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Recommended Rationalist Reading

12 Post author: Eliezer_Yudkowsky 01 October 2007 06:36PM

From this month's Open Thread, Stirling Westrup asks:

There is much mention in this blog about Bayesian rationality, or the use of Bayes' methods in decision making. Now, I studied Bayes conditional probabilities in Statistics class in University many years ago, but my knowledge of the theory ends there. Can you recommend any good books on the subject?

In fact, do you folks have a recommended reading list (other than this blog, of course!) for those trying to identify and overcome their own biases?

I second the question.  My own recommendations will be found in the comments.

Comments (23)

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Comment author: Eliezer_Yudkowsky 01 October 2007 06:38:14PM 8 points [-]

Robyn Dawes, "Rational Choice in an Uncertain World", great intro for a popular educated audience.

The edited volumes "Judgment Under Uncertainty", "Heuristics and Biases", and optionally "Choices, Values, and Frames", in that order, for a survey of the research in heuristics and biases.

Probability theory for complicated problems that can be solved by calculus: E.T. Jaynes, "Probability Theory: The Logic of Science"

Probability theory and the structure of the real world exploited by tractable cognitive algorithms: Judea Pearl, "Probabilistic Reasoning in Intelligent Systems"

Some other books I found important on my journey:

"The Moral Animal" by Robert Wright, popular intro to ev-psych

"The Adapted Mind", especially "The Psychological Foundations of Culture", by Tooby and Cosmides (less popular ev-psych)

"Adaptation and Natural Selection" by George Williams (how to stop anthropomorphizing evolution)

"The Tao is Silent" by Raymond Smullyan (correct action does not have to be effortful or rigidly controlled)

Comment author: Tom3 01 October 2007 06:57:00PM 2 points [-]

Irrationality by Stuart Sutherland is pretty much this blog in book form.

Comment author: Jayson_Virissimo 27 September 2009 08:21:33AM *  1 point [-]

I would give that same description to The Nature of Rationality by Robert Nozick.

Comment author: Eric_Crampton 01 October 2007 08:43:07PM 3 points [-]

Robin Hanson runs a blog called "Overcoming Bias" at http://www.overcomingbias.com/ . It's heavily Bayesian. Hanson's the George Mason economist who invented prediction markets.

Comment author: Eric_Crampton 01 October 2007 08:45:36PM 3 points [-]

Damn it, perils of reading too many blogs at once on RSS; thought I was looking at another blog asking for cites on bayesianism. Elizer: feel free to delete both posts.

Comment author: Doug_Colkitt 01 October 2007 09:07:22PM 3 points [-]

Nassim Nicholas Taleb is a really good writer on this subject, especially with regards to the financial markets. You can either read the Black Swan or Fooled by Randomness (or both, but there is a lot of overlap, personally I think Fooled by Randomness is a better read, although the ideas in the Black Swan are a little more developed).

If you want to get technical, my textbook: Jay Devore, Probability and Statistics for the Engineering and Sciences is an excellent treatment of the subject and begins at the most basic level and covers many advance subjects. I think any econometrics textbook is good too, as the skills you learn apply not just to economic time series but in general when thinking about how to synthesize observed data into a descriptive model.

Comment author: Eliezer_Yudkowsky 01 October 2007 09:08:21PM 2 points [-]

Eric: Can't I keep them, please? (If not, I'll delete all four comments, I guess.)

Comment author: Gray_Area 01 October 2007 09:17:40PM 3 points [-]

"Causality" by Judea Pearl is an excellent formal treatment of the subject central to empirical science.

Comment author: Chris_Hibbert 01 October 2007 10:08:31PM -1 points [-]

W. W. Bartley's "The Retreat to Commitment" is the best book on epistemology, bar none, in my opinion. He fixes a small bug in Popper's Critical Rationalism, to suggest that even the epistemic approach should be subject to criticism, and produces Pan-Critical Rationalism (hence my blog's title: pancrit.org). He then proceeds to attack PCR from every direction he can think of.

Extreme Bayesianism may be a more modern incarnation of the approach, but the history of rationalism and the description of how to evaluate your rationality is truly valuable, and hasn't been replicated in the current context.

Comment author: Robin_Hanson2 01 October 2007 11:36:11PM 13 points [-]

My general advice for undervalued reading: textbooks. Go to your nearest college bookstore, sit in the aisles, and browse and read textbooks on your main subjects of interest. Until you've read and understood textbooks, why bother with anything else?

Comment author: Eliezer_Yudkowsky 01 October 2007 11:40:05PM 6 points [-]

Got any specific textbooks to recommend?

(Seconding the general principle, but it can be hard to find the good textbooks.)

Comment author: anonymous4 02 October 2007 12:02:16AM 1 point [-]

The best textbooks ever are "The Feynman Lectures On Physics"

Comment author: Anders_Sandberg 02 October 2007 12:42:46AM 3 points [-]

I constantly buy textbooks and use them as bedtime reading. A wonderful way to pick up the fundamentals (or at least a superficial familiarity) with many subjects. However, just reading any textbook is unlikely to actually give a great insight into any field. Doing exercises, and in particular having a teacher or mentor point out what is important, is necessary for actually getting anywhere.

To add at least some thread-relevant material, I'd like to recommend Eliezer's web page "An Intuitive Explanation of Bayesian Reasoning" at http://yudkowsky.net/bayes/bayes.html

I'm reading Piattelli Palmarini's "Inevitable Illusions" right now, but I'm not that impressed so far. Most of the contents seem to be familiar from this list.

Comment author: Venu 02 October 2007 03:48:00AM 0 points [-]

Eliezer:'Probability theory and the structure of the real world exploited by tractable cognitive algorithms: Judea Pearl, "Probabilistic Reasoning in Intelligent Systems"'

Is the use of the phrase "cognitive algorithms" intended to mean that these algorithms are plausibly implemented in our own brains?

Comment author: Shakespeare's_Fool 02 October 2007 04:38:48AM 0 points [-]

I have been looking for 2 texts on the design of experiments. One that can be used by non-statisticians like graduate students in physics, chemistry, economics and the like. Another to introduce the non-mathematical to the field. One group who I think could benefit from the design and analysis of experiments are some people I know who run microcredit operations. Any suggestions? John

Comment author: g 02 October 2007 09:27:08AM 0 points [-]

I thought "Inevitable Illusions" was terrible. Full of smugness of the "ha ha, look how stupid you are" variety, and (appropriately, I guess) vitiated by reasoning errors of its own. (See a brief analysis of one glaring example; those who are fluent with probability calculations will find it a bit laborious.)

Comment author: Alex3 02 October 2007 01:15:45PM 0 points [-]

"Perception and Misperception in International Politics" by Robert Jervis.

Comment author: Adam 02 October 2007 03:14:23PM 0 points [-]

I have to recommend Eliezer's essay on his web site An Intuitive Explanation of Bayesian Reasoning. I am sure that everything on there (yudkowsky.net) is well worth reading, but I haven't gotten to anything else yet.

Comment author: R._Gutzeit 03 October 2007 06:57:55PM 3 points [-]

For a lay reader looking for an introduction to ev-psych, I advise against Wright's "The Moral Animal", suggested in Eliezer's first comment. It's been several years since I read it, but I remember it being boring, unenlightening, and bogged down with biographical vignettes of Charles Darwin. It might be a good intro for people who enjoy history and literature more than science texts, but this is pure speculation--I know few of these people and rarely give them books. If you want a light intro without the fluff, I'd suggest "Evolutionary Psychology: An Introduction" by Workman and Reader, a completely nontechnical textbook that actually spends more time explaining ev-psych than trying to convince the reader it's not an evil, misogynistic pseudoscience. It's the sort of text high-school (or even middle-school) teachers would use in a parallel universe where "evolutionary psychology" has a redundant adjective.

Comment author: Kaj_Sotala 06 October 2007 02:18:36PM 1 point [-]

Ev-psych seems to get advertised a lot around here, so it might be good to add David Buller's Adapting Minds: Evolutionary Psychology and the Persistent Quest for Human Nature, a criticism of evolutionary psychology, to the reading list. (After that, of course, do also read Debunking Adapting Minds, the criticism of the criticism.)

Comment author: Eliezer_Yudkowsky 22 June 2008 02:03:32AM 1 point [-]

An oldie but goodie that I forgot to add: Language in Thought and Action by S. I. Hayakawa.

Comment author: RickJS 23 April 2010 04:16:24AM *  3 points [-]

E.T. Jaynes, Probability Theory: The Logic of Science

and make sure you get the "unofficial errata"