PhilGoetz comments on Test Your Rationality - Less Wrong
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Suppose we did the experiments and found other policies more winning than rationality. Would you adopt the most winning policy?
If not, then admit that you value rationality, and stop demanding that it win.
I do have components of my utility function for certain rituals of cognition (as described in the segment on Fun Theory) but net wins beyond that point would compel me.
That would be a rational thing to do!