I don’t think it’s usually reasonable to choose only one expected value estimate, though, and this to me is the main consequence of cluelessness. Doing your best will still leave a great deal of ambiguity if you’re being honest about what beliefs you think would be reasonable to have, despite not being your own fairly arbitrary best guess (often I don’t even have a best guess, precisely because of how arbitrary that seems). Sensitivity analysis seems important.
But really I think that (partly for that reason) we should just ditch the term “complex cluelessness” entirely, and think in terms of things like credal resilience, downside risk, skeptical priors, model uncertainty, model combination and adjustment, the optimizer’s curse, best practice for forecasting, and expected values given all that.
I would say complex cluelessness basically is just sensitivity of recommendations to model uncertainty. The problem is that it’s often too arbitrary to come to a single estimate by combining models. Two people with access to all of the same information and even the same ethical views (same fundamental moral uncertainty and methods for dealing with them) could still disagree about whether an intervention is good or bad, or which of two interventions is best, depending basically on whims (priors, arbitrary weightings).
At least substantial parts of our credences are not very sensitive to arbitrariness with shorttermist interventions with good evidence, even if on the whole the expected value is, but the latter is what I hope hedging could be used to control. Maybe you can do this just with longtermist interventions, though. A portfolio of interventions can be less ambiguous than each intervention in it. (This is what my hedging post is about.)
I don’t think it’s usually reasonable to choose only one expected value estimate, though, and this to me is the main consequence of cluelessness. Doing your best will still leave a great deal of ambiguity if you’re being honest about what beliefs you think would be reasonable to have, despite not being your own fairly arbitrary best guess (often I don’t even have a best guess, precisely because of how arbitrary that seems). Sensitivity analysis seems important.
I would say complex cluelessness basically is just sensitivity of recommendations to model uncertainty. The problem is that it’s often too arbitrary to come to a single estimate by combining models. Two people with access to all of the same information and even the same ethical views (same fundamental moral uncertainty and methods for dealing with them) could still disagree about whether an intervention is good or bad, or which of two interventions is best, depending basically on whims (priors, arbitrary weightings).
At least substantial parts of our credences are not very sensitive to arbitrariness with shorttermist interventions with good evidence, even if on the whole the expected value is, but the latter is what I hope hedging could be used to control. Maybe you can do this just with longtermist interventions, though. A portfolio of interventions can be less ambiguous than each intervention in it. (This is what my hedging post is about.)