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MichaelVassar comments on The Cognitive Costs to Doing Things - Less Wrong
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Note that most of these are more like muscles. You deplete in the short term but build in the long term.
I would say that the circuits that generate the neuroticism reaction are deep seated and pretty resistant to training. We can probably develop conscious methodology to understand and work around them, but not train them directly. I think in general it's one of those evolutionary circuits who's design is a bit outdated. Mostly I think it was tuned for an environment where angering people higher in the social order had much higher stakes for your survival, not for an environment with police and 401k's.
Rejection therapy seems to be designed for training the neuroticism reaction. I haven't used it myself, so I might be getting some specifics wrong (including about the efficacy of it) but one of the methods I've seen is a box of cards with instructions on them. "Before purchasing something, ask for a discount." In my part of the US, at least, haggling is more or less not done. Following the instruction will break the standard social mold, and I'd expect in most cases, you won't get the discount. You would, however, be taking a risk, having it not pay off, and having the end result be underwhelming compared to the social cost anticipated by your neuroticism circuits. I'd imagine having an instruction on a card would apply pressure to conform to it, as well, a la Milgram. If nothing else, in the long term I'd expect it to give you a lot more evidence to draw from when anticipating the social cost of any given action.
Sounds like something that could be useful for rationality boot camp.
I'd love to do some rejection therapy. There might need to be some caution in applying it in a group setting though. I know for me it would be much easier (and hence much less useful) to do things like asking for a discount if there is a social group behind me to back me up (even if they are out of sight).
Anecdotally, I've found that having a social group behind you is actually really helpful.
My church actually had us go to a sex shop and purchase safe sex supplies, so that we'd learn to overcome our social anxiety around it. Given I was asexual and probably around 14, it was a pretty embarrassing thing to do. Knowing that all of my youth group peers would make fun of me for failing outweighed that social anxiety, though.
Going through that really did seem to help disarm a lot of the anxiety, if only by having an actual positive interaction I could point to and say "See? Nothing bad happened!"
Agreed, though I think a lot of that has to do with building the habit of doing something (or of doing new things). If you do one new thing a day that scares you and requires significant activation energy, after a while you'll expect it, and require less activation energy to make yourself do it.
Evidence that willpower can be trained - see also a comment by Unnamed.
You hear a lot of advice from high-willpower people that you should just try harder and you'd be like them. I think it's hard to support a claim bigger than "you'll get better at doing this type of task more efficiently" (something a lot more specific than "things requiring willpower"). I know that studies attempt to use a different post-intervention test, but they're usually so similar that the interpretations of the studies can be narrowed if you're not feeling generous.