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Qiaochu_Yuan comments on Against utility functions - Less Wrong Discussion
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But does it in fact do that? To the extent that you believe that humans are bad Bayesians, you believe that the environment in which humans evolved wasn't constantly Dutch-booking them, or that if it was then humans evolved some defense against this which isn't becoming perfect Bayesians.
I do suspect that our thousand shards of desire being contradictory and not resolving is selected for, in that we are thus money-pumped into propagating our genes.