What are your cruxes for imprecise probabilities / decision rules?

post by Anthony DiGiovanni (antimonyanthony) · 2024-07-31T15:42:27.057Z · LW · GW · 13 comments

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    6 Kaarel
    6 RHollerith
    4 JBlack
    2 Dagon
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13 comments

An alternative to always having a precise distribution over outcomes is imprecise probabilities: You represent your beliefs with a set of distributions you find plausible.

And if you have imprecise probabilities, expected value maximization isn't well-defined. One natural generalization of EV maximization to the imprecise case is maximality:[1] You prefer A to B iff EV_p(A) > EV_p(B) with respect to every distribution p in your set. (You're permitted to choose any option that you don't disprefer to something else.)

If you don’t endorse either (1) imprecise probabilities or (2) maximality given imprecise probabilities, I’m interested to hear why.

  1. ^

    I think originally due to Sen (1970); just linking Mogensen (2020) instead because it's non-paywalled and easier to find discussion of Maximality there.

Answers

answer by Kaarel · 2024-08-02T11:40:29.854Z · LW(p) · GW(p)

Here are some brief reasons why I dislike things like imprecise probabilities and maximality rules (somewhat strongly stated, medium-strongly held because I've thought a significant amount about this kind of thing, but unfortunately quite sloppily justified in this comment; also, sorry if some things below approach being insufficiently on-topic):

  • I like the canonical arguments for bayesian expected utility maximization ( https://www.alignmentforum.org/posts/sZuw6SGfmZHvcAAEP/complete-class-consequentialist-foundations [AF · GW] ; also https://web.stanford.edu/~hammond/conseqFounds.pdf seems cool (though I haven't read it properly)). I've never seen anything remotely close for any of this other stuff — in particular, no arguments that pin down any other kind of rule compellingly. (I associate with this the vibe here [AF · GW] (in particular, the paragraph starting with "To the extent that the outer optimizer" and the paragraph after it), though I guess maybe that's not a super helpful thing to say.)
  • The arguments I've come across for these other rules look like pointing at some intuitive desiderata and saying these other rules sorta meet these desiderata whereas canonical bayesian expected utility maximization doesn't, but I usually don't really buy the desiderata and/or find that bayesian expected utility maximization also sorta has those desired properties, e.g. if one takes the cost of thinking into account in the calculation, or thinks of oneself as choosing a policy.
  • When specifying alternative rules, people often talk about things like default actions, permissibility, and preferential gaps, and these concepts seem bad to me. More precisely, they seem unnatural/unprincipled/confused/[I have a hard time imagining what they could concretely cache out to that would make the rule seem non-silly/useful]. For some rules, I think that while they might be psychologically different than 'thinking like an expected utility maximizer', they give behavior from the same distribution — e.g., I'm pretty sure the rule suggested here [LW · GW] (the paragraph starting with "More generally") and here [? · GW] (and probably elsewhere) is equivalent to "act consistently with being an expected utility maximizer", which seems quite unhelpful if we're concerned with getting a differently-behaving agent. (In fact, it seems likely to me that a rule which gives behavior consistent with expected utility maximization basically had to be provided in this setup given https://web.stanford.edu/~hammond/conseqFounds.pdf or some other canonical such argument, maybe with some adaptations, but I haven't thought this through super carefully.) (A bunch of other people (Charlie Steiner, Lucius Bushnaq, probably others) make this point in the comments on https://www.lesswrong.com/posts/yCuzmCsE86BTu9PfA/there-are-no-coherence-theorems [LW · GW]; I'm aware there are counterarguments there by Elliott Thornley and others; I recall not finding them compelling on an earlier pass through these comments; anyway, I won't do this discussion justice in this comment.)
  • I think that if you try to get any meaningful mileage out of the maximality rule (in the sense that you want to "get away with knowing meaningfully less about the probability distribution"), basically everything becomes permissible, which seems highly undesirable. This is analogous to: as soon as you try to get any meaningful mileage out of a maximin (infrabayesian) decision rule, every action looks really bad — your decision comes down to picking the least catastrophic option out of options that all look completely catastrophic to you — which seems undesirable. It is also analogous to trying to find an action that does something or that has a low probability of causing harm 'regardless of what the world is like' being imo completely impossible (leading to complete paralysis) as soon as one tries to get any mileage out of 'regardless of what the world is like' (I think this kind of thing is sometimes e.g. used in davidad's and Bengio's plans https://www.lesswrong.com/posts/pKSmEkSQJsCSTK6nH/an-open-agency-architecture-for-safe-transformative-ai?commentId=ZuWsoXApJqD4PwfXr [LW(p) · GW(p)] , https://www.youtube.com/watch?v=31eO_KfkjRQ&t=1946s ). In summary, my inside view says this kind of knightian thing is a complete non-starter. But outside-view, I'd guess that at least some people that like infrabayesianism have some response to this which would make me view it at least slightly more favorably. (Well, I've only stated the claim and not really provided the argument I have in mind, but that would take a few paragraphs I guess, and I won't provide it in this comment.)
  • To add: it seems basically confused to talk about the probability distribution on probabilities or probability distributions, as opposed to some joint distribution on two variables or a probability distribution on probability distributions or something. It seems similarly 'philosophically problematic' to talk about the set of probability distributions, to decide in a way that depends a lot on how uncertainty gets 'partitioned' into the set vs the distributions. (I wrote about this kind of thing a bit more here: https://forum.effectivealtruism.org/posts/Z7r83zrSXcis6ymKo/dissolving-ai-risk-parameter-uncertainty-in-ai-future#vJg6BPpsG93iyd7zo [EA(p) · GW(p)] .)
  • I think it's plausible there's some (as-of-yet-undeveloped) good version of probabilistic thinking+decision-making for less-than-ideal agents that departs from canonical bayesian expected utility maximization; I like approaches to finding such a thing that take aspects of existing messy real-life (probabilistic) thinking seriously but also aim to define a precise formal setup in which some optimality result could be proved. I have some very preliminary thoughts on this and a feeling that it won't look at all like the stuff I've discussed disliking above. Logical induction ( https://arxiv.org/abs/1609.03543 ) seems cool; a heuristic estimator ( https://arxiv.org/pdf/2211.06738 ) would be cool. That said, I also assign significant probability to nothing very nice being possible here (this vaguely relates to the claim: "while there's a single ideal rationality, there are many meaningfully distinct bounded rationalities" (I'm forgetting whom I should attribute this to)).
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-04T13:16:51.067Z · LW(p) · GW(p)

Thanks for the detailed answer! I won't have time to respond to everything here, but:

I like the canonical arguments for bayesian expected utility maximization ( https://www.alignmentforum.org/posts/sZuw6SGfmZHvcAAEP/complete-class-consequentialist-foundations [LW · GW] ; also https://web.stanford.edu/~hammond/conseqFounds.pdf seems cool (though I haven't read it properly)). I've never seen anything remotely close for any of this other stuff

But the CCT only says that if you satisfy [blah], your policy is consistent with precise EV maximization. This doesn't imply your policy is inconsistent with Maximality, nor (as far as I know) does it tell you what distribution with respect to which you should maximize precise EV in order to satisfy [blah] (or even that such a distribution is unique). So I don’t see a positive case here for precise EV maximization [ETA: as a procedure to guide your decisions, that is]. (This is my also response to your remark below about “equivalent to "act consistently with being an expected utility maximizer".”)

e.g. if one takes the cost of thinking into account in the calculation, or thinks of oneself as choosing a policy

Could you expand on this with an example? I don’t follow.

people often talk about things like default actions, permissibility, and preferential gaps, and these concepts seem bad to me. More precisely, they seem unnatural/unprincipled/confused/[I have a hard time imagining what they could concretely cache out to that would make the rule seem non-silly/useful].

Maximality and imprecision don’t make any reference to “default actions,” so I’m confused. I also don’t understand what’s unnatural/unprincipled/confused about permissibility or preferential gaps. They seem quite principled to me: I have a strict preference for taking action A over B (/ B is impermissible) only if I’m justified in beliefs according to which I expect A to do better than B.

basically everything becomes permissible, which seems highly undesirable

This is a much longer conversation, but briefly: I think it’s ad hoc / putting the cart before the horse to shape our epistemology to fit our intuitions about what decision guidance we should have.

Replies from: kh
comment by Kaarel (kh) · 2024-08-04T20:15:58.367Z · LW(p) · GW(p)

But the CCT only says that if you satisfy [blah], your policy is consistent with precise EV maximization. This doesn't imply your policy is inconsistent with Maximality, nor (as far as I know) does it tell you what distribution with respect to which you should maximize precise EV in order to satisfy [blah] (or even that such a distribution is unique). So I don’t see a positive case here for precise EV maximization [ETA: as a procedure to guide your decisions, that is]. (This is my also response to your remark below about “equivalent to "act consistently with being an expected utility maximizer".”)

I agree that any precise EV maximization (which imo = any good policy) is consistent with some corresponding maximality rule — in particular, with the maximality rule with the very same single precise probability distribution and the same utility function (at least modulo some reasonable assumptions about what 'permissibility' means). Any good policy is also consistent with any maximality rule that includes its probability distribution as one distribution in the set (because this guarantees that the best-according-to-the-precise-EV-maximization action is always permitted), as well as with any maximality rule that makes anything permissible. But I don't see how any of this connects much to whether there is a positive case for precise EV maximization? If you buy the CCT's assumptions, then you literally do have an argument that anything other than precise EV maximization is bad, right, which does sound like a positive case for precise EV maximization (though not directly in the psychological sense)?

ETA: as a procedure to guide your decisions, that is

Ok, maybe you're saying that the CCT doesn't obviously provide an argument for it being good to restructure your thinking into literally maintaining some huge probability distribution on 'outcomes' and explicitly maintaining some function from outcomes to the reals and explicitly picking actions such that the utility conditional on these actions having been taken by you is high (or whatever)? I agree that trying to do this very literally is a bad idea, eg because you can't fit all possible worlds (or even just one world) in your head, eg because you don't know likelihoods given hypotheses as you're not logically omniscient, eg because there are difficulties with finding yourself in the world, etc — when taken super literally, the whole shebang isn't compatible with the kinds of good reasoning we actually can do and do do and want to do. I should say that I didn't really track the distinction between the psychological and behavioral question carefully in my original response, and had I recognized you to be asking only about the psychological aspect, I'd perhaps have focused on that more carefully in my original answer. Still, I do think the CCT has something to say about the psychological aspect as well — it provides some pro tanto reason to reorganize aspects of one's reasoning to go some way toward assigning coherent numbers to propositions and thinking of decisions as having some kinds of outcomes and having a schema for assigning a number to each outcome and picking actions that lead to high expectations of this number. This connection is messy, but let me try to say something about what it might look like (I'm not that happy with the paragraph I'm about to give and I feel like one could write a paper at this point instead). The CCT says that if you 'were wise' — something like 'if you were to be ultimately content with what you did when you look back at your life' — your actions would need to be a particular way (from the outside). Now, you're pretty interested in being content with your actions (maybe just instrumentally, because maybe you think that has to do with doing more good or being better). In some sense, you know you can't be fully content with them (because of the reasons above). But it makes sense to try to move toward being more content with your actions. One very reasonable way to achieve this is to incorporate some structure into your thinking that makes your behavior come closer to having these desired properties. This can just look like the usual: doing a bayesian calculation to diagnose a health problem, doing an EV calculation to decide which research project to work on, etc..

(There's a chance you take there to be another sense in which we can ask about the reasonableness of expected utility maximization that's distinct from the question that broadly has to do with characterizing behavior and also distinct from the question that has to do with which psychology one ought to choose for oneself — maybe something like what's fundamentally principled or what one ought to do here in some other sense — and you're interested in that thing. If so, I hope what I've said can be translated into claims about how the CCT would relate to that third thing.)

Anyway, If the above did not provide a decent response to what you said, then it might be worthwhile to also look at the appendix (which I ended up deprecating after understanding that you might only be interested in the psychological aspect of decision-making). In that appendix, I provide some more discussion of the CCT saying that [maximality rules which aren't behaviorally equivalent to expected utility maximization are dominated]. I also provide some discussion recentering the broader point I wanted to make with that bullet point that CCT-type stuff is a big red arrow pointing toward expected utility maximization, whereas no remotely-as-big red arrow is known for [imprecise probabilities + maximality].

e.g. if one takes the cost of thinking into account in the calculation, or thinks of oneself as choosing a policy

Could you expand on this with an example? I don’t follow.

For example, preferential gaps are sometimes justified by appeals to cases like: "you're moving to another country. you can take with you your Fabergé egg xor your wedding album. you feel like each is very cool, and in a different way, and you feel like you are struggling to compare the two. given this, it feels fine for you to flip a coin to decide which one (or to pick the one on the left, or to 'just pick one') instead of continuing to think about it. now you remember you have 10 dollars inside the egg. it still seems fine to flip a coin to decide which one to take (or to pick the one on the left, or to 'just pick one').". And then one might say one needs preferential gaps to capture this. But someone sorta trying to maximize expected utility might think about this as: "i'll pick a randomization policy for cases where i'm finding two things hard to compare. i think this has good EV if one takes deliberation costs into account, with randomization maybe being especially nice given that my utility is concave in the quantities of various things.".

Maximality and imprecision don’t make any reference to “default actions,”

I mostly mentioned defaultness because it appears in some attempts to precisely specify alternatives to bayesian expected utility maximization. One concrete relation is that one reasonable attempt at specifying what it is that you'll do when multiple actions are permissible is that you choose the one that's most 'default' (more precisely, if you have a prior on actions, you could choose the one with the highest prior). But if a notion of defaultness isn't relevant for getting from your (afaict) informal decision rule to a policy, then nvm this!

I also don’t understand what’s unnatural/unprincipled/confused about permissibility or preferential gaps. They seem quite principled to me: I have a strict preference for taking action A over B (/ B is impermissible) only if I’m justified in beliefs according to which I expect A to do better than B.

I'm not sure I understand. Am I right in understanding that permissibility is defined via a notion of strict preferences, and the rest is intended as an informal restatement of the decision rule? In that case, I still feel like I don't know what having a strict preference or permissibility means — is there some way to translate these things to actions? If the rest is intended as an independent definition of having a strict preference, then I still don't know how anything relates to action either. (I also have some other issues in that case: I anticipate disliking the distinction between justified and unjustified beliefs being made (in particular, I anticipate thinking that a good belief-haver should just be thinking and acting according to their beliefs); it's unclear to me what you mean by being justified in some beliefs (eg is this a non-probabilistic notion); are individual beliefs giving you expectations here or are all your beliefs jointly giving you expectations or is some subset of beliefs together giving you expectations; should I think of this expectation that A does better than B as coming from another internal conditional expected utility calculation). I guess maybe I'd like to understand how an action gets chosen from the permissible ones. If we do not in fact feel that all the actions are equal here (if we'd pay something to switch from one to another, say), then it starts to seem unnatural to make a distinction between two kinds of preference in the first place. (This is in contrast to: I feel like I can relate 'preferences' kinda concretely to actions in the usual vNM case, at least if I'm allowed to talk about money to resolve the ambiguity between choosing one of two things I'm indifferent between vs having a strict preference.)

Anyway, I think there's a chance I'd be fine with sometimes thinking that various options are sort of fine in a situation, and I'm maybe even fine with this notion of fineness eg having certain properties under sweetenings of options, but I quite strongly dislike trying to make this notion of fineness correspond to this thing with a universal quantifier over your probability distributions, because it seems to me that (1) it is unhelpful because it (at least if implemented naively) doesn't solve any of the computational issues (boundedness issues) that are a large part of why I'd entertain such a notion of fineness in the first place, (2) it is completely unprincipled (there's no reason for this in particular, and the split of uncertainties is unsatisfying), and (3) it plausibly gives disastrous behavior if taken seriously. But idk maybe I can't really even get behind that notion of fineness, and I'm just confusing it with the somewhat distinct notion of fineness that I use when I buy two different meals to distribute among myself and a friend and tell them that I'm fine with them having either one, which I think is well-reduced to probably having a smaller preference than my friend. Anyway, obviously whether such a notion of fineness is desirable depends on how you want it to relate to other things (in particular, actions), and I'm presently sufficiently unsure about how you want it to relate to these other things to be unsure about whether a suitable such notion exists.

basically everything becomes permissible, which seems highly undesirable

This is a much longer conversation, but briefly: I think it’s ad hoc / putting the cart before the horse to shape our epistemology to fit our intuitions about what decision guidance we should have.

It seems to me like you were like: "why not regiment one's thinking xyz-ly?" (in your original question), to which I was like "if one regiments one thinking xyz-ly, then it's an utter disaster" (in that bullet point), and now you're like "even if it's an utter disaster, I don't care". And I guess my response is that you should care about it being an utter disaster, but I guess I'm confused enough about why you wouldn't care that it doesn't make a lot of sense for me to try to write a library of responses.

Appendix with some things about CCT and expected utility maximization and [imprecise probabilities] + maximality that got cut

Precise EV maximization is a special case of [imprecise probabilities] + maximality (namely, the special case where your imprecise probabilities are in fact precise, at least modulo some reasonable assumptions about what things mean), so unless your class of decision rules turns out to be precisely equivalent to the class of decision rules which do precise EV maximization, the CCT does in fact say it contains some bad rules. (And if it did turn out to be equivalent, then I'd be somewhat confused about why we're talking about it your way, because it'd seem to me like it'd then just be a less nice way to describe the same thing.) And at least on the surface, the class of decision rules does not appear to be equivalent, so the CCT indeed does speak against some rules in this class (and in fact, all rules in this class which cannot be described as precise EV maximization).

If you filled in the details of your maximality-type rule enough to tell me what your policy is — in particular, hypothetically, maybe you'd want to specify sth like the following: what it means for some options to be 'permissible' or how an option gets chosen from the 'permissible options', potentially something about how current choices relate to past choices, and maybe just what kind of POMDP, causal graph, decision tree, or whatever game setup we're assuming in the first place — such that your behavior then looks like bayesian expected utility maximization (with some particular probability distribution and some particular utility function), then I guess I'll no longer be objecting to you using that rule (to be precise: I would no longer be objecting to it for being dominated per the CCT or some such theorem, but I might still object to the psychological implementation of your policy on other grounds).

That said, I think the most straightforward ways [to start from your statement of the maximality rule and to specify some sequential setup and to make the rule precise and to then derive a policy for the sequential setup from the rule] do give you a policy which you would yourself consider dominated though. I can imagine a way to make your rule precise that doesn't give you a dominated policy that ends up just being 'anything is permissible as long as you make sure you looked like a bayesian expected utility maximizer at the end of the day' (I think the rule of Thornley and Petersen is this), but at that point I'm feeling like we're stressing some purely psychological distinction whose relevance to matters of interest I'm failing to see.

But maybe more importantly, at this point, I'd feel like we've lost the plot somewhat. What I intended to say with my original bullet point was more like: we've constructed this giant red arrow (i.e., coherence theorems; ok, it's maybe not that giant in some absolute sense, but imo it is as big as presently existing arrows get for things this precise in a domain this messy) pointing at one kind of structure (i.e., bayesian expected utility maximization) to have 'your beliefs and actions ultimately correspond to', and then you're like "why not this other kind of structure (imprecise probabilities, maximality rules) though?" and then my response was "well, for one, there is the giant red arrow pointing at this other structure, and I don't know of any arrow pointing at your structure", and I don't really know how to see your response as a response to this.

Replies from: antimonyanthony, antimonyanthony, antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-05T08:45:51.839Z · LW(p) · GW(p)

If you buy the CCT's assumptions, then you literally do have an argument that anything other than precise EV maximization is bad

No, you have an argument that {anything that cannot be represented after the fact as precise EV maximization, with respect to some utility function and distribution} is bad. This doesn't imply that an agent who maintains imprecise beliefs will do badly.

Maybe you're thinking something like: "The CCT says that my policy is guaranteed to be Pareto-efficient iff it maximizes EV w.r.t. some distribution. So even if I don't know which distribution to choose, and even though I'm not guaranteed not to be Pareto-efficient if I follow Maximality, I at least know I don't violate Pareto-efficiency if do precise EV maximization"?

If so: I'd say that there are several imprecise decision rules that can be represented after the fact as precise EV max w.r.t. some distributions, so the CCT doesn't rule them out. E.g.:

  • The minimax regret rule (sec 5.4.2 of Bradley (2012)) is equivalent to EV max w.r.t. the distribution in your representor that induces maximum regret.
  • The maximin rule (sec 5.4.1) is equivalent to EV max w.r.t. the most pessimistic distribution.

You might say "Then why not just do precise EV max w.r.t. those distributions?" But the whole problem you face as a decision-maker is, how do you decide which distribution? Different distributions recommend different policies. If you endorse precise beliefs, it seems you'll commit to one distribution that you think best represents your epistemic state. Whereas someone with imprecise beliefs will say: "My epistemic state is not represented by just one distribution. I'll evaluate the imprecise decision rules based on which decision-theoretic desiderata they satisfy, then apply the most appealing decision rule (or some way of aggregating them) w.r.t. my imprecise beliefs." If the decision procedure you follow is psychologically equivalent to my previous sentence, then I have no objection to your procedure — I just think it would be misleading to say you endorse precise beliefs in that case.

Replies from: kh
comment by Kaarel (kh) · 2024-08-05T11:19:07.777Z · LW(p) · GW(p)

Sorry, I feel like the point I wanted to make with my original bullet point is somewhat vaguer/different than what you're responding to. Let me try to clarify what I wanted to do with that argument with a caricatured version of the present argument-branch from my point of view:

your original question (caricatured): "The Sun prayer decision rule is as follows: you pray to the Sun; this makes a certain set of actions seem auspicious to you. Why not endorse the Sun prayer decision rule?"

my bullet point: "Bayesian expected utility maximization has this big red arrow pointing toward it, but the Sun prayer decision rule has no big red arrow pointing toward it."

your response: "Maybe a few specific Sun prayer decision rules are also pointed to by that red arrow?"

my response: "The arrow does not point toward most Sun prayer decision rules. In fact, it only points toward the ones that are secretly bayesian expected utility maximization. Anyway, I feel like this does very little to address my original point that there is this big red arrow pointing toward bayesian expected utility maximization and no big red arrow pointing toward Sun prayer decision rules."

(See the appendix to my previous comment for more on this.)

That said, I admit I haven't said super clearly how the arrow ends up pointing to structuring your psychology in a particular way (as opposed to just pointing at a class of ways to behave). I think I won't do a better job at this atm than what I said in the second paragraph of my previous comment.

The minimax regret rule (sec 5.4.2 of Bradley (2012)) is equivalent to EV max w.r.t. the distribution in your representor that induces maximum regret.

I'm (inside view) 99.9% sure this will be false/nonsense in a sequential setting. I'm (inside view) 99% sure this is false/nonsense even in the one-shot case. I guess the issue is that different actions get assigned their max regret by different distributions, so I'm not sure what you mean when you talk about the distribution that induces maximum regret. And indeed, it is easy to come up with a case where the action that gets chosen is not best according to any distribution in your set of distributions: let there be one action which is uniformly fine and also for each distribution in the set, let there be an action which is great according to that distribution and disastrous according to every other distribution; the uniformly fine action gets selected, but this isn't EV max for any distribution in your representor. That said, if we conceive of the decision rule as picking out a single action to perform, then because the decision rule at least takes Pareto improvements, I think a convex optimization argument says that the single action it picks is indeed the maximal EV one according to some distribution (though not necessarily one in your set). However, if we conceive of the decision rule as giving preferences between actions or if we try to use it in some sequential setup, then I'm >95% sure there is no way to see it as EV max (except in some silly way, like forgetting you had preferences in the first place).

The maximin rule (sec 5.4.1) is equivalent to EV max w.r.t. the most pessimistic distribution.

I didn't think about this as carefully, but >90% that the paragraph above also applies with minor changes.

You might say "Then why not just do precise EV max w.r.t. those distributions?" But the whole problem you face as a decision-maker is, how do you decide which distribution? Different distributions recommend different policies. If you endorse precise beliefs, it seems you'll commit to one distribution that you think best represents your epistemic state. Whereas someone with imprecise beliefs will say: "My epistemic state is not represented by just one distribution. I'll evaluate the imprecise decision rules based on which decision-theoretic desiderata they satisfy, then apply the most appealing decision rule (or some way of aggregating them) w.r.t. my imprecise beliefs." If the decision procedure you follow is psychologically equivalent to my previous sentence, then I have no objection to your procedure — I just think it would be misleading to say you endorse precise beliefs in that case.

I think I agree in some very weak sense. For example, when I'm trying to diagnose a health issue, I do want to think about which priors and likelihoods to use — it's not like these things are immediately given to me or something. In this sense, I'm at some point contemplating many possible distributions to use. But I guess we do have some meaningful disagreement left — I guess I take the most appealing decision rule to be more like pure aggregation than you do; I take imprecise probabilities with maximality to be a major step toward madness from doing something that stays closer to expected utility maximization.

Replies from: antimonyanthony, antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-09T09:57:28.562Z · LW(p) · GW(p)

my response: "The arrow does not point toward most Sun prayer decision rules. In fact, it only points toward the ones that are secretly bayesian expected utility maximization. Anyway, I feel like this does very little to address my original point that there is this big red arrow pointing toward bayesian expected utility maximization and no big red arrow pointing toward Sun prayer decision rules."

I don't really understand your point, sorry. "Big red arrows towards X" only are a problem for doing Y if (1) they tell me that doing Y is inconsistent with doing [the form of X that's necessary to avoid leaving value on the table]. And these arrows aren't action-guiding for me unless (2) they tell me which particular variant of X to do. I've argued that there is no sense in which either (1) or (2) is true. Further, I think there are various big green arrows towards Y, as sketched in the SEP article and Mogensen paper I linked in the OP, though I understand if these aren't fully satisfying positive arguments. (I tentatively plan to write such positive arguments up elsewhere.)

I'm just not swayed by vibes-level "arrows" if there isn't an argument that my approach is leaving value on the table by my lights, or that you have a particular approach that doesn't do so.

comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-05T12:27:19.554Z · LW(p) · GW(p)

And indeed, it is easy to come up with a case where the action that gets chosen is not best according to any distribution in your set of distributions: let there be one action which is uniformly fine and also for each distribution in the set, let there be an action which is great according to that distribution and disastrous according to every other distribution; the uniformly fine action gets selected, but this isn't EV max for any distribution in your representor.

Oops sorry, my claim had the implicit assumptions that (1) your representor includes all the convex combinations, and (2) you can use mixed strategies. ((2) is standard in decision theory, and I think (1) is a reasonable assumption — if I feel clueless as to how much I endorse distribution p vs distribution q, it seems weird for me to still be confident that I don't endorse a mixture of the two.)

If those assumptions hold, I think you can show that the max-regret-minimizing action maximizes EV w.r.t. some distribution in your representor. I don't have a proof on hand but would welcome counterexamples. In your example, you can check that either the uniformly fine action does best on a mixture distribution, or a mix of the other actions does best (lmk if spelling this out would be helpful).

Replies from: kh
comment by Kaarel (kh) · 2024-08-06T08:51:56.152Z · LW(p) · GW(p)

Oh ok yea that's a nice setup and I think I know how to prove that claim — the convex optimization argument I mentioned should give that. I still endorse the branch of my previous comment that comes after considering roughly that option though:

That said, if we conceive of the decision rule as picking out a single action to perform, then because the decision rule at least takes Pareto improvements, I think a convex optimization argument says that the single action it picks is indeed the maximal EV one according to some distribution (though not necessarily one in your set). However, if we conceive of the decision rule as giving preferences between actions or if we try to use it in some sequential setup, then I'm >95% sure there is no way to see it as EV max (except in some silly way, like forgetting you had preferences in the first place).

Replies from: antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-09T10:02:20.199Z · LW(p) · GW(p)

The branch that's about sequential decision-making, you mean? I'm unconvinced by this too, see e.g. here [LW · GW] — I'd appreciate more explicit arguments for this being "nonsense."

Replies from: kh
comment by Kaarel (kh) · 2024-08-09T15:33:46.376Z · LW(p) · GW(p)

To clarify, I think in this context I've only said that the claim "The minimax regret rule (sec 5.4.2 of Bradley (2012)) is equivalent to EV max w.r.t. the distribution in your representor that induces maximum regret" (and maybe the claim after it) was "false/nonsense" — in particular, because it doesn't make sense to talk about a distribution that induces maximum regret (without reference to a particular action) — which I'm guessing you agree with.

I wanted to say that I endorse the following:

  • Neither of the two decision rules you mentioned is (in general) consistent with any EV max if we conceive of it as giving your preferences (not just picking out a best option), nor if we conceive of it as telling you what to do on each step of a sequential decision-making setup.

I think basically any setup is an example for either of these claims. Here's a canonical counterexample for the version with preferences and the max_{actions} min_{probability distributions} EV (i.e., infrabayes) decision rule, i.e. with our preferences corresponding to the min_{probability distributions} EV ranking:

  • Let and be actions and let be flipping a fair coin and then doing or depending on the outcome. It is easy to construct a case where the max-min rule strictly prefers to and also strictly prefers to , and indeed where this preference is strong enough that the rule still strictly prefers to a small enough sweetening of and also still prefers to a small enough sweetening of (in fact, a generic setup will have such a triple). Call these sweetenings and (think of these as -but-you-also-get-one-cent or -but-you-also-get-one-extra-moment-of-happiness or whatever; the important thing is that all utility functions under consideration should consider this one cent or one extra moment of happiness or whatever a positive). However, every EV max rule (that cares about the one cent) will strictly disprefer to at least one of or , because if that weren't the case, the EV max rule would need to weakly prefer over a coinflip between and , but this is just saying that the EV max rule weakly prefers to , which contradicts with it caring about sweetening. So these min preferences are incompatible with maximizing any EV.

There is a canonical way in which a counterexample in preference-land can be turned into a counterexample in sequential-decision-making-land: just make the "sequential" setup really just be a two-step game where you first randomly pick a pair of actions to give the agent a choice between, and then the agent makes some choice. The game forces the max min agent to "reveal its preferences" sufficiently for its policy to be revealed to be inconsistent with EV maxing. (This is easiest to see if the agent is forced to just make a binary choice. But it's still true even if you avoid the strictly binary choice being forced upon the agent by saying that the agent still has access to (internal) randomization.)

Regarding the Thornley paper you link: I've said some stuff about it in my earlier comments; my best guess for what to do next would be to prove some theorem about behavior that doesn't make explicit use of a completeness assumption, but also it seems likely that this would fail to relate sufficiently to our central disagreements to be worthwhile. I guess I'm generally feeling like I might bow out of this written conversation soon/now, sorry! But I'd be happy to talk more about this synchronously — if you'd like to schedule a meeting, feel free to message me on the LW messenger.

comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-09T10:06:01.765Z · LW(p) · GW(p)

It seems to me like you were like: "why not regiment one's thinking xyz-ly?" (in your original question), to which I was like "if one regiments one thinking xyz-ly, then it's an utter disaster" (in that bullet point), and now you're like "even if it's an utter disaster, I don't care

My claim is that your notion of "utter disaster" presumes that a consequentialist under deep uncertainty has some sense of what to do, such that they don't consider ~everything permissible. This begs the question against severe imprecision. I don't really see why we should expect our pretheoretic intuitions about the verdicts of a value system as weird as impartial longtermist consequentialism, under uncertainty as severe as ours, to be a guide to our epistemics.

I agree that intuitively it's a very strange and disturbing verdict that ~everything is permissible! But that seems to be the fault of impartial longtermist consequentialism, not imprecise beliefs.

comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-11T16:50:23.673Z · LW(p) · GW(p)

I still feel like I don't know what having a strict preference or permissibility means — is there some way to translate these things to actions?

As an aspiring rational agent, I'm faced with lots of options. What do I do? Ideally I'd like to just be able to say which option is "best" and do that. If I have a complete ordering over the expected utilities of the options, then clearly the best option is the expected utility-maximizing one. If I don't have such a complete ordering, things are messier. I start by ruling out dominated options (as Maximality does). The options in the remaining set are all "permissible" in the sense that I haven't yet found a reason to rule them out.

I do of course need to choose an action eventually. But I have some decision-theoretic uncertainty. So, given the time to do so, I want to deliberate about which ways of narrowing down this set of options further seem most reasonable (i.e., satisfy principles of rational choice I find compelling).

(Basically I think EU maximization is a special case of “narrow down the permissible set as much as you can via principles of rational choice,[1] then just pick something from whatever remains.” It’s so straightforward in this case that we don’t even recognize we’re identifying a (singleton) “permissible set.”)

Now, maybe you'd just want to model this situation like: "For embedded agents, 'deliberation' is just an option like any other. Your revealed strict preference is to deliberate about rational choice." I might be fine with this model.[2] But:

  • For the purposes of discussing how {the VOI of deliberation about rational choice} compares to {the value of going with our current “best guess” in some sense}, I find it conceptually helpful to think of “choosing to deliberate about rational choice” as qualitatively different from other choices.
  • The procedure I use to decide to deliberate about rational choice principles is not “I maximize EV w.r.t. some beliefs,” it’s “I see that my permissible set is not a singleton, I want more action-guidance, so I look for more action-guidance.”
  1. ^

    "Achieve Pareto-efficiency" (as per the CCT) is one example of such a principle.

  2. ^

    Though I think once you open the door to this embedded agency stuff, reasoning about rational choice in general becomes confusing even for people who like precise EV max.

answer by RHollerith · 2024-07-31T22:29:04.177Z · LW(p) · GW(p)

My initial impulse is to treat imprecise probabilities like I treat probability distributions over probabilities: namely, I am not permanently opposed, but have promised myself that before I resort to one, I would first try a probability and a set of "indications" about how "sensitive" my probability is to changes: e.g., I would try something like

My probability is .8, but with p = .5, it would change by at least a factor of 2 (more precisely, my posterior odds would end up outside the interval [.5,2] * my prior odds) if I were to spend 8 hours pondering the question in front of a computer with an internet connection; also with p = .25, my probability a year in the future will differ from my current probability by at least a factor of 2 even if I never set aside any time to ponder the question.

comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-04T12:53:46.250Z · LW(p) · GW(p)

I agree that higher-order probabilities can be useful for representing (non-)resilience of your beliefs. But imprecise probabilities go further than that — the idea is that you just don't know what higher-order probabilities over the first-order ones you ought to endorse, or the higher-higher-order probablities over those, etc. So the first-order probabilities remain imprecise.

answer by JBlack · 2024-08-01T01:19:29.712Z · LW(p) · GW(p)

Sets of distributions are the natural elements of Bayesian reasoning: each distribution corresponds to a hypothesis. Some people pretend that you can collapse these down to a single distribution by some prior (and then argue about "correct" priors), but the actual machinery of Bayesian reasoning produces changes in relative hypothesis weightings. Those can be applied to any prior if you have reason to prefer a single one, or simply composed with future relative changes if you don't.

Partially ordering options by EV over all hypotheses is likely to be a very weak order with nearly all options being incomparable (and thus permissible). However, it's quite reasonable to have bounds on hypothesis weightings even if you don't have good reason to choose a specific prior.

You can use prior bounds to form very much stronger partial orders in many cases.

answer by Dagon · 2024-07-31T16:37:08.865Z · LW(p) · GW(p)

For humans (and probably generally for embedded agents), I endorse acknowledging that probabilities are a wrong but useful model.  For any given prediction, the possibility set is incomplete, and the weights are only estimations with lots of variance.  I don't think that a set of distributions fixes this, though in some cases it can capture the model variance better than a single summary can.

EV maximization can only ever be an estimate.  No matter HOW you come up with your probabilities and beliefs about value-of-outcome, you'll be wrong fairly often.  But that doesn't make it useless - there's no better legible framework I know of.  Illegible frameworks (heuristics embedded in the giant neural network in your head) are ALSO useful, and IMO best results come from blending intuition and calculation, and from being humble and suspicious when they diverge greatly.  

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comment by johnswentworth · 2024-07-31T20:24:39.997Z · LW(p) · GW(p)

A couple years ago, my answer would have been that both imprecise probabilities and maximality seem like ad-hoc, unmotivated methods which add complexity to Bayesian reasoning for no particularly compelling reason.

I was eventually convinced that they are useful and natural, specifically in the case where the environment contains an adversary (or the agent in question models the environment as containing an adversary, e.g. to obtain worst-case bounds). I now think of that use-case as the main motivation for the infra-Bayes [? · GW] framework, which uses imprecise probabilities and maximization as central tools. More generally, the infra-Bayes approach is probably useful for environments containing other agents.

Replies from: antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-02T08:09:43.737Z · LW(p) · GW(p)

Thanks! Can you say a bit on why you find the kinds of motivations discussed in (edit: changed reference) Sec. 2 of here ad hoc and unmotivated, if you're already familiar with them (no worries if not)? (I would at least agree that rationalizing people's intuitive ambiguity aversion is ad hoc and unmotivated.)

Replies from: johnswentworth
comment by johnswentworth · 2024-08-02T16:47:35.085Z · LW(p) · GW(p)

I think this quote nicely summarizes the argument you're asking about:

Not only do we not have evidence of a kind that allows us to know the total consequences of our actions, we seem often to lack evidence of a kind that warrants assigning precise probabilities to relevant states.

This, I would say, sounds like a reasonable critique if one does not really get the idea of Bayesianism. Like, if I put myself in a mindset where I'm only allowed to use probabilities when I have positive evidence which "warrants" those precise probabilities, then sure, it's a reasonable criticism. But a core idea of Bayesianism is that we use probabilities to represent our uncertainties even in the absence of evidence; that's exactly what a prior is. And the point of all the various arguments for Bayesian reasoning is that this is a sensible and consistent way to handle uncertainty, even when the available evidence is weak and we're mostly working off of priors.

As a concrete example, I think of Jaynes' discussion of the widget problem (pg 440 here): one is given some data on averages of a few variables, but not enough to back out the whole joint distribution of the variables from the data, and then various decision/inference problems are posed. This seems like exactly the sort of problem the quote is talking about. Jaynes' response to that problem is not "we lack evidence which warrants assigning precise probabilities", but rather, "we need to rely on priors, so what priors accurately represent our actual state of knowledge/ignorance?".

Point is: for a Bayesian, the point of probabilities is to accurately represent an agent's epistemic state. Whether the probabilities are "warranted by evidence" is a nonsequitur.

Replies from: antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-03T11:29:38.741Z · LW(p) · GW(p)

we need to rely on priors, so what priors accurately represent our actual state of knowledge/ignorance?

Exactly — and I don't see how this is in tension with imprecision. The motivation for imprecision is that no single prior seems to accurately represent our actual state of knowledge/ignorance.

Replies from: thomas-kwa, johnswentworth
comment by Thomas Kwa (thomas-kwa) · 2024-08-06T01:19:31.575Z · LW(p) · GW(p)

Are there any propositions for which you think a single prior cannot capture your current betting odds / preference over lotteries?

Replies from: antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-06T07:48:07.315Z · LW(p) · GW(p)

I reject the premise that my beliefs are equivalent to my betting odds. My betting odds are a decision, which I derive from my beliefs.

comment by johnswentworth · 2024-08-05T17:01:36.948Z · LW(p) · GW(p)

"No single prior seems to accurately represent our actual state of knowledge/ignorance" is a really ridiculously strong claim, and one which should be provable/disprovable by starting from some qualitative observations about the state of knowledge/ignorance in question. But I've never seen someone advocate for imprecise probabilities by actually making that case.

Let me illustrate a bit how I imagine this would go, and how strong a case would need to be made.

Let's take the simple example of a biased coin with unknown bias. A strawman imprecise-probabilist might argue something like: "If the coin has probability  of landing heads, then after  flips (for some large-ish ) I expect to see roughly  (plus or minus ) heads. But for any particular number , that's not actually what I expect a-priori, because I don't know which  is right - e.g. I don't actually confidently expect to see roughly  heads a priori. Therefore no distribution can represent my state of knowledge.".

... and then the obvious Bayesian response would be: "Sure, if you're artificially restricting your space of distributions/probabilistic models to IID distributions of coin flips. But our actual prior is not in that space; our actual prior involves a latent variable (the bias), and the coin flips are not independent if we don't know the bias (since seeing one outcome tells us something about the bias, which in turn tells us something about the other coin flips). We can represent our prior state of knowledge in this problem just fine with a distribution over the bias.".

Now, the imprecise probabilist could perhaps argue against that by pointing out some other properties of our state of knowledge, and then arguing that no distribution can represent our prior state of knowledge over all the coin flips, no matter how much we introduce latent variables. But that's a much stronger claim, a much harder case to make, and I have no idea what properties of our state of knowledge one would even start from in order to argue for it. On the other hand, I do know of various sets of properties of our state-of-knowledge which are sufficient to conclude that it can be accurately represented by a single prior distribution - e.g. the preconditions of Cox' Theorem, or the preconditions for the Dutch Book theorems (if our hypothetical agent is willing to make bets on its priors).

Replies from: antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-05T20:01:15.070Z · LW(p) · GW(p)

really ridiculously strong claim

What's your prior that in 1000 years, an Earth-originating superintelligence will be aligned to object-level values close to those of humans alive today [for whatever operationalization of "object-level" or "close" you like]? And why do you think that prior uniquely accurately represents your state of knowledge? Seems to me like the view that a single prior does accurately represent your state of knowledge is the strong claim. I don’t see how the rest of your comment answers this.

(Maybe you have in mind a very different conception of “represent” or “state of knowledge” than I do.)

Replies from: johnswentworth
comment by johnswentworth · 2024-08-05T20:41:03.249Z · LW(p) · GW(p)

Right, so there's room here for a burden-of-proof disagreement - i.e. you find it unlikely on priors that a single distribution can accurately capture realistic states-of-knowledge, I don't find it unlikely on priors.

If we've arrived at a burden-of-proof disagreement, then I'd say that's sufficient to back up my answer at top-of-thread:

both imprecise probabilities and maximality seem like ad-hoc, unmotivated methods which add complexity to Bayesian reasoning for no particularly compelling reason.

I said I don't know of any compelling reason - i.e. positive argument, beyond just "this seems unlikely to Anthony and some other people on priors" - to add this extra piece to Bayesian reasoning. And indeed, I still don't. Which does not mean that I necessarily expect you to be convinced that we don't need that extra piece; I haven't spelled out a positive argument here either.

Replies from: antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-08-05T21:08:20.631Z · LW(p) · GW(p)

It's not that I "find it unlikely on priors" — I'm literally asking what your prior on the proposition I mentioned is, and why you endorse that prior. If you answered that, I could answer why I'm skeptical that that prior really is the unique representation of your state of knowledge. (It might well be the unique representation of the most-salient-to-you intuitions about the proposition, but that's not your state of knowledge.) I don't know what further positive argument you're looking for.

Replies from: MichaelStJules
comment by MichaelStJules · 2024-08-06T22:42:44.392Z · LW(p) · GW(p)

Someone could fail to report a unique precise prior (and one that's consistent with their other beliefs and priors across contexts) for any of the following reasons, which seem worth distinguishing:

  1. There is no unique precise prior that can represent their state of knowledge.
  2. There is a unique precise prior that represents their state of knowledge, but they don't have or use it, even approximately.
  3. There is a unique precise prior that represents their state of knowledge, but, in practice, they can only report (precise or imprecise) approximations of it (not just computing decimal places for a real number,  but also which things go into the prior could differ by approximation). Hypothetically, in the limit of time and space spent on computing its values, the approximations would converge to this unique precise prior.

I'd be inclined to treat all three cases like imprecise probabilities, e.g. I wouldn't permanently commit to a prior I wrote down to the exclusion of all other priors over the same events/possibilities.

comment by Raemon · 2024-07-31T17:41:41.798Z · LW(p) · GW(p)

What use case are you intending these for? Any given use of probabilities I think depends on what you're trying to do with them, and how long it makes sense to spend fleshing them out. 

Replies from: antimonyanthony
comment by Anthony DiGiovanni (antimonyanthony) · 2024-07-31T21:49:23.444Z · LW(p) · GW(p)

Predicting the long-term future, mostly. (I think imprecise probabilities might be relevant more broadly, though, as an epistemic foundation.)