Relsqui comments on Compartmentalization in epistemic and instrumental rationality - Less Wrong
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People certainly don't need to make their emotional reactions rational if they don't want to - but they can do so to some extent when it helps. This is the cornerstone of things like Cognitive Behavioural Therapy and much of pjeby's mind hacking.
It's hard to describe without going into huge detail but something that works is embracing the frustration in the full degree rather than flinching away from it. Then you can release it. Then rinse and repeat. The emotional trigger is reduced as your mind begins to realise that it really isn't as awful as you thought.
You can also harness the frustration into renewed motivation for reaching the generalised goal that hit a setback or localised failure. This is nearly (but not quite) the opposite of using the frustration to remove your desire for something.
"I must not be frustrated. .... I will face my frustration, permit it to pass over me and through me ..."
I honestly use the Litany Against Fear quite like this--for frustration, annoyance, pain, or anything else that I have to put up with for a while. The metaphor of passing over and through works well for me.
My twist on that is that I use 'will' instead of 'must'. Similar to Jonathan I don't think I need to alter my emotional responses and I reject such demands even from myself. "Will", "want" and sometimes "am" all work better for me. (This can just mean leaving off the first sentence there.)
I won't look for the study hyperlink, but I was also charmed by something showing that the self-question "will I X?" was interesting in that it actually movtivated people to do X (more so than something like "I must X"). That is, having a curious/wondering tone seemed helpful. I and the reporters of this result may be missing the actual cause, of course.
I've seen it, probably while reading through pjeby's work. It's one of favourite tactics. I don't recall the name he gives it but that curious wondering tone seems to work wonders.
That makes sense to me. "Must" implies a moral code; if you decline to accept responsibility from any external moral code, you could interpret it as "must, according to rational methods of achieving my personal goals," but there's no advantage to that circuitous interpretation over the changes you suggest.
Exactly the reasoning I use.