Monthly Archive for November, 2009

The Climate Modeling Leak: Code and Data Generating Published Results Must be Open and Facilitate Reproducibility

On November 20 documents including email and code spanning more than a decade were leaked from the Computing Climatic Research Unit (CRU) at East Anglia University in the UK.

The Leak Reveals a Failure of Reproducibility of Computational Results

It appears as though the leak came about through a long battle to get the CRU scientists to reveal the code and data associated with published results, and highlights a crack in the scientific method as practiced in computational science. Publishing standards have not yet adapted to the relatively new computational methods used pervasively across scientific research today.

Other branches of science have long-established methods to bring reproducibility into their practice. Deductive or mathematical results are published only with proofs, and there are long established standards for an acceptable proof. Empirical science contains clear mechanisms for communication of methods with the goal of facilitation of replication. Computational methods are a relatively new addition to a scientist’s toolkit, and the scientific community is only just establishing similar standards for verification and reproducibility in this new context. Peer review and journal publishing have generally not yet adapted to the use of computational methods and still operate as suitable for the deductive or empirical branches, creating a growing credibility gap in computational science.

The key point emerging from the leak of the CRU docs is that without the code and data it is all but impossible to tell whether the research is right or wrong, and this community’s lack of awareness of reproducibility and blustery demeanor does not inspire confidence in their production of reliable knowledge. This leak and the ensuing embarrassment would not have happened if code and data that permit reproducibility had been released alongside the published results. When mature, computational science will produce routinely verifiable results.

Verifying Computational Results without Clear Communication of the Steps Taken is Near-Impossible

The frequent near-impossibility of verification of computational results when reproducibility is not considered a research goal is shown by the miserable travails of “Harry,” a CRU employee with access to their system who was trying to reproduce the temperature results. The leaked documents contain logs of his unsuccessful attempts. It seems reasonable to conclude that CRU’s published results aren’t reproducible if Harry, an insider, was unable to do so after four years.

This example also illustrates why a decision to leave reproducibility to others, beyond a cursory description of methods in the published text, is wholly inadequate for computational science. Harry seems to have had access to the data and code used and he couldn’t replicate the results. The merging and preprocessing of data in preparation for modeling and estimation encompasses a potentially very large number of steps, and a change in any one could produce different results. Just as when fitting models or running simulations, parameter settings and function invocation sequences must be communicated, again because the final results are a culmination of many decisions and without this information each small step must match the original work – a Herculean task. Responding with raw data when questioned about computational results is merely a canard, not intended to seriously facilitate reproducibility.

The story of Penn State professor of meteorology Michael Mann‘s famous hockey stick temperature time series estimates is an example where lack of verifiability had important consequences. In February 2005 two panels examined the integrity of his work and debunked the results, largely from work done by Peter Bloomfield, a statistics professor at North Carolina State University, and Ed Wegman, statistics professor at George Mason University. (See also this site for further explanation of statistical errors.) Release of the code and data used to generate the results in the hockey stick paper likely would have caught the errors earlier, avoided the convening of the panels to assess the papers, and prevented the widespread promulgation of incorrect science. The hockey stick is a dramatic illustration of global warming and became something of a logo for the U.N.’s Intergovernmental Panel of Climate Change (IPCC). Mann was an author of the 2001 IPCC Assessment report, and was a lead author on the “Copenhagen Diagnosis,” a report released Nov 24 and intended to synthesize the hundreds of research papers about human-induced climate change that have been published since the last assessment by the IPCC two years ago. The report was prepared in advance of the Copenhagen climate summit scheduled for Dec 7-18. Emails between CRU researchers and Mann are included in the leak, which happened right before the release of the Copenhagen Diagnosis (a quick search of the leaked emails for “Mann” provided 489 matches).

These reports are important in part because of their impact on policy, as CBS news reports, “In global warming circles, the CRU wields outsize influence: it claims the world’s largest temperature data set, and its work and mathematical models were incorporated into the United Nations Intergovernmental Panel on Climate Change’s 2007 report. That report, in turn, is what the Environmental Protection Agency acknowledged it “relies on most heavily” when concluding that carbon dioxide emissions endanger public health and should be regulated.”

Discussions of Appropriate Level of Code and Data Disclosure on RealClimate.org, Before and After the CRU Leak

For years researchers had requested the data and programs used to produce Mann’s Hockey Stick result, and were resisted. The repeated requests for code and data culminated in Freedom of Information (FOI) requests, in particular those made by Willis Eschenbach, who tells his story of requests he made for underlying code and data up until the time of the leak. It appears that a file, FOI2009.zip, was placed on CRU’s FTP server and then comments alerting people to its existence were posted on several key blogs.

The thinking regarding disclosure of code and data in one part of the climate change community is illustrated in this fascinating discussion on the blog RealClimate.org in February. (Thank you to Michael Nielsen for the pointer.) RealClimate.org has 5 primary authors, one of whom is Michael Mann, and its primary author is Gavin Schmidt who was described earlier this year as a “computer jockeys for Nasa’s James Hansen, the world’s loudest climate alarmist.” In this RealClimate blog post from November 27, Where’s the Data, the position seems to be now very much all in favor of data release, but the first comment asks for the steps taken in reconstructing the results as well. This is right – reproducibility of results should be the concern but does not yet appear to be taken seriously (as also argued here).

Policy and Public Relations

The Hill‘s Blog Briefing Room reported that Senator Inhofe (R-Okla.) will investigate whether the IPCC “cooked the science to make this thing look as if the science was settled, when all the time of course we knew it was not.” With the current emphasis on evidence-based policy making, Inhofe’s review should recommend code and data release and require reliance on verified scientific results in policy making. The Federal Research Public Access Act should be modified to include reproducibility in publicly funded research.

A dangerous ramification from the leak could be an undermining of public confidence in science and the conduct of scientists. My sense is that had this climate modeling community made its code and data readily available in a way that facilitated reproducibility of results, not only would they have avoided this embarrassment but the discourse would have been about scientific methods and results rather than potential evasions of FOIA requests, whether or not data were fudged, or scientists acted improperly in squelching dissent or manipulating journal editorial boards. Perhaps data release is becoming an accepted norm, but code release for reproducibility must follow. The issue here is verification and reproducibility, without which it is all but impossible to tell whether the core science done at CRU was correct or not, even for peer reviewing scientists.

Software and Intellectual Lock-in in Science

In a recent discussion with a friend, a hypothesis occurred to me: that increased levels of computation in scientific research could cause greater intellectual lock-in to particular ideas.

Examining how ideas change in scientific thinking isn’t new. Thomas Kuhn for example caused a revolution himself in how scientific progress is understood with his 1962 book The Structure of Scientific Revolutions. The notion of technological lock-in isn’t new either, see for example Paul David’s examination of how we ended up with the non-optimal QWERTY keyboard (“Clio and the Economics of QWERTY,” AER, 75(2), 1985) or Brian Arthur’s “Competing Technologies and Lock-in by Historical Events: The Dynamics of Allocation Under Increasing Returns” (Economic Journal, 99, 1989).

Computer-based methods are relatively new to scientific research, and are reaching even the most seemingly uncomputational edges of the humanities, like English literature and archaeology. Did Shakespeare really write all the plays attributed to him? Let’s see if word distributions by play are significantly different; or can we use signal processing to “see” artifacts without unearthing them, and thereby preserving artifact features?

Software has the property of encapsulating ideas and methods for scientific problem solving. Software also has a second property: brittleness, it breaks before it bends. Computing hardware has grown steadily in capability, speed, reliability, and capacity, but as Jaron Lanier describes in his essay on The Edge, trends in software are “a macabre parody of Moore’s Law” and the “moment programs grow beyond smallness, their brittleness becomes the most prominent feature, and software engineering becomes Sisyphean.” My concern is that as ideas become increasingly manifest as code, with all the scientific advancement that can imply, it becomes more difficult to adapt, modify, and change the underlying scientific approaches. We become, as scientists, more locked into particular methods for solving scientific questions and particular ways of thinking.

For example, what happens when an approach to solving a problem is encoded in software and becomes a standard tool? Many such tools exist, and are vital to research – just look at the list at Andrej Sali’s highly regarded lab at UCSF, or the statistical packages in the widely used language R, for example. David Donoho laments the now widespread use of test cases he released online to illustrate his methods for particular types of data, “I have seen numerous papers and conference presentations referring to “Blocks,” “Bumps,” “HeaviSine,” and “Doppler” as standards of a sort (this is a practice I object to but am powerless to stop; I wish people would develop new test cases which are more appropriate to illustrate the methodology they are developing).” Code and ideas should be reused and built upon, but at what point does the cost of recoding outweigh the scientific cost of not improving the method? In fact, perhaps counterintuitively, it’s hardware that is routinely upgraded and replaced, not the seemingly ephemeral software.

In his essay Lanier argues that the brittle state of software today results from metaphors used by the first computer scientists – electronic communications devices that sent signals on a wire. It’s an example of intellectual lock-in itself that’s become hardened in how we encode ideas as machine instructions now.