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MixedNuts comments on Teachable Rationality Skills - Less Wrong
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Yet I've done better doing the opposite. When faced with incompatible courses of action that optimize different things, look for a third alternative that gets both. The choice doesn't have to be hard - even if the optimizing targets are "save the world" and "talk to cool people", frustration with the obviously right choice triggers a search for a third alternative as well.
I'd conclude that the most important skill is to stop, notice you're confused, and work out that it's because you're trying to optimize two goals. Whether you then optimize them separately, or find a third alternative, you'll probably do better than if you conflate "grades = learning" or "utilons = fuzzies" and try to optimize that non-existent conflation.