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robzahra comments on Winning is Hard - Less Wrong
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Whpearson----I think I do see some powerful points in your post that aren't getting fully appreciated by the comments so far. It looks to me like you're constructing a situation in which rationality won't help. I think such situations necessarily exist in the realm of platonic possibility. In other words, it appears you provably cannot always win across all possible math structures; that is, I think your observation can be considered one instance of a no free lunch theorem.
My advice to you is that No Free Lunch is a fact and thus you must deal with it. You can't win in all worlds, but maybe you can win in the world you're in (assuming it's not specially designed to thwart your efforts; in which case, you're screwed). So just because rationality has limits, does not mean you shouldn't still try to be rational. (Though also note I haven't proven that one should be rational by any of the above).
Eli addressed this dilemma you're mentioning in passing the recursive buck and elsewhere on overcoming bias)
My point is slightly different from NFL theorems. They say if you exhaustively search a problem then there are problems for the way you search that mean you will find the optimum last.
I'm trying to say there are problems where exhaustive search is something you don't want to do. E.g. seeing what happens when you stick a knife into your heart or jumping into a bonfire. These problems also exist in real life, where as the NFL problems are harder to make the case that they exist in real life for any specific agent.
Wh- I definitely agree the point you're making about knives etc., though I think one intepretation of the nfl as applying not to just to search but also to optimization makes your observation an instance of one type of nfl. Admittedly, there are some fine print assumptions that I think go under the term "almost no free lunch" when discussed.