You are not a Bayesian homunculus whose reasoning is 'corrupted' by cognitive biases.
You just are cognitive biases.
You just are attribution substitution heuristics, evolved intuitions, and unconscious learning. These make up the 'elephant' of your mind, and atop them rides a tiny 'deliberative thinking' module that only rarely exerts itself, and almost never according to normatively correct reasoning.
You do not have the robust character you think you have, but instead are blown about by the winds of circumstance.
You do not have much cognitive access to your motivations. You are not Aristotle's 'rational animal.' You are Gazzaniga's rationalizing animal. Most of the time, your unconscious makes a decision, and then you become consciously aware of an intention to act, and then your brain invents a rationalization for the motivations behind your actions.
If an 'agent' is something that makes choices so as to maximize the fulfillment of explicit desires, given explicit beliefs, then few humans are very 'agenty' at all. You may be agenty when you guide a piece of chocolate into your mouth, but you are not very agenty when you navigate the world on a broader scale. On the scale of days or weeks, your actions result from a kludge of evolved mechanisms that are often function-specific and maladapted to your current environment. You are an adaptation-executor, not a fitness-maximizer.
Agency is rare but powerful. Homo economicus is a myth, but imagine what one of them could do if such a thing existed: a real agent with the power to reliably do things it believed would fulfill its desires. It could change its diet, work out each morning, and maximize its health and physical attractiveness. It could learn and practice body language, fashion, salesmanship, seduction, the laws of money, and domain-specific skills and win in every sphere of life without constant defeat by human hangups. It could learn networking and influence and persuasion and have large-scale effects on societies, cultures, and nations.
Even a little bit of agenty-ness will have some lasting historical impact. Think of Benjamin Franklin, Teddy Roosevelt, Bill Clinton, or Tim Ferris. Imagine what you could do if you were just a bit more agenty. That's what training in instrumental rationality is all about: transcending your kludginess to attain a bit more agenty-ness.
And, imagine what an agent could do without the limits of human hardware or software. Now that would really be something.
(This post was inspired by some conversations with Michael Vassar.)
I radically distrust the message of this short piece. It's a positive affirmation for "rationalists" of the contemporary sort who want to use brain science to become super-achievers. The paragraph itemizing the powers of agency especially reads like wishful thinking: Just pay a little more attention to small matters like fixity of purpose and actually acting in your own interest, and you'll get to be famous, rich, and a historical figure! Sorry, that is entirely not ruthless enough. You also need to be willing to lie, cheat, steal, kill, use people, betray them. (Wishes can come true, but they usually exact a price. ) It also helps to be chronically unhappy, if it will serve to motivate your extreme and unrelenting efforts. And finally, most forms of achievement do require domain-specific expertise; you don't get to the top just by looking pretty and statusful.
The messy, inconsistent, and equivocating aspects of the mind can also be adaptive. They can save you from fanaticism, lack of perspective, and self-deception. How often do situations really permit a calculation of expected utility? All these rationalist techniques themselves are fuel for rationalization: I'm employing all the special heuristics and psychological tricks, so I must be doing the right thing. I've been so focused lately, my life breakthrough must be just around the corner.
It's funny that here, the use of reason has become synonymous with "winning" and the successful achievement of plans, when historically, the use of reason was thought to promote detachment from life and a moderation of emotional extremes, especially in the face of failure.
Agency is still pretty absent there too. As it happens, I have something of an essay on just that topic: http://www.gwern.net/on-really-trying#on-the-absence-of-true-fanatics