Only if you’re using a consistent estimator. (Yes, that’s a frequentist concept, but the same sorts of problems show up in a Bayesian context once you try to learn nonparametric models...)
A little learning is a dangerous thing;
drink deep, or taste not the Pierian spring:
there shallow draughts intoxicate the brain,
and drinking largely sobers us again.
-Charles Babbage
Only if you’re using a consistent estimator. (Yes, that’s a frequentist concept, but the same sorts of problems show up in a Bayesian context once you try to learn nonparametric models...)
On the other hand:
A little learning is a dangerous thing; drink deep, or taste not the Pierian spring: there shallow draughts intoxicate the brain, and drinking largely sobers us again.
Alexander Pope
I’d heard that quote before, but this was the first time I recognized the referent for Mount Stupid.
A more general but less witty form of
–Fred Mosteller
You are a little late to that party.
How’s about this?
— Andrew Gelman