I’m interested in what decision theory is the best under the true distribution of future histories that lay ahead.
It appears you are not a Bayesian. There is no “true distribution”. Probability is subjective. The distribution depends on what is known. What is known will change (Some future histories will drop out of the “future history space”.) Which, of course, is the problem with choosing decision theories based on performance over some problem set (or rather problem measure space).
I do agree with you though, about how silly the present search for a decision theory looks from the outside. I would be charitable and suggest that the “search” is a fiction imposed for the sake of effective pedagogy, but that would, I fear, be wishful thinking on my part.
I definitely know that we don’t know the future, and further, that we don’t know the true distribution. Nonetheless, that’s still what I’m most interested in (I’ll settle for approximations).
It appears you are not a Bayesian. There is no “true distribution”. Probability is subjective. The distribution depends on what is known. What is known will change (Some future histories will drop out of the “future history space”.) Which, of course, is the problem with choosing decision theories based on performance over some problem set (or rather problem measure space).
I do agree with you though, about how silly the present search for a decision theory looks from the outside. I would be charitable and suggest that the “search” is a fiction imposed for the sake of effective pedagogy, but that would, I fear, be wishful thinking on my part.
I definitely know that we don’t know the future, and further, that we don’t know the true distribution. Nonetheless, that’s still what I’m most interested in (I’ll settle for approximations).
There is a fact of the matter.