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CronoDAS comments on Positive Queries - How Fetching - Less Wrong
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Do you have a jacket with a zipper pocket? (Weather permitting.)
Also: keep a single spare key in your wallet.
I just realized this is a great example of pushing sideways - instead of looking for ways not to lose keys, I should look for ways to always have a key available.
This is my favored strategy right now - get lots of spare keys if they're cheap, and keep them everywhere plausible.
After coming close to being unable to pay at a restaurant once, I do this with money, and it works well. It's not cheap in the same way, so I do have to only put it in places where I'll remember to retrieve it later (usually just in an inner pocket of each of my frequently-used bags). But, having extra money with me that doesn't go into my "do I have enough for this outing" calculation has saved me some worrying.
Actually, I guess this is a general strategy for stuff you might unexpectedly need, or might loose the first copy of. I've also done it with travel documents, (non-perishable) snacks, medicine, and a few other things. Usually I just put a couple copies in each purse or backpack, though; I haven't tried many creative hiding places.
Don't forget this applies to computer files as well, and in a more extreme way since it's really easy to copy them around at no cost!
Losing keys has two problems. The first is that you can't open the lock, the second is that there's a chance that now someone else can open the lock, if they find your keys and are nefarious. It reminds me of Type 1 and Type 2 errors. Having more keys reduces the risk of "An authorised person is not able to open the lock" by increasing the risk of "An unauthorised person is able to open the lock".
Consider this trade-off carefully.
They need two informational keys to open any lock. The first is the physical key. The second is the knowledge of which of the billions of locks in the world is opened by this key, and how to find it.
I think if I lose an unmarked physical key, I'm still okay.
Lost keys are likely to be found in places you frequent. Sometimes this won't provide much information about where the matching lock is; sometimes it'll provide a great deal. There's a big difference between losing your house keys in a coffee shop twenty miles away and losing them in your driveway.
Generally I think I'd be more concerned about car keys than house keys; not only will you typically not stray far from your vehicle when using it, but testing for a match looks a lot less suspicious and many keys come with features intended to make it easier to find the matching lock.
No, but for my next informal jacket purchase I will favor zippered pockets.
I slightly favour this; in practice I favour deeper pockets, too. Deep pockets and stretchy material (plus a habit of paying attention to possessions) equals almost a 0% chance of losing keys. I did leave my keys on the ground outside a bar once, when biking home–I had reached into my pocket to get my bike lights, and it was the same pocket as my keys, and I must have forgotten to do the quick-pat-keys-still-there, maybe because I'd had a few drinks.
I'm not sure whether the difference is actually deep stretchy pockets, though, or the habit of patting my key and phone pockets frequently.
I use a slight variant of this. Deep enough pockets, with my wallet placed in on top of my keys. It's slightly more work to access the keys, since I have to remove the wallet first, but that also means they can't easily fall out. In fact, I've only ever once lost keys with this strategy, and that was due to locking them inside a house with a deadlock.
Better than keys-below-wallet is keys-inside-wallet. I acquired a second wallet-like thing (just looked it up now, it looks like this kind of thing is usually sold as a "phone pouch"), in which I put my keys, a couple access card for electronic locks, and a library card. It sits flat in my back pocket and is generally noticeable when and only when I think about it.