"Life is an endless series of experiments."
---Mohandas K Gandhi (link)
While this sounds nice, of course it is fundamentally wrong. As one of my early mentors, Bart Sefton, often told me:
"Every good experiment comes with a control."
And the quote I was searching for, which I have always attributed to Milan Kundera, goes like this:
"That's the trouble with life, you never do the control."
I thought it was in The Unbearable Lightness of Being (link), but I can't find it.