Having since started learning about Infra-Bayesianism, my initial impression is that it’s a formal and well-structures mathematical formalism for doing of exactly the kind of mechanism I sketched above for breaking the Optimizer’s Curse, by taking the most pessimistic view of the utility over Knightian uncertainty in your hypotheses set.
Having since started learning about Infra-Bayesianism, my initial impression is that it’s a formal and well-structures mathematical formalism for doing of exactly the kind of mechanism I sketched above for breaking the Optimizer’s Curse, by taking the most pessimistic view of the utility over Knightian uncertainty in your hypotheses set.