetheDemonwithtwoapprentices— theSeniorApprenticeandtheFreshmanApprentice.Likethemaster,both apprenticesarecomputationallyomniscient.TheDemonhassharedthegift of dynamical omniscience with the Senior Apprentice: they both have the perfectmodel.ButtheDemonhasnotgrantedtheSeniorobservationalom- niscience:shehasonlynoisyobservationsandcanspecifythesystem’sini- tial condition only within a certain margin of error. The Freshman has not yetbeengrantedeitherobservationalordynamicalomniscience:hehasnei- theraperfectmodelnorpreciseobservations. Both apprentices are aware of their limitations and come up with cop- ing strategies. They have read Poincaré and Lorenz, and they know that a chaoticsystem’stimeevolutionexhibitsSDIC:evenarbitrarilycloseinitial conditionswillfollowverydifferenttrajectories.Thiseffect,alsoknownas the butterfly effect, makes it misinformative to calculate y5fðz Þ for an t 0 approximateinitialconditionz becauseevenif z isarbitrarilyclosetothe 0 0 trueinitialconditionx ,fðz Þandfðx Þwilleventuallydiffersignificantly. 0 t 0 t 0 Toaccountfortheirlimitedknowledgeaboutinitialconditions,eachap- prenticecomesupwithaprobabilitydistributionoverrelevantinitialstates, which accounts for their observational uncertainty about the system’s ini- tial condition. Call such a distribution p ðxÞ; the subscript indicates that 0 the distribution describes uncertainty in x at t50.6 The relevant question thenishowinitialprobabilitieschangeover thecourseoftime. Toanswer thisquestion,theyusef toevolvep ðxÞforwardintimeði.e.,tocalculate t 0 pðxÞÞ.Weusesquarebracketstoindicatethatf½p ðxÞ(cid:2)istheforwardtime t t 0 image of p ðxÞ. The time evolution of the distribution is given by the 0 Frobenius-Perronoperator ðBerger2001, 126–27Þ. If thetime evolution is one-to-one, this operator reduces to pðxÞ5p ðf ðxÞÞ. t 0 2t 5.See,however,Smithð2002ÞandMcWilliamsð2007Þ. 6.Ourargumentdoesnottradeonthespecificformof p0ðxÞ;weassumep0ðxÞisideal giventheinformationavailable. This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions LAPLACE’SDEMONANDHISAPPRENTICES 35 The idea is simple and striking: if p ðxÞ provides them with the proba- 0 bility of finding the system’s state at a particular place in X at t50, then pðxÞ is the probability of finding the system’s state at a particular place at t any later time t. And the apprentices do not only make the ðtrivialÞ state- mentthat pðxÞ isa probabilitydistribution in a purely formalsense ofbe- t inganobjectthatsatisfiesthemathematicalaxiomsofprobability;theyare committed to the ðnontrivialÞ claim that the probabilities are decision rel- evant. In other words, the apprentices take pðxÞ to provide us with pre- t dictions about the future of sufficient quality that we ought to place bets, set insurance premiums, or make public policy decisions according to the probabilities given to us by pðxÞ. t This solves the Senior Apprentice’s problem, but the Freshman has a furtherobstacletoovercome:thefactthathismodelhasastructuralmodel error ðSMEÞ. We face a SME when the model’s functional form is rele- vantly different from that of the true system. In technical terms, by SME we mean the condition when the dynamical equations of the model differ from the true equations describing the system under study: in some cases we can write fM 5fT 1d, where fM is the dynamics of the model, fT is t t t t t thetrue dynamicsofthe system,and d is thedifferencebetween thetwo.7 t The Freshman’s solution to this problem is to adopt what he calls the closeness-to-goodnesslink.Theleadingideabehindthislinkisthemaxim that a model that is close enough to the truth will produce predictions that arecloseenoughtowhatactuallyhappenstobegoodenoughforacertain predictive task. Given that we consider time evolutions that are generated by the iterative application of a map, this idea can be made precise as follows. Let U be the Demon’s map ðwhere the subscript T stands for T ‘True’, as the Demon has the true modelÞ, and let U be the Freshman’s F approximatetimeevolution.ThenD :5U 2U isthedifferencebetween U T F the two maps, assuming they share the same state space. Furthermore, let pTðxÞ be probabilities obtained under the true time evolution ðwhere t fT 5UtÞ,andpFðxÞtheprobabilitiesthatresultfromtheapproximatetime t T t evolutionðwherefF 5UtÞ;D ðx;tÞisthedifferencebetweenthetwo.The t F p closeness-to-goodnesslinksaysthatifD issmall,thenD ðx;tÞissmalltoo U p for all times t, presupposing an appropriate notion of being small. The notionofbeingsmallcanbeexplainedindifferentwayswithoutalteringthe 7.Notethatthisequationassumesthatthemodelandthesystemsharethesamestate space,thatis,thattheyaresubtractableðseeSmith2006Þ.Theyneednotbe.Alsonote thatSMEcontrastswithparameteruncertainty,wherethemodelsharesthetruesystem’s mathematical structure, yet the true values of certain parameters are uncertain in the model.Parametersmaybeuncertainwhenthemathematicalstructureisperfect,butthey are indeterminate given SME: no set of parameter values will suffice to perfect the model. This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions 36 ROMANFRIGGETAL. conclusion. Below we quantify D in terms of the maximal one-step error U and D ðx;tÞ in terms of the relative entropy of the two distributions. p 3. TheApprentices’Adventures. TheDemonschedulesatutorial.TheSe- nior Apprentice claims that while her inability to identify the true initial conditionpreventsherfrommakingvalidpointpredictions,herprobability forecastsaregoodinthesensethat,conditionedontheinformationtheDe- mon allows her ðspecifically her initial probability distribution p ðxÞÞ, she 0 isable toproducea decision-relevantdistributionpðxÞ for all later times t. t The Freshman does not want to play second fiddle and ventures the bold claim that dynamical omniscience is as unnecessary as observational om- niscienceandthathecanachievethedecisionrelevanceusinganimperfect model and the closeness-to-goodness link. The all-knowing Demon requires them to put their skills to test in a concrete situation in ecology: the evolution over time of a population of rapidlyreproducingfishinapond.Tothisend,theyagreetointroducethe population density ratio r: the number of fish per cubic meter at time t t dividedbythemaximumnumberoffishthepondcouldaccommodateper cubicmeter.Hencer liesintheunitinterval½0;1(cid:2).Thentheygoawayand t study the situation. Afterawhiletheyreconveneandcomparenotes.TheFreshmansuggests thatthedynamicsofthesystemcanbemodeledsuccessfullywiththewell- known logistic map: r 54rð12rÞ; ð1Þ t11 t t wherethe differencebetween timest andt11 isa generationðwhich,for easeofpresentation,weassumetobe1weekÞ.Recallfromsection2thata dynamical system is a three-partite entity consisting of a state space X, a time evolution operator f ðwhere f 5Ut if the time evolution is gener- t t ated by the repeated application of a map U at discrete time stepsÞ, and a measure m. The Freshman’s model is a dynamical system that consists of thestatespaceX 5½0;1(cid:2);histimeevolutionfF isgeneratedbyiteratively t applying4rð12rÞ, whichis U ; mis the standard Lebesguemeasure on t t F ½0;1(cid:2). TheDemonandtheSeniorApprenticeknowthetruedynamicallawfor r: t 16(cid:4) (cid:1) (cid:3)(cid:5) ~r 5ð12εÞ4~rð12~rÞ1ε ~r 122~r21~r3 ; ð2Þ t11 t t 5 t t t where ε is a small parameter. The tilde notation is introduced and justified in Smith ð2002Þ. The right-hand side of equation ð2Þ, which we call the quartic map, isU ; applying U iteratively yields fT. T T t This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions LAPLACE’SDEMONANDHISAPPRENTICES 37 ItisimmediatelyclearthattheFreshman’smodellacksasmallstructural perturbation:asε→0theDemon’smapconvergestowardtheFreshman’s. Figure1showsbothU andU forε50:1,illustratinghowsmallthedif- T F ference between the two is. We now associate the D with fF’s one-step error: the maximum dif- U t ference between fF and fTðxÞ for x ranging over the entire X. The maxi- t t mum one-step error of the model is 5(cid:3)1023 at x50:85344, where r t11 50:50031and~r 50:49531,andhenceitisreasonabletosaythatD is t11 U small.Applyingthecloseness-to-goodnesslink,theFreshmannowexpects D ðx;tÞ to be small too. That is, starting with the same initial probability p distribution p ðxÞ, he would expect pTðxÞ and pFðxÞ to be least broadly 0 t t similar. We will now see that the Freshman is mistaken. SinceitisimpossibletocalculatepTðxÞandpFðxÞwithpencilandpaper, t t weresorttocomputersimulation.Tothisend,wepartitionX into32cells, which,inthiscontext,arereferredtoasbins.Thesebinsarenowtheatoms of our space for evaluating predictions: in what follows we calculate the Figure1. Equationð1Þindottedlineandequationð2Þinshadedline,withr and~r t t ontheX-axisandr and~r ontheY-axis.Colorversionavailableasanonline t11 t11 enhancement. This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions 38 ROMANFRIGGETAL. probabilitiesofthesystem’sstatexbeinginacertainbin.Thisisofcourse notthesameascalculatingacontinuousprobabilitydistribution,butsince nothing in what follows hangs on the difference between a continuous distributionandoneoverbins,andforthesakeofnotationalease,werefrain from introducing a new variable and take ‘pTðxÞ’ and ‘pFðxÞ’ to refer to t t the probabilities of bins. Similarly, a computer cannot handle analytical functions ðor real numbersÞ, and so we represent p ðxÞ by an ensemble of 0 1,024 points. We first draw a random initial condition ðaccording to the invariant measure of the logistic mapÞ. By assumption this is the true ini- tial condition of the system at t50, and it is designated by the cross in figure 2a. Wethenchooseanensembleof1,024pointsconsistentwiththe true initial condition. These 1,024 points form our ensemble, shown as a distributioninfigure2a.DividingthenumbersontheY-axisby1,024yields anestimateoftheprobabilityforthesystem’sstatetobeinaparticularbin. Figure 2. Evolution of the initial probability distribution under the Freshman’s approximate dynamics ðblackÞ and the Senior’s true dynamics ðgrayÞ. The gray crossmarkstheDemon’sevolutionofthetrueinitialcondition;theblackcrossis theFreshman’sevolutionofthetrueinitialcondition.Y-axisindisrescaledtomake thedetailsmorevisible.Colorversionavailableasanonlineenhancement. This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions LAPLACE’SDEMONANDHISAPPRENTICES 39 We now evolve all these points forward both under the Senior’s dy- namicsðgraylinesÞandtheFreshman’sdynamicsðblacklinesÞ.Figures2b– 2d show how many points there are in each bin at t52, t54, and t58. While the two distributions overlap relatively well after 2 and 4 weeks, they are almost completely disjoint after 8 weeks. Hence, for this x these 0 calculations show the failure of the closeness-to-goodness link: D being U small does not imply that D ðx;tÞ is also small for all t. In fact, for t58, p D ðx;tÞ isas large ascan bebecausethereis nooverlapat all between the p two distributions.8 Two important points emerge from this example. The first point is that eventhoughchaosundercutspointpredictions,onecanstillmakeinforma- tive probabilistic predictions. The position of the gray cross is appropri- atelyreflectedbythegraydistributionatalltimes:thegrayprobabilitydis- tributionremainsmaximallyinformativeaboutthesystem’sstategiventhe informationavailable. Thesecondandmoreunsettlingpointisthattheabilitytoreliablymake decision-relevant probabilistic forecasts is lost if nonlinearity is combined withSME.EventhoughtheFreshman’sdynamicsareveryclosetotheDe- mon’s, hisprobabilitiesareoff track:he regardseventsthat donothappen asverylikely,whileheregardswhatactuallyhappensasveryunlikely.So his predictions here are worse than useless: they are fundamentally mis- leading.Hence,simplymovinganinitialdistributionforwardintimeunder thedynamicsofamodelðevenagoodoneÞneednotyielddecision-relevant evidence.Even models that yielddeep physical insightcanproduce disas- trousprobabilityforecasts.ThefactthatasmallSMEcandestroytheutility of a model’s predictions is called the hawkmoth effect.9 The effect illus- tratesthatthecloseness-to-goodnesslinkfails. This example shows that what truly limits our predictive ability is not SDIC but SME. In other words, it is the hawkmoth effect rather than the butterfly effect that decimates our capability to make decision-relevant forecasts. We can mitigate against the butterfly effect by replacing point forecasts with probabilistic forecasts, but we have no comparable move withforceagainstthehawkmotheffect.Andthesituationdoesnotchange in the long run. It is true that distributions will spread with time and as t→`. As the distribution approaches the system’s natural measure it be- comes uninformative. But becoming uninformative and being misleading are very different vices. 8.Thisnotionismadepreciseintermsofrelativeentropybelow. 9.Thompson ð2013Þintroduced this term in analogy to the butterfly effect.The term alsoemphasizesthatSMEyieldsaworseepistemicpositionthanSDIC:hawkmothsare bettercamouflagedandlessphotogenicthanbutterflies. This content downloaded from 158.143.86.162 on Wed, 5 Feb 2014 06:14:03 AM All use subject to JSTOR Terms and Conditions

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which is UF ; m is the standard Lebesgue measure on. 0, 1. [ ]. The Demon and the Senior Apprentice know the true dynamical law for rt: .. nonlinear models are structurally stable and asking the skeptic to make his case, the default assumption ought to be that models are not structurally stable and
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