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Vladimir_Nesov comments on Exterminating life is rational - Less Wrong
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Many worlds have nothing to do with validity of suicidal decisions. If you have an answer that maximizes expected utility but gives almost-certain probability of total failure, you still take it in a deterministic world. There is no magic by which deterministic world declares that the decision-theoretic calculation is invalid in this particular case, while many-worlds lets it be.
I think you're right. Would you agree that this is a problem with following the policy of maximizing expected utility? Or would you keep drawing cards?
This is a variant on the St. Petersburg paradox, innit? My preferred resolution is to assert that any realizable utility function is bounded.
Thanks for the link - this is another form of the same paradox orthnormal linked to, yes. The Wikipedia page proposes numerous "solutions", but most of them just dodge the question by taking advantage of the fact that the paradox was posed using "ducats" instead of "utility". It seems like the notion of "utility" was invented in response to this paradox. If you pose it again using the word "utility", these "solutions" fail. The only possibly workable solution offered on that Wikipedia page is:
The page notes the reformulation in terms of utility, which it terms "super St. Petersberg paradox". (It doesn't have its own section, or I'd have linked directly to that.) I agree that there doesn't seem to be a workable solution -- my last refuge was just destroyed by Vladimir Nesov.
I'm afraid I don't understand the difficulty here. Let's assume that Omega can access any point in configuration space and make that the reality. Then either (A) at some point it runs out of things with which to entice you to draw another card, in which case your utility function is bounded or (B) it never runs out of such things, in which case your utility function in unbounded.
Why is this so paradoxical again?
After further thought, I see that case (B) can be quite paradoxical. Consider Eliezer's utility function, which is supposedly unbounded as a function of how many years he lives. In other words, Omega can increase Eliezer's utility without bound just by giving him increasingly longer lives. Expected utility maximization then dictates that he keeps drawing cards one after another, even though he knows that by doing so, with probability 1 he won't live to enjoy his rewards.
When you go to infinity, you'd need to define additional mathematical structure that answers your question. You can't just conclude that the correct course of action is to keep drawing cards for eternity, doing nothing else. Even if at each moment the right action is to draw one more card, when you consider the overall strategy, the strategy of drawing cards for all time may be a wrong strategy.
For example, consider the following preference on infinite strings. A string has utility 0, unless it has the form 11111.....11112222...., that is a finite number of 1 followed by infinite number of 2, in which case its utility is the number of 1s. Clearly, a string of this form with one more 1 has higher utility than a string without, and so a string with one more 1 should be preferred. But a string consisting only of 1s doesn't have the non-zero-utility form, because it doesn't have the tail of infinite number of 2s. It's a fallacy to follow an incremental argument to infinity. Instead, one must follow a one-step argument that considers the infinite objects as whole.
See also Arntzenius, Elga, and Hawthorne: "Bayesianism, Infinite Decisions, and Binding".
What you say sounds reasonable, but I'm not sure how I can apply it in this example. Can you elaborate?
Consider Eliezer's choice of strategies at the beginning of the game. He can either stop after drawing n cards for some integer n, or draw an infinite number of cards. First, (supposing it takes 10 seconds to draw a card)
EU(draw an infinite number of cards) = 1/2 U(live 10 seconds) + 1/4 U(live 20 seconds) + 1/8 U(live 30 seconds) ...
which obviously converges to a small number. On the other hand, EU(stop after n+1 cards) > EU(stop after n cards) for all n. So what should he do?
This exposes a hole in the problem statement: what does the Omega's prize measure? We determined that U0 is the counterfactual where Omega kills you, U1 is the counterfactual where it does nothing, but what is U2=U1+3*(U1-U0)? This seems to be the expected utility of the event where you draw the lucky card, in which case this event contains, in particular, your future decisions to continue drawing cards. But if it's so, it places a limit on how your utility can be improved further during the latter rounds, since if your utility continues to increase, it contradicts the statement in the first round that your utility is going to be only U2, and no more. Utility can't change, as each utility is a valuation of a specific event in the sample space.
So, the alternative formulation that removes this contradiction is for Omega to only assert that the expected utility given that you receive a lucky card is no less than U2. In this case the right strategy seems to be continue drawing cards indefinitely, since the utility you receive could be in something other than your own life, now spent drawing cards only.
This however seems to sidestep the issue. What if the only utility you see is in the future actions you do, which don't include picking cards, and you can't interleave cards with other actions, that is you must allot a given amount of time to picking cards.
You can recast the problem of choosing each of the infinite number of decisions (or one among all available in some sense infinite sequences of decisions) to the problem of choosing a finite "seed" strategy for making decisions. Say, only a finite number of strategies is available, for example only what fits in the memory of the computer that starts the enterprise, that could since the start of the experiment be expanded, but the first version has a specified limit. In this case, the right program is as close to Busy Beaver is you can get, that is you draw cards as long as possible, but only finitely long, and after that you stop and go on to enjoy the actual life.
Why are you treating time as infinite? Surely it's finite, just taking unbounded values?
But you're not asked to decide a strategy for all of time. You can change your decision at every round freely.
You can't change any fixed thing, you can only determine it. Change is a timeful concept. Change appears when you compare now and tomorrow, not when you compare the same thing with itself. You can't change the past, and you can't change the future. What you can change about the future is your plan for the future, or your knowledge: as the time goes on, your idea about a fact in the now becomes a different idea tomorrow.
When you "change" your strategy, what you are really doing is changing your mind about what you're planning. The question you are trying to answer is what to actually do, what decisions to implement at each point. A strategy for all time is a generator of decisions at each given moment, an algorithm that runs and outputs a stream of decisions. If you know something about each particular decision, you can make a general statement about the whole stream. If you know that each next decision is going to be "accept" as opposed to "decline", you can prove that the resulting stream is equivalent to an infinite stream that only answers "accept", at all steps. And at the end, you have a process, the consequences of your decision-making algorithm consist in all of the decisions. You can't change that consequence, as the consequence is what actually happens, if you changed your mind about making a particular decision along the way, the effect of that change is already factored in in the resulting stream of actions.
The consequentialist preference is going to compare the effect of the whole infinite stream of potential decisions, and until you know about the finiteness of the future, the state space is going to contain elements corresponding to the infinite decision traces. In this state space, there is an infinite stream corresponding to one deciding to continue picking cards for eternity.
Does Omega's utility doubling cover the contents of the as-yet-untouched deck? It seems to me that it'd be pretty spiffy re: my utility function for the deck to have a reduced chance of killing me.
At first I thought this was pretty funny, but even if you were joking, it may actually map to the extinction problem, since each new technology has a chance of making extinction less likely, as well. As an example, nuclear technology had some probability of killing everyone, but also some probability of making Orion ships possible, allowing diaspora.
While I'm gaming the system, my lifetime utility function (if I have one) could probably be doubled by giving me a reasonable suite of superpowers, some of which would let me identify the rest of the cards in the deck (X-ray vision, precog powers, etc.) or be protected from whatever mechanism the skull cards use to kill me (immunity to electricity or just straight-up invulnerability). Is it a stipulation of the scenario that nothing Omega does to tweak the utility function upon drawing a star affects the risks of drawing from the deck, directly or indirectly?
It should be, especially since the existential-risk problems that we're trying to model aren't known to come with superpowers or other such escape hatches.
If it's not paradoxical, how many cards would you draw?
I guess no more than 10 cards. That's based on not being able to imagine a scenario such that I'd prefer .999 probability of death + .001 probability of scenario to the status quo. But it's just a guess because Omega might have better imagination that I do, or understand my utility function better than I do.
Omega offers you the healing of all the rest of Reality; every other sentient being will be preserved at what would otherwise be death and allowed to live and grow forever, and all unbearable suffering not already in your causal past will be prevented. You alone will die.
You wouldn't take a trustworthy 0.001 probability of that reward and a 0.999 probability of death, over the status quo? I would go for it so fast that there'd be speed lines on my quarks.
Really, this whole debate is just about people being told "X utilons" and interpreting utility as having diminishing marginal utility - I don't see any reason to suppose there's more to it than that.
There's no reason for Omega to kill me in the winning outcome...
Well, I'm not as altruistic as you are. But there must be some positive X such that even you wouldn't take a trustworthy X probability of that reward and a 1-X probability of death, over the status quo, right? Suppose you've drawn enough cards to win this prize, what new prize can Omega offer you to entice you to draw another card?
So does your answer change once you've drawn 10 cards and are still alive?
No, if my guess is correct, then some time before I'm offered the 11th card, Omega will say "I can't double your utility again" or equivalently, "There is no prize I can offer you such that you'd prefer a .5 probability of it to keeping what you have."
Yeesh. I'm changing my mind again tonight. My only excuse is that I'm sick, so I'm not thinking as straight as I might.
I was originally thinking that Vladimir Nesov's reformulation showed that I would always accept Omega's wager. But now I see that at some point U1+3*(U1-U0) must exceed any upper bound (assuming I survive that long).
Given U1 (utility of refusing initial wager), U0 (utility of death), U_max, and U_n (utility of refusing wager n assuming you survive that long), it might be possible that there is a sequence of wagers that (i) offer positive expected utility at each step; (ii) asymptotically approach the upper bound if you survive; and (iii) have a probability of survival approaching zero. I confess I'm in no state to cope with the math necessary to give such a sequence or disprove its existence.
There is no such sequence. Proof:
In order for wager n to be nonnegative expected utility, P(death)*U_0 + (1-P(death))*U_(n+1) >= U_n. Equivalently, P(death this time | survived until n) <= (U_(n+1)-U_n) / (U_(n+1)-U0).
Assume the worst case, equality. Then the cumulative probability of survival decreases by exactly the same factor as your utility (conditioned on survival) increases. This is simple multiplication, so it's true of a sequence of borderline wagers too.
With a bounded utility function, the worst sequence of wagers you'll accept in total is P(death) <= (U_max-U0)/(U1-U0). Which is exactly what you'd expect.
When there's an infinite number of wagers, there can be a distinction between accepting the whole sequence at one go and accepting each wager one after another. (There's a paradox associated with this distinction, but I forget what it's called.) Your second-last sentence seems to be a conclusion about accepting the whole sequence at one go, but I'm worried about accepting each wager one after another. Is the distinction important here?
Are you thinking of the Riemann series theorem? That doesn't apply when the payoff matrix for each bet is the same (and finite).
How would it help if this sequence existed?
If the sequence exists, then the paradox* persists even in the face of bounded utility functions. (Or possibly it already persists, as Vladimir Nesov argued and you agreed, but my cold-virus-addled wits aren't sharp enough to see it.)
* The paradox is that each wager has positive expected utility, but accepting all wagers leads to death almost surely.
Ah. So you don't want the sequence to exist.
Why is rejection of mathematical expectation an unworkable solution?
This isn't the only scenario where straight expectation is problematic. Pascal's Mugging, timeless decision theory, and maximization of expected growth rate come to mind. That makes four.
In my opinion, LWers should not give expected utility maximization the same axiomatic status that they award consequentialism. Is this worth a top level post?
This is exactly my take on it also.
There is a model which is standard in economics which say "people maximize expected utility; risk averseness arises because utility functions are concave". This has always struck me as extremely fishy, for two reasons: (a) it gives rise to paradoxes like this, and (b) it doesn't at all match what making a choice feels like for me: if someone offers me a risky bet, I feel inclined to reject it because it is risky, not because I have done some extensive integration of my utility function over all possible outcomes. So it seems a much safer assumption to just assume that people's preferences are a function from probability distributions of outcomes, rather than making the more restrictive assumption that that function has to arise as an integral over utilities of individual outcomes.
So why is the "expected utility" model so popular? A couple of months ago I came across a blog-post which provides one clue: it pointed out that standard zero-sum game theory works when players maximize expected utility, but does not work if they have preferences about probability distributions of outcomes (since then introducing mixed strategies won't work).
So an economist who wants to apply game theory will be inclined to assume that actors are maximizing expected utility; but we LWers shouldn't necessarily.
Do you mean concave?
Technically speaking, isn't maximizing expected utility a special case of having preferences about probability distributions about outcomes? So maybe you should instead say "does not work elegantly if they have arbitrary preferences about probability distributions."
This is what I tend to do when I'm having conversations in real life; let's see how it works online :-)
Yes, thanks. I've fixed it.
What does it mean, technically, to have a preference "about" probability distributions?
I think I and John Maxwell IV mean the same thing, but here is the way I would phrase it. Suppose someone is offering me the pick a ticket for one of a range of different lotteries. Each lottery offers the same set of prizes, but depending on which lottery I participate in, the probability of winning them is different.
I am an agent, and we assume I have a preference order on the lotteries -- e.g. which ticket I want the most, which ticket I want the least, and which tickets I am indifferent between. The action that will be rational for me to take depends on which ticket I want.
I am saying that a general theory of rational action should deal with arbitrary preference orders for the tickets. The more standard theory restricts attention to preference orders that arise from first assigning a utility value to each prize and then computing the expected utility for each ticket.
Let's define an "experiment" as something that randomly changes an agent's utility based on some probability density function. An agent's "desire" for a given experiment is the amount of utility Y such that the agent is indifferent between the experiment occurring and having their utility changed by Y.
From Pfft we see that economists assume that for any given agent and any given experiment, the agent's desire for the experiment is equal todx)
, where x is an amount of utility and f(x) gives the probability that the experiment's outcome will be changing the agent's utility by x. In other words, economists assume that agents desire experiments according to their expectation, which is not necessarily a good assumption.
Well, rejection's not a solution per se until you pick something justifiable to replace it with.
I'd be interested in a top-level post on the subject.
If this condition makes a difference to you, your answer must also be to take as many cards as Omega has to offer.
I don't follow.
(My assertion implies that Omega cannot double my utility indefinitely, so it's inconsistent with the problem as given.)
You'll just have to construct a less convenient possible world where Omega has merely trillion cards and not an infinite amount of them, and answer the question about taking a trillion cards, which, if you accept the lottery all the way, leaves you with 2 to the trillionth power odds of dying. Find my reformulation of the topic problem here.
Agreed.
Gotcha. Nice reformulation.