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Comment by
Brian Bien (brian-bien) on
Goodhart Taxonomy ·
2023-01-21T13:45:54.518Z ·
LW ·
GW
> The fact that you choose an algorithm does not effect its performance, and you don't have to worry about Causal Goodhart.
But now, I think you have to worry about a "Regressional Goodhart"
Maybe this would be pedantic to point out, but your choice of the best-performing model on test data is likely to have done that well by chance, as the number of models evaluated increases (hence validation and test splits).