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by Wei Dai 29 days ago | Scott Garrabrant likes this | link | parent

We can solve the problem in what seems like the right way by introducing a basic notion of counterfactual, which I’ll write □→. This is supposed to represent “what the agent’s code will do on different inputs”. The idea is that if we have the policy of dancing when we see the money, M□→H is true even in the world where we don’t see any money.

(I’m confused about why this notation needs to be introduced. I haven’t been following all the DT discussions super closely, so I’d appreciate if someone could catch me up. Or, since I’m visiting MIRI soon, perhaps someone could catch me up in person.)

In the language of my original UDT post, I would have written this as S(‘M’)=‘H’, where S is the agent’s code (M and H in quotes here to denote that they’re input/output strings rather than events). This is a logical statement about the output of S given ‘M’ as input, which I had conjectured could be conditioned on the same way we’d condition on any other logical statement (once we have a solution to logical uncertainty). Of course, issues like Agent Simulates Predictor has since come up, so is this new idea/notation an attempt to solve some of those issues? Can you explain what advantages this notation has over the S(‘M’)=‘H’ type of notation?

It’s not clear where the beliefs about this correlation come from, so these counterfactuals are still almost as mysterious as explicitly giving conditional probabilities for everything given different policies.

Intuitively, it comes from the fact that there’s a chunk of computation in Omega that’s analyzing S, which should be logically correlated with S’s actual output. Again, this was a guess of what a correct solution to logical uncertainty would say when you run the math. (Now that we have logical induction, can we tell if it actually says this?)



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