John Stuart Mill on Philosophy of science

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[T]he only thing that I believe that I am really fit for is the investigation of abstract truth, and the more abstract the better. If there is any science that I am capable of promoting, I think it is the science of science itself, the science of investigation, of method.
It is such a case as this which gives color to the doctrine that the mind, in framing the descriptions, adds something of its own which it does not find in the facts. Yet it is a fact, surely, that the planet does describe an ellipse... knowing what an ellipse was, Kepler tried whether the observed places of the planet were consistent with such a path. He found they were so... But this fact, which Kepler did not add to, but found in the motions of the planet, namely, that it occupied in succession the various points in the circumference of a given ellipse, was the very fact, the separate parts of which had been separately observed; it was the sum of the different observations. It superadded nothing to the particular facts which it served to bind together: except... the knowledge that a resemblance existed between the planetary orbit and other ellipses...
I cannot perceive that the part which conceptions have in the operation of studying facts, has ever been overlooked or undervalued as Mr. Whewell supposes it has. No one ever disputed that in order to reason about anything we must have a conception of it; or that when we include a multitude of things under a general expression, there is implied in the expression a conception of something common to those things. But it by no means follows that the conception is necessarily pre-existent, or constructed by the mind out of its own materials. If the facts are rightly classed under the conception, it is because there is in the facts themselves something of which the conception is itself a copy; and which if we cannot directly perceive, it is because of the limited power of our organs, and not because the thing itself is not there. The conception itself is often obtained by abstraction from the very facts which, in Mr. Whewell's language, it is afterwards called in to connect. This Mr. Whewell himself admits, when he observes... how great a service would be rendered to the science of physiology by the philosopher "who should establish a precise, tenable, and consistent conception of life." Such a conception can only be abstracted from the phenomena of life itself; from the very facts which it is put in requisition to connect. In other cases... instead of collecting the conception from the very phenomena which we are attempting to colligate, we select it from among those which have been previously collected by abstraction from other facts. In the instance of Kepler's laws the latter was the case.