John Stuart Mill believed that we learn about the world through observation. Mill thought that we do science through observation. "The reasoning that takes place in our scientific engagement with the world, Mill holds, is simply the application of a particularly refined version of such enumerative induction." 
Macleod, Christopher. “John Stuart Mill.” Stanford Encyclopedia of Philosophy, Stanford University, 25 Aug. 2016, plato.stanford.edu/entries/mill/#SharReasPhilScie.