If that’s correct, here are some places this conflicts with my intuition about how things should be done:
I feel awkward about the randomness is being treated essential. I’d rather be able to do something other than randomness in order to get my mild optimization, and something feels unstable/non-compositional about needing randomness in place for your evaluations… (Not that I have an alternative that springs to mind!)
I also feel like “worst case” is perhaps problematic, since it’s bringing maximization in, and you’re then needing to rely on your convex set being some kind of smooth in order to get good outcomes. If I have a distribution over potential utility functions, and quantilize for the worst 10% of possibilities, does that do the same sort of work that “worst case” is doing for mild optimization?
If that’s correct, here are some places this conflicts with my intuition about how things should be done:
I feel awkward about the randomness is being treated essential. I’d rather be able to do something other than randomness in order to get my mild optimization, and something feels unstable/non-compositional about needing randomness in place for your evaluations… (Not that I have an alternative that springs to mind!)
I also feel like “worst case” is perhaps problematic, since it’s bringing maximization in, and you’re then needing to rely on your convex set being some kind of smooth in order to get good outcomes. If I have a distribution over potential utility functions, and quantilize for the worst 10% of possibilities, does that do the same sort of work that “worst case” is doing for mild optimization?