A Plea for History and Philosophy of Statistics and Machine Learning

Abstract

The integration of the history and philosophy of statistics was initiated at least by Hacking (1975) and advanced by Hacking (1990), Mayo (1996), and Zabell (2005), but it has not received sustained follow-up. Yet such integration is more urgent than ever, as the recent success of artificial intelligence has been driven largely by machine learning -- a field historically developed alongside statistics. Today, the boundary between statistics and machine learning is increasingly blurred. What we now need is integration, twice over: of history and philosophy, and of two fields they engage -- statistics and machine learning. I present a case study of a philosophical idea in machine learning (and in formal epistemology) whose root can be traced back to an often under-appreciated insight in Neyman and Pearson's 1936 work (a follow-up to their 1933 classic). This leads to the articulation of an epistemological principle -- largely implicit in, but shared by, the practices of frequentist statistics and machine learning -- which I call achievabilism: the thesis that the correct standard for assessing non-deductive inference methods should not be fixed, but should instead be sensitive to what is achievable in specific problem contexts. Another integration also emerges at the level of methodology, combining two ends of the philosophy of science spectrum: history and philosophy of science on the one hand, and formal epistemology on the other hand.