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Pettigrew Conditionalization

The document presents a new argument for the Bayesian norm of conditionalization, proposing that it is justified through accuracy-dominance rather than expected accuracy. It argues that failing to conditionalize leads to logical inconsistency and sets one up for epistemic failure, similar to how poor monetary decisions can lead to guaranteed losses. The paper critiques existing arguments for conditionalization that rely on expected accuracy and aims to establish a more robust foundation for the norm based on consistency and inaccuracy measures.

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0% found this document useful (0 votes)
6 views30 pages

Pettigrew Conditionalization

The document presents a new argument for the Bayesian norm of conditionalization, proposing that it is justified through accuracy-dominance rather than expected accuracy. It argues that failing to conditionalize leads to logical inconsistency and sets one up for epistemic failure, similar to how poor monetary decisions can lead to guaranteed losses. The paper critiques existing arguments for conditionalization that rely on expected accuracy and aims to establish a more robust foundation for the norm based on consistency and inaccuracy measures.

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Glauber De Bona
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© All Rights Reserved
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Available Formats
Download as PDF, TXT or read online on Scribd

An Accuracy-Dominance Argument

for Conditionalization

June 30, 2016

Abstract

Epistemic decision theorists aim to justify Bayesian norms by ar-

guing that these norms further the goal of epistemic accuracy—having

beliefs that are as close as possible to the truth. The standard defense

of probabilism appeals to accuracy-dominance: for every belief state

that violates the probability calculus, there is some probabilistic belief

state that is more accurate, come what may. The standard defense

of conditionalization, on the other hand, appeals to expected accu-

racy: before the evidence is in, one should expect to do better by

conditionalizing than by following any other rule. We present a new

argument for conditionalization that appeals to accuracy-dominance,

rather than expected accuracy. Our argument suggests that condition-

alization is a rule of diachronic coherence: failing to conditionalize is

not just a bad response to the evidence; it is also inconsistent.

1
1 Introduction
Epistemic decision theorists hold that partial belief aims at achieving

accuracy, or closeness to the truth. In other words, belief aims at

avoiding inaccuracy, or distance from the truth. Formally, we can

characterise a measure of inaccuracy Is (c, A) as a function of three

arguments:

A credence function c whose inaccuracy is assessed. We follow the

usual assumption that c is defined over an algebra of proposi-

tions, or sets of worlds. We will not assume that c is a probability

function—only that its range is a set of real numbers.

A state of the world s against which c’s inaccuracy is assessed. c’s

inaccuracy depends partly on what c says about the world, and

partly on how the world turns out. A state of the world is a

proposition which, for every proposition A in c’s domain, entails

either A or its negation. We will assume that states of the world

form a partition on the set of worlds—in each world, exactly one

state obtains.

A domain A of propositions about which c may be accurate or in-

accurate. Epistemic decision theorists have tools for comparing

inaccuracy between credence functions with the same domain,

but it is not clear that these tools allow for meaningful compar-

isons across domains (see [Carr, 2015] for a discussion of some of

the difficulties). When discussing the inaccuracy of a credence

2
function with respect to its entire domain, we will omit the do-

main argument, and write Is (c). For simplicity’s sake, we focus

our discussion on credence functions with finite domains.

Among the many ways of measuring inaccuracy, one class of mea-

sures is often singled out for special interest. This is the class of proper

scoring rules, which obey the following four constraints.


Pn
Separability Is (c, {A1 , A2 , . . . An }) = i=1 Is (c, {Ai })

Strict Propriety For every credence function p that obeys proba-

bilism, and every credence function q 6= p with the same domain

as p,

X X
p(s)Is (p) < p(s)Is (q)
s∈S s∈S

Extensionality If vs (A) = vs (B) and c(A) = c(B), then Is (c, {A}) =

Is (c, {B}) (where vs is the valuation function at the state of the

world s—that is, vs (A) = 1, if s entails A; and vs (A) = 0, if s

entails ¬A).

Continuity Is (c, {A}) is a continuous function of the credence that

c assigns to A.

Separability requires that the inaccuracy of a belief state be decompos-

able as a sum of the state’s inaccuracies about different propositions

in the domain; this makes the inaccuracy measure additive. Strict

Propriety requires that probability functions be ‘smug’ by assigning

themselves higher expected accuracy than any other credence func-

3
tion. Extensionality, which requires that a believer’s accuracy about

a proposition depend only on the believer’s credence in the propo-

sition and its truth value, is typically tacitly assumed by epistemic

decision theorists; so is Continuity, which requires that the accuracy

of an individual credence varies continuously with the credence.

Here is the Brier score, the most famous of the proper scoring rules

(but not the only one).

X
Is (c) = (vs (A) − c(A))2
A∈A

Using the assumption that the correct measure of inaccuracy is

a proper scoring rule, epistemic decision theorists are able to defend

many common norms. Predd et al. [2009] argue for probabilism, the

view that credence functions should conform to the probability calcu-

lus, by appealing to accuracy-dominance considerations. The follow-

ing properties play a central role in their argument.

Strong Accuracy-Dominance c is strongly accuracy-dominated iff

there exists some other some credence function c∗ with the same

domain as c, such that

• for all states s,

Is (c∗ ) < Is (c)

Weak Accuracy-Dominance c is weakly accuracy-dominated iff there

exists some other some credence function c∗ with the same do-

main as c, such that

4
• for all states s,

Is (c∗ ) ≤ Is (c),

• and for some state s,

Is (c∗ ) < Is (c).

Someone who aims at accuracy should avoid credence functions that

are even weakly accuracy-dominated. Predd et al. [2009] show that

probabilism is necessary and sufficient for avoiding accuracy-dominance:

every non-probability function is strongly accuracy-dominated by a

probability function, while no probability function is even weakly

accuracy-dominated by any other credence function.

Arguments for norms other than probabilism typically do not ap-

peal to dominance reasoning. The epistemic utility argument for the

Principle of Indifference appeals to minimax reasoning [Pettigrew,

2014]; while arguments for other norms—including conditionalization

[Greaves and Wallace, 2006, Easwaran, 2013, Leitgeb and Pettigrew,

2010], reflection [Easwaran, 2013], conglomerability [Easwaran, 2013],

and the Principal Principle [Pettigrew, 2013]—appeal to considera-

tions of expected accuracy. In expected accuracy arguments, the idea

is that, from the standpoint of some particular probability function,

obeying the norm is a better epistemic bet than violating it. Unlike

accuracy-dominance, expected accuracy is defined only relative to a

probability function.

It is often claimed that failure to conditionalize is a form of logical

inconsistency over time [Armendt, 1992] [Christensen, 1991, 1996],

5
[Lewis, 2010]. (Much of the subsequent debate centers on whether

there is anything wrong with logical inconsistency over time.) In light

of expected accuracy arguments, this claim about logical consistency

is puzzling. It may be unreasonable to take a lousy bet, but there is

nothing logically inconsistent about doing so—for all anyone knows,

you might win a fortune at the casino, and your scratch lotto ticket

might pay off.

An accuracy-dominance argument for conditionalization, on the

other hand, would suggest that failure to conditionalize is a form of

logical inconsistency.1 Just as there is something inconsistent about

preferences that leave a person vulnerable to a sure monetary loss

(independently of how contingent events turn out), there is something

inconsistent about a belief-like state that leaves a person vulnerable

to a sure loss of accuracy (independent of how contingent events turn

out). To be inconsistent is to set oneself for epistemic failure, come

what may.

A way of understanding the difference between inconsistency and

mere unreasonableness is that norms of consistency take wide scope,

while requirements of reasonableness take narrow scope. If condi-

tionalization is a requirement of consistency, then what you ought to

do is: adopt a prior credence function and a plan for updating on

your evidence, such that your planned later credence is guaranteed to

be equal to your earlier credence conditional on subsequent evidence.


1
Vineberg [2001] makes an exactly analogous point about accuracy-dominance argu-
ments for probabilism.

6
If conditionalization is a requirement of reasonableness, on the other

hand, what you ought to do when you have a particular prior credence

function is: plan to conditionalize on that prior credence function.

A few caveats are in order. First, conditionalization may be both

a requirement of consistency (when read in wide-scope form) and a

requirement of reasonableness (when read narrow-scope form). So

while our conclusion can’t be established by existing arguments for

conditionalization, nothing in our argument shows that the existing

arguments are unsound. Second, even if conditionalization is a re-

quirement of consistency, it may sometimes be rational to be incon-

sistent and violate conditionalization. As Vineberg [1997] points out,

a flawed agent who can’t help holding an unreasonable attitude may

have to choose between making her attitudes consistent with the un-

reasonable attitude, and thereby more unreasonable, or making her

attitudes reasonable, but thereby more inconsistent because of the un-

reasonable attitude’s fixity. Since consistency may not always trump

reasonableness, consistency may not always be rationally required.

Still, there is value in establishing that conditionalization is (among

other things) a requirement of consistency. Thinking of conditional-

ization this way can provide insight into what the norm requires of

us (something wide-scope), why we should conditionalize (for many

of the same reasons that we should conform to the probability ax-

ioms), and when the norm of conditionalization is trumped by other

requirements (in cases where reasonableness is more important than

7
consistency, and we can’t have both).

In the next section, we will consider a representative expected-

accuracy argument for conditionalization, by Greaves and Wallace

[2006]. We will then adapt key elements of the authors’ framework

to create a new accuracy-dominance argument.

2 Greaves and Wallace


Greaves and Wallace [2006] begin by assuming that every agent has

a prior credence function c0 , held at time t0 , and assumed to be

a probability function, and

an evidence partition E = {E1 , E2 . . . En } where each member of

E is a proposition that the believer might learn between t0 and

a later time t1 .

Agents are then meant to choose among the range of

credal acts, or functions aE mapping members of E to probability

functions with the same domain as c0 .2

On the intended interpretation, each credal act is a plan about which

credence function to adopt at t1 in light of evidence received between

t0 and t1 . The plan may call for different credences to be adopted

depending on which evidence is received. If aE (E) = c, the plan

represented by aE tells the believer to adopt credence function c if she

learns that E.
2
we use “credal acts” to refer to what Greaves and Wallace call “available credal acts”.

8
Within this framework, Greaves and Wallace can define condition-

alization.

A conditionalization plan for an initial credence function c0

is an act that maps E ∈ E to c0 (·|E) whenever c0 (E) > 0. That

is, aE is a conditionalization plan for c0 if c0 (A∩E) = c0 (E)aE (A)

for all propositions A on which c0 is defined.

Next, they extend the definition of inaccuracy. Not only can we

measure the inaccuracy of a credence function at a state of the world;

we can also measure the inaccuracy of a credal act at a state of the

world. Remember: E is a partition. So, every state of the world s

entails exactly one evidence proposition E. Therefore, a believer who

performs a credal act aE at state s will end up adopting whichever

credence function aE assigns to E. (We can write this credence func-

tion as cE .) So the accuracy of act aE in state s is just the accuracy of

aE (E), for whichever E is entailed by s—that is, Is (cE ) = Is (cE (E)).

The measure of inaccuracy for credence functions thus uniquely de-

termines the measure of accuracy for credal acts.

Using two additional assumptions, Greaves and Wallace argue that

believers are rationally required to conditionalize. The first of these

assumptions is Propriety. The second assumption is

Minimize Expected Inaccuracy A believer with credence func-


They also consider a more-fine grained model in which credal acts are functions from states
to probability functions. The objects that we are calling “credal acts” can be embedded in
the fine-grained model, but the fine-grained model contains additional unavailable credal
acts. Since the unavailable credal acts do not correspond to viable epistemic plans, we
will henceforth ignore them.

9
tion c0 is rationally required to choose the credal act that mini-

mizes the expected degree of inaccuracy from the vantage point

of c0 , where this is defined as follows:


P
expc0 (I) = s∈S c0 (s)Is (cE )

From Propriety, Greaves and Wallace derive two consequences: first,

every conditionalization plan on c0 has the same expected inaccuracy

from the vantage point of c0 ; second, from the vantage point of c0 ,

every conditionalization plan on c0 has lower expected inaccuracy than

every credal act that isn’t a conditionalization plan on c0 . So, given

the norm Minimize Expected Inaccuracy, believers with probabilistic

credences are rationally required to plan to conditionalize.

The argument succeeds if Minimize Expected Inaccuracy is true,

but its reliance on Minimize Expected Inaccuracy is a weak point.

Greaves and Wallace had to define expected inaccuracy in terms of

the initial credence function c0 . And we might wonder: what’s so

special about c0 ?

Perhaps c0 is special because it is the credence function uniquely

supported by the evidence. But in that case, Greaves and Wallace

have not shown that conditionalization is a norm governing all par-

tial believers. They have shown that partial believers whose credence

functions are uniquely best supported by the evidence ought to con-

ditionalize.

Or perhaps c0 is special because of the relation that believers bear

to their own credence functions. If you choose an act with lower ex-

10
pected value over an act with higher expected value, you are being in-

strumentally irrational. And if the value in question is epistemic, then

you are being epistemically irrational. This version of the argument

shows that there is something epistemically foolhardy about failing

to conditionalize, but it doesn’t establish that conditionalization is a

norm of logical consistency. It’s perfectly consistent to perform an

act with low expected utility, like playing the lottery or pursuing the

career in arts; for many people, it even ends well.3

We propose that we can do better: we can establish that violating

conditionalization is not just a bad idea, but inconsistent. We can do

this using an accuracy-dominance argument, which does not rely on

assuming anything about a particular initial credence function c0 . To

accomplish this, we will need to extend the concept of inaccuracy.

3 A New Accuracy-Dominance Argu-

ment

3.1 Framework

Like Greaves and Wallace, we will assume that each agent is endowed

with a set of epistemically possible states of the world, and an evi-


3
[Redacted for review] suggests that we might supplement the second version of the
expected accuracy dominance argument with the observation that, no matter what beliefs
you adopt consistent with the probability calculus, planning to do anything other than
conditionalize is foolhardy by your own lights. Perhaps this argument does establish
conditionalization as a norm of consistency. Our accuracy-dominance argument operates
by an interestingly different mechanism.

11
dence partition E. However, we will not assume that each agent is

endowed with a fixed initial credence function, or that she chooses

among epistemic acts. Instead, we assume that she chooses among a

set of

credal strategies, or sequences consisting of an initial credence func-

tion c0 and a credal act aE .

On our intended interpretation, an epistemic strategy is a two-stage

plan which specifies which credence function the believer will adopt

at t0 , before the evidence is in, and which credence function she will

adopt at t1 , after she has learned which E ∈ E is true.

The key conceptual move is to switch from measuring the inaccu-

racy of credal acts, at states, to measuring the inaccuracy of credal

strategies, also at states. This is a larger conceptual step than the

switch from measuring the inaccuracy of credence functions to mea-

suring the inaccuracy of credal acts. Given a way of measuring inac-

curacy for credence functions, we could pin down a unique right way

of measuring inaccuracy for credal acts. But to pin down a unique

right way of measuring inaccuracy for credal strategies, we need one

more assumption:

Temporal Separability Is (hc0 , aE i) = Is (c0 ) + Is (aE )

Temporal Separability generalizes separability; it says that the inaccu-

racy of a strategy, i.e., a pair of credal acts, is a sum of the inaccuracies

of the two acts in the strategy.

Once we assume Temporal Separability, any way of measuring in-

12
accuracy for individual credence functions uniquely determines the

inaccuracy of any pair of credence functions at a state, and therefore

uniquely determines the inaccuracy of any credal strategy at any state.

Within this framework, we can define a set of conditionalizing

strategies, and a set of probabilistic strategies.

Conditionalizing strategies are those strategies hc0 , aE i such that,

for all A ∈ A and E ∈ E, if c0 (E) > 0,

c0 (A ∩ E)
aE (A) = c0 (A|E) =
c0 (E)

In other words, for all A ∈ A and E ∈ E,

c0 (A ∩ E) = c0 (E) × aE (A)

Probabilistic strategies are those strategies hc0 , aE i such that c0 is

a probability function, and so is aE (E), for each E ∈ E.

Given the assumptions of Separability, Temporal Separability, Strict

Propriety, Extensionality, and Continuity, we can prove that every

non-probabilistic strategy is weakly accuracy-dominated by some prob-

abilistic, conditionalizaing strategy; every non-conditionalizing strat-

egy is strongly accuracy-dominated dominated by some probabilistic,

conditionalizing strategy; and no probabilistic, conditionalizing strat-

egy is weakly accuracy-dominated by any other strategy.

The key conceptual move is to shift the object of evaluation from

credal acts at a single time, to credal strategies that extend across

13
time. At this point, skeptics about conditionalization may look askance.

Should credal strategies be subject to rational evaluation? Why should

rationality require anyone to be consistent over time? Someone who

was consistent yesterday, and is consistent today, has done enough to

satisfy the demands of rationality.

But notice: the argument doesn’t just assume that believers should

be consistent over time; it provides a reason for consistency over time.

At any given time, it is better to have accurate beliefs than to have

inaccurate ones. Furthermore, it is better for a person to be more

accurate over the course of a lifetime (in total or on average), than it

is for that person to be less accurate. The accuracy-dominance argu-

ment for conditionalization justifies norms of diachronic consistency

by appealing to the value of diachronic accuracy.

Of course, skeptics could still dig their heels in, and insist that what

matters is accuracy at a time—that accuracy across time is irrelevant.

Or they could argue that, while being accuracy-dominated across time

is unfortunate, it is a misfortune that no one can be blamed for—

since the problem is not the believer’s credence function at any one

time, but rather, a global property of her behavior across time. We

are not sure how to adjudicate this debate with the skeptic. The

accuracy-dominance argument is an improvement on arguments that

rely on the claim that rational beings are subject to diachronic norms

of consistency, but it is not yet a proof of conditionalization based on

self-evident premises. It shows, at least, where the controversy should

14
lie.

Below, we sketch the theorem and the rationale for it; the knottier

details of the proof are relegated to a technical appendix.

3.2 Theorem

Theorem 1 Let I be a measure of inaccuracy satisfying Separabil-

ity, Temporal Separability, Strict Propriety, Extensionality, and

Continuity, and let hc0 , aE i be a credal strategy. Then

(I) For each credal strategy that is not probabilistic, there is an

alternative credal strategy that is probabilistic and condi-

tionalizing that weakly accuracy-dominates it, and further-

more, for each credal strategy that is not conditionalizing,

there is an alternative credal strategy that is probabilistic

and conditionalizing that strongly accuracy-dominates it.

(II) For each credal strategy that is probabilistic and condition-

alizing, there is no alternative credal strategy whatsoever

that even weakly accuracy-dominates it.

Proof of Theorem 1(II)

The second conjunct of the theorem is straightforward to prove in

the main text. We suppose that the credal strategy hc0 , aE i is proba-

bilistic and conditionalizing, and show that it is not weakly accuracy-

dominated.

By Propriety and the supposition that c0 is a probability function,

15
c0 assigns itself a strictly higher degree of expected accuracy than

any other constant act. By Greaves and Wallace’s result, aE enjoys

maximal expected accuracy from the vantage point of c0 . So, by

Temporal Separability, hc0 , aE i enjoys minimal expected inaccuracy

from the vantage point of c0 . But a strategy that weakly accuracy-

dominated hc0 , aE i would have expected inaccuracy greater than or

equal to I(hc0 , aE i). Therefore, no other strategy weakly accuracy-

dominates hc0 , aE i.

Sketch of Theorem 1(I)

The first half of theorem 1 is somewhat complicated to prove, but the

basic proof strategy is as follows. We first show

(I’) For each credal strategy that is not probabilistic, there is an al-

ternative credal strategy that weakly accuracy-dominates it, and

furthermore, for each credal strategy that is not conditionaliz-

ing, there is an alternative credal strategy that is probabilistic

and conditionalizing that strongly accuracy-dominates it.

Then, later, we show that at least one of the weakly (or strongly)

accuracy-dominating strategies must be probabilistic and conditional-

izing.

The argument for (I’) relies on three observations. First, inaccu-

racy can be re-expressed in terms of distance from the truth. Second,

measures of distance called Bregman divergences which bear an math-

ematical relationship to proper scoring rules, all have the following

16
property: given a set of points (which roughy correspond to truth

valuation functions at different possible worlds) and a point outside

the convex hull of those points (which can be interpreted as a non-

conditionalizing credal strategy), there is a point inside the convex hull

(roughly corresponding to some other credal strategy) which is closer

than the point outside to all the points in the original set. Third,

non-conditionalizing credence functions are always outside the convex

hull of the objects that correspond mathematically to the epistemic

possibilities.

The upshot of these three observations is that for every non-conditionalizing

strategy outside the convex hull of the things corresponding to the

epistemic possibilities, there is some other strategy, corresponding to

a point inside the convex hull, which is closer all the epistemic possi-

bilities than the original strategy. So this new strategy dominates the

old one.

Details and subtleties are discussed in the appendix.

4 Conclusion
We have provided a new and illuminating argument that Condition-

alization governs the correct response to new evidence. While Condi-

tionalization itself is widely accepted, the reasons for conditionalizing

are still subject to dispute. It is more than merely a pragmatic norm—

the reasons for conditionalizing go beyond the fact that it is profitable.

But philosophers disagree about the deeper reasons to conditionalize.

17
Our argument provides an answer: failing to conditionalize involves an

inconsistency between a believer’s credences, and her dispositions to

change her mind in response to new evidence. Any strategy that con-

flicts with Conditionalization is self-defeating: it results in achieving

lower accuracy than an available alternative, come what may.

The key move in the argument was to generalize the concept of

accuracy twice over. First, we took advantage of Greaves and Wal-

lace’s idea of measuring the accuracy of credal acts, in addition to

credence functions. Next, we generalized the concept of accuracy to

apply to strategies, or sequences of credal acts, in addition to indi-

vidual acts. Together, these steps allowed us to prove an accuracy-

dominance theorem for Conditionalization, using the assumption of a

proper, separable measure.

Armed with these new concepts, it is possible to show not just that

Conditionalization is a norm of rationality, but also something about

why. Conditionalization is not just a good idea—it’s a law of coherent

updating.

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David Lewis. Why Conditionalize? In Antony Eagle, editor, Philoso-

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5 Appendix: Proof of Theorem 1(I)


Recall our

Theorem 1 Let I be a measure of inaccuracy satisfying Separabil-

ity, Temporal Separability, Strict Propriety, Extensionality, and

Continuity, and let hc0 , aE i be a credal strategy. Then

20
(I) For each credal strategy that is not probabilistic, there is an

alternative credal strategy that is probabilistic and condi-

tionalizing that weakly accuracy-dominates it, and further-

more, for each credal strategy that is not conditionalizing,

there is an alternative credal strategy that is probabilistic

and conditionalizing that strongly accuracy-dominates it.

(II) For each credal strategy that is probabilistic and condition-

alizing, there is no alternative credal strategy whatsoever

that even weakly accuracy-dominates it.

We Our argument adapts and generalizes the proof in [de Finetti,

1974].

We begin by proving something that appears weaker than (I):

(I’) For each credal strategy that is not probabilistic, there is an al-

ternative credal strategy that weakly accuracy-dominates it, and

furthermore, for each credal strategy that is not conditionaliz-

ing, there is an alternative credal strategy that is probabilistic

and conditionalizing that strongly accuracy-dominates it.

Then, later, we will show that at least one of the weakly (or strongly)

accuracy-dominating strategies must be probabilistic and conditional-

izing.

We first suppose that hc0 , aE i is non-probabilistic, and show that it

is weakly accuracy-dominated. We then suppose that hc0 , aE i is either

non-conditionalizing, and show that it is strongly accuracy-dominated.

Let’s suppose that E = {E1 , . . . , En }. Given that we have fixed E, we

21
can drop reference to it henceforth. This allows us to simplify notation

by writing aEi instead of aE (Ei ).

Case 1: hc0 , aE i is non-probabilistic If hc0 , aE i is non-probabilistic,


then we can find a probabilistic strategy that weakly accuracy-dominates

it. By Predd et. al.’s result, for each credence function amongst c0 ,

aE1 , . . . , aEn that is not a probability function, there is an alternative

credence function that strongly accuracy-dominates it. If we replace

each such non-probabilistic credence function with one that strongly

accuracy-dominates it, then the resulting strategy weakly accuracy-

dominates hc0 , aE i, since it does better in all states in which some Ei

holds for which we replaced aEi ; and in all states, if we replaced c0 .

Case 2: hc0 , aE i is probabilistic, but non-conditionalizing


We proceed in three steps.

1. Reformat strategies and states.

2. Find a particular ‘dominating’ strategy hc∗0 , c∗E i.

3. Show that hc∗0 , c∗E i accuracy-dominates hc0 , cE i.

Reformatting The first step is to rewrite each strategy and each


state as a single vector with the same number of places. This is some-

what artificial, but it provides a convenient way to compare ‘distances’

between strategies and states (which we would otherwise have to rep-

resent as vectors with different numbers of places). In particular, it

lets us write a strategy’s inaccuracy (in a state) as an additive Breg-

22
man divergence between an item corresponding to the state, and an

item corresponding to the strategy. Recall from above: if I is an ad-

ditive, continuous, and strictly proper inaccuracy measure, there is

an additive Bregman divergence such that Is (c) is given by the di-

vergence of the vector that represents the credence function c from

the vector that represents the state s. That is what we are trying to

recreate here.

Reformatting Strategies Given a credal strategy hc0 , aE i with


domain A = hX1 , . . . Xn i, we can create a vector ~c by concatenating

c0 with each of the aEi s, like so.

~c = c0 _ aE1 _ . . . _ aEn

In other words,

~c = hc0 (X0 ), . . . c0 (Xm ), aE1 (X0 ), . . . , aE1 (Xm ), . . . , aEn (X0 ), . . . , aEn (Xm )i

Reformatting States Given a strategy hc0 , aE i and a state s ⊆


Ej , we can define a vector ~cs by taking the ~c generated by hc0 , aE i,

and replacing both c0 (Xi ) and cEj (Xi ) with vs (Xi ), for each Xi ∈ A.

(Recall: vs is the valuation function for the state s. That is, vs (Xi ) = 1

if s entails Xi ; and vs (Xi ) = 0 if s entails Xi .) This gives us:

~cs = vs _ cE1 _ . . . cEj−1 _ vs _ cEj+1 . . . _ cEn

23
In other words,

~cs = hvs (X0 ), . . . vs (Xm ), cE1 (X0 ), . . . , cE1 (Xm ), . . . ,

cEj−1 (X0 ), . . . , cEj−1 (Xm ), vs (X0 ), . . . , vs (Xm ),

cEj+1 (X0 ), . . . , cEj+1 (Xm ), . . . , cEn (X0 ), . . . , cEn (Xm )i

Reformatting Inaccuracy Scores As mentioned above, Predd


et al. prove the following: if I is a proper scoring rule, and c is a non-

probabilistic credence function, then there is a probabilistic credence

function c∗ such that Is (c∗ ) < Is (c) for all states s. A crucial com-

ponent in that proof is the following idea: Intuitively, the inaccuracy

of a credence function is its distance from the truth. More precisely,

the inaccuracy of a credence function, c, at a state of the world, s,

is the distance from the valuation function of that state (namely, vs )

to the credence function (namely, c). And indeed, as Predd et al.

show, each proper scoring rule is generated as follows: take a cer-

tain sort of distance function; use distance function to measure the

distance from the valuation function vs to the credence function c;

and take the inaccuracy of c at s to be given by that distance.4 The

class of distance functions is the class of additive Bregman divergences.

Each additive Bregman divergence is characterised by a continuous,

differentiable, convex function f : [0, 1] → [0, ∞] [Banerjee et al.,

2005]. Given such an f , the corresponding additive Bregman diver-


4
Banerjee et. al. prove a converse to this: any Bregman divergence gives rise to a
proper scoring rule.

24
gence Df : [0, 1]n × [0, 1]n → [0, ∞] is

n
X
Df (~x, ~y ) = f (xi ) − f (yi ) − f 0 (yi )(xi − yi )
i=1

where f 0 is the first derivative of f . One famous additive Breg-

man divergence is squared Euclidean distance: that is, SED(~x, ~y ) =


2
P
i (xi − yi ) . A little calculation shows that SED is generated by

f (x) = x2 .

This idea—that additive and continuous inaccuracy measures are

generated by additive Bregman divergences—will be crucial in our

proof as well. Thus, we prove the following claim:

Lemma 1 If Is (c) is a proper scoring rule, then there is a Bregman

divergence D such that

Is (hc0 , aE i) = D(~
cs , ~c)

Proof of Lemma 1: Suppose I is a proper scoring rule. Then, by

the result of Predd et al. cited above, there is a Bregman divergence

d such that, for any credence function c, Is (c) = D(vs , c). Then, if

s ⊆ Ej , then

X
D(~
cs , ~c) = D(vs , c0 ) + D(vs , aEj ) + D(aEi , aEi )
i6=j
= D(vs , c0 ) + D(vs , aEj ) (since D(aEi , aEi ) = 0 for all i)

= Is (c0 ) + Is (aEj )

= Is (hc0 , aE i) (by Temporal Separability)

25
Characterizing Conditionalization This reformatting lets us
give a useful alternative characterization of conditionalizing strategies.

Lemma 2 Given that hc0 , aE i is a probabilistic strategy, hc0 , aE i is a

conditionalizing strategy iff ~c is in the convex hull of the ~cs s.

Proof of Lemma 2:

(Left-to-right) To show the left-to-right direction, we suppose that

hc0 , aE i is a conditionalizing strategy, and show that ~c is in the convex

hull of {~cs : s ∈ S}. That is, we show that there are non-negative real
P
numbers λ1 , . . . λk summing to 1 such that ~c = s λs~cs .

1. Let λs = c0 (s)
P
2. c0 = s λ s vs

(By 1, and the assumption that c0 is a probability function)

3. Since hc0 , aE i is a conditionalizing strategy, for each Ei ∈ E and

X ∈ A,

c0 (Ei )aEi (X) = c0 (X ∩ Ei )

Thus:

aEi (X) = aEi (X) − c0 (Ei )aEi (X) + c0 (X ∩ Ei )

= (1 − c0 (Ei ))aEi (X) + c0 (X ∩ Ei )


X X
= c0 (s)aEi (X) + c0 (s)vs (X)
s6⊆Ei s⊆Ei
X X
= λs aEi (X) + λ(s)vs (X)
s6⊆Ei s⊆Ei

(Right-to-left) To show the right-to-left direction, suppose that ~c

26
is in the convex hull of {~cs : s ∈ S}, i.e.,

X
~c = λs~cs
s∈S

P
First, we note that λs = c0 (s). By assumption, c0 (s) = s0 ∈S λs0 vs0 (s).

But vs0 (s) = 1, if s = s0 ; and vs0 (s) = 0, if s 6= s0 . Thus, c0 (s) = λs ,

as required.

This allows us to infer the following: for each evidence proposition

Ei and proposition X,

X X
aEi (X) = λs aEi (X) + λs vs (X)
s6⊆Ei s⊆Ei
X X
= c0 (s)aEi (X) + c0 (s)vs (X)
s6⊆Ei s⊆Ei
= (1 − c0 (Ei ))aEi (X) + c0 (X ∩ Ei )

And from this, we obtain:

c0 (Ei )aEi (X) = c0 (X ∩ Ei )

That is, hc0 , cE i is a conditionalizing strategy.

Finding a Dominating Strategy The accuracy-dominance ar-


gument that Predd et al. give is based on the following fact about

Bregman divergences:

Lemma 3 Let D be an additive Bregman divergence. And let X be a

set of vectors. Then if the vector z lies outside the closed convex

27
hull of X , then there is another vector πz that lies in the convex

hull of X such that D(x, πz ) < D(x, z) for all x in X —that is,

for each member x of X , the divergence from x to πz is less than

the divergence from x to z.

This fact will be crucial in our proof as well—but we won’t prove it

here.

Suppose hc0 , aE i is not a conditionalizing strategy. Then, as we

have just established, ~c lies outside the closed convex hull of the ~cs s—

since the set of ~cs s is finite, its convex hull is guaranteed to be closed.

So, by the fact just stated, there is a vector ~z inside that convex hull

that is closer to ~cs than ~c is. Furthermore, ~z corresponds to a unique

strategy hcz0 , azE i, where

~z = cz0 _ azE1 _ . . . _ azEn

Now, we know that, for each ~cs ,

D(~cs , ~z) < D(~cs , ~c)

But, from Lemma 1 above, we know that:

• D(~cs , ~z) = Is (hcz0 , azE i); and

• D(~cs , ~z) = Is (hc0 , aE i).

Thus, we know that, for each state s,

Is (hcz0 , azE i) < Is (hc0 , aE i)

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That is, hc0 , aE i is strongly accuracy-dominated, as required. This

completes the proof of (I’) from above. Recall: (I’) is the seemingly

weaker version of (I). It claims only that each credal strategy that isn’t

both probabilistic and conditionalizing is dominated. It does not say

anything about the sort of credal strategies that do the dominating.

We now use (I’) to establish (I).

Finding a Probabilistic and Conditionalizing Dominating


Strategy Suppose that there are k states. Thus, S = {s1 , . . . , sk }.
Then, for any credal strategy ~c = hc0 , aE i, let

I(~c) := hIs1 (~c), . . . , I(~c)i ∈ [0, ∞]n

We will call this the inaccuracy vector of the credal strategy ~c. Given

two credal strategies ~c1 and ~c2 , we write I(~c1 ) < I(~c2 ) if Isi (~c1 ) <

Isi (~c2 ) for all 1 ≤ i ≤ n. That is, I(~c1 ) < I(~c2 ) if ~c1 strongly accuracy-

dominates ~c2 .

Suppose ~c0 , . . . , ~cα , . . . is a transfinite sequence of credal strate-

gies (where the sequence is defined on the ordinal λ). And suppose

I(~cβ ) < I(~cα ) for all β > α — that is, each credal strategy strongly

accuracy-dominates all earlier ones. Then, since I(~c) is bounded below

by h0, . . . , 0i, we have that the sequence I(~c0 ), . . . , I(~cα ), . . . converges

to a limit, by a transfinite version of the Monotone Convergence Theo-

rem. Further, by a transfinite version of the Bolzano-Weierstrass The-

orem, there is a transfinite subsequence ~ci0 , . . . , ~ciα , . . ., unbounded in

29
the original sequence (and defined on ordinal γ ≤ λ), that converges

to a limit. Let that limit be ~c. So limα<γ ~ciα = ~c. Then

lim I(~cα ) = lim I(~ciα ) = I(~c)


α<λ α<γ

Thus, ~c is a credal strategy whose inaccuracy vector is the limit of the

inaccuracy vectors of the pairs in the original sequence. As a result,

I(~c) < I(~cα ), for all α < λ.

Suppose ~c = hc0 , aE i is a non-conditionalizing strategy. Then we

can define the following sequence of credal strategies by transfinite

recursion on the first uncountable ordinal.

• Base Case ~c0 = hc0 , aE i

• Successor ordinal ~cλ+1 is any pair that strongly accuracy

dominates ~cλ , if such exists; and ~cλ , if not.

• Limit ordinal ~cλ is the strategy defined as above whose inaccu-

racy vector is the limit of the inaccuracy vectors of the strategies

~cα for α < λ.

Then we can show that there must be α such that ~cα = ~cα+1 . Af-

ter all, there are at most continuum-many distinct pairs in the list

I(~c0 ), . . . , I(~cα ), . . .. Thus, ~cα dominates the non-conditionalizing strat-

egy ~c0 = hc0 , aE i. But ~cα is not itself dominated. Thus, ~cα must be

a conditionalizing strategy, as required. This completes the proof of

(I). QED.

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