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Info-Gap Decision Theory Campaign

Last modified: Monday, 16-Jun-2014 02:25:32 MST

Info-Gap decision theory is a classic example of a voodoo decision theory. The main goal of this campaign is to contain its spread in Australia -- the Land of the Black Swan. I embarked on this mission at the end of 2006 in response to the growing number of senior scholars/analysts around me who became involved in the promotion of this theory in Australia, and elsewhere. The intended completion date of the project was January 1, 2012.

Since info-gap scholars do not hesitate to repeat their errors/mistakes, I am very pleased to report that we decided to extend/expand the campaign in the following ways:

This old site will remain alive and operational, but the HQ of the project now resides in the new site.

Remark: info-gap scholars who still maintain that the theory is suitable for the treatment of the severe uncertainty of the type that it stipulates, will benefit greatly from reading the following peer-reviewed articles:

They are also encouraged to read the post Info-gap decision theory: Reality Check at the new site.

Third and Final Call for the Re-assessment of the Use and Promotion of Info-gap Decision Theory in Australia

Breaking News (July 8, 2013)

Just to give you an indication of some of the latest developments, consider the following extracts from the most comprehensive assessment to-date of ecological applications of info-gap decision theory (IGDT)*:

"Ecologists and managers contemplating the use of IGDT should carefully consider its strengths and weaknesses, reviewed here, and not turn to it as a default approach in situations of severe uncertainty, irrespective of how this term is defined. We identify four areas of concern for IGDT in practice: sensitivity to initial estimates, localized nature of the analysis, arbitrary error model parameterisation and the ad hoc introduction of notions of plausibility."

Hayes et al. (2013, p. 1)

"Sniedovich (2008) bases his arguments on mathematical proofs that may not be accessible to many ecologists but the impact of his analysis is profound. It states that IGDT provides no protection against severe uncertainty and that the use of the method to provide this protection is therefore invalid."

Hayes et al. (2013, p. 2)

"The literature and discussion presented in this paper demonstrate that the results of Ben-Haim (2006) are not uncontested. Mathematical work by Sniedovich (2008, 2010a) identifies significant limitations to the analysis. Our analysis highlights a number of other important practical problems that can arise. It is important that future applications of the technique do not simply claim that it deals with severe and unbounded uncertainty but provide logical arguments addressing why the technique would be expected to provide insightful solutions in their particular situation."

Hayes et al. (2013, p. 9)

"Plausibility is being evoked within IGDT in an ad hoc manner, and it is incompatible with the theory's core premise, hence any subsequent claims about the wisdom of a particular analysis have no logical foundation. It is therefore difficult to see how they could survive significant scrutiny in real-world problems. In addition, cluttering the discussion of uncertainty analysis techniques with ad hoc methods should be resisted.''

Hayes et al. (2013, p. 9)

* Keith R. Hayes, Simon C. Barry, Geoffrey R. Hosack and Gareth W. Peters. (2013) Severe uncertainty and info-gap decision theory. Methods in Ecology and Evolution, (early view, 2013).

This article is based on Hayes' 2011 report.


I hope that you benefited from the discussions posted on the old site. I'll try to keep the discussions on the new site as interesting and stimulating. I am confident that info-gap scholars will continue to supply excellent topics for discussions, such as the use of local robustness models for the treatment of unknown unknowns (see Review 17). There are indications that the info-gap rhetoric has already captured the imagination of climate change scholars, so ... it looks like we shall encounter more info-gap publications on this exciting topic next year (see Review 33 and Review 34).

One more thing.

As we expand the campaign to the UK, we seek scholars in the UK who will be interested in reporting on and discussing info-gap activities there.

Cheers,

Moshe
Melbourne, December 31, 2011
(Last update: July 8, 2013)


Home page of the old site
(December 31, 2011)


Info-Gap Decision Theory Campaign

Last modified: Monday, 16-Jun-2014 02:25:32 MST

Info-Gap decision theory is a classic example of a voodoo decision theory. The main goal of this campaign is to contain its spread in Australia -- the Land of the Black Swan. I embarked on this mission at the end of 2006 in response to the growing number of senior scholars/analysts around me who became involved in the promotion of this theory in Australia, and elsewhere. The intended completion date of the project is January 1, 2012.

In a nutshell, the basic facts about info-gap decision theory are these:

Breaking New NewsBreaking Old News

If you are looking for something much lighter, but still formal and rigorous, have a look at the the mobile debunker of info-gap decision theory.

Enjoy your visit to the site!


Debunking info-gap decision theory
Reviews of info-gap publications
Voodoo decision-making
Second Opinion
Guided Tour
Myths and Facts
FAQS
Mobile Maximin Theorem
Mobile Radius of Stability Theorem
Criticism of Bueno de Mesquita's Work

If you read about the "fooled by randomness" phenomenon, you should be interested to learn about the "fooled by robustness" phenomenon .....

To this end, read a preview (170 pages) of the soon-to-be-published book:

Fooled by Robustness
A Perspective from Down Under
The Land of the Black Swan
including a comprehensive critique of info-gap decision theory

 

As indicated by the title, in this book I outline a detailed critique of info-gap decision theory. And to give you an idea about some of the reactions to my criticism of this theory consider the following two statements.

First, consider this:

" ... There is, however, an on-going debate surrounding IGT that revolves around two claims: a) IGT is not a radically new theory but rather a reformulation of minimax analysis that has been known in the mathematical research literature for over 60 years; and b) its results are sensitive to initial estimates and are not therefore robust to "severe uncertainty" (Sniedovich, 2007, 2008, 2010).
...
"
Hayes KR (2011, p. 88). Uncertainty and Uncertainty Analysis Methods.
Final report for the Australian Centre of Excellence for Risk Analysis (ACERA),
CSIRO Division of Mathematics, Informatics and Statistics,
Hobart, Australia,
130 pp.

To see for yourself that there is in fact no debate on these two claims, more precisely that these two facts are not debatable, read my comments on this CSIRO report. The two facts that this statement refers to are not open to debate, because they are backed up by two straightforward, formal, rigorous mathematical facts:

More accurately, the fact of the matter is that info-gap's robustness is not just a simple instance of Wald's famous Maximin model. It is a simple instance of Wald's famous Maximin model that is known universally as the Radius of Stability model (circa 1960). Consult the formal mobile proof.

Next, consider this statement:

" ... However, the critique by Sniedovich (2010), although often presented overly harsh, should be taken seriously ..."

Patrick Hildebrandt and Thomas Knoke (2011, p. 12).
Investment decisions under uncertainty ---
A methodological review on forest science studies.
Forest Policy and Economics, 13(1):1-15.

In the book I explain in detail why this statement conceals more than it reveals. To be precise, I explain in detail:

See my review of Hildebrandt and Knoke's (2011) article.



On Tuesday, September 15, 2010, I attended a seminar given by Prof. Yakov Ben-Haim -- the Father of Info-Gap decision theory -- at the Department of Economics, Monash University, Melbourne, Australia. During question time, Ben-Haim indicated that the objective of my campaign is to "save Australia from Info-Gap".

So, for the record, I want to clarify this point.

The objective of my campaign is obviously not to save Australia from Info-Gap decision theory for the simple reason that, to the best of my knowledge, this theory does not pose any threat -- immediate or otherwise -- to the future of Australia. Australia can easily handle Info-Gap decision theory without any assistance from me. Rather, as stated clearly above, the objective of my campaign is incomparably more modest and smaller in scale. My aim is just to contain the spread of this flawed theory in Australia.

For one thing, I am greatly concerned that PhD students and early career researchers are involved in the study/application of this theory (see my reviews of info-gap publications). To give you a very rough idea of what I am dealing with in this campaign, consider this: Breaking news! in a recently published peer-reviewed article it is suggested that Info-Gap decision theory is capable of taming Black Swans and ... unknown unknowns!

Apparently, there seems to be no limit to what this debunked theory can do!

DEBUNKED!
So, to repeat, the objective of this campaign is not only to debunk Info-Gap decision theory. This I have done a long time ago. Indeed, debunking info-gap decision theory is an elementary exercise. The objective is equally about containing its spread.

But this, as you can no doubt imagine, is a far more difficult and complicated task, because this involves dissuading people, who are already committed to it, from continuing to cling to it ....

In view of Ben-Haim's recent seminars in Melbourne and in view of the fact that Info-Gap decision theory continues to have a platform in Australia, I may have to extend the duration of this campaign.

But, as we say here .... No Worries!

New Official Completion Date of the Campaign

11:59PM, January 1, 2014

to go!

Melbourne time
  Latest News  
   
  Supplementary Material  


Table of contents


Introduction

The principal objectives of the campaign are to:

  1. Convince senior info-gap scholars/analysts that -- contrary to the claims made in the primary info-gap texts -- Info-gap decision theory is not a distinct, new theory, let alone is it revolutionary, and radically different from all current theories for decision under uncertainty.

  2. Convince senior info-gap scholars/analysts that --- contrary to the claims in the info-gap literature -- info-gap decision theory does not, indeed is unable to, seek decisions that are robust against severe uncertainty.

  3. Explain in detail Info-gap decision theory's relation to classical decision theory and control theory.

  4. Explain in detail the fundamental flaws in info-gap decision theory.

  5. Clarify to info-gap scholars/analysts the basic issues that are encountered in decision-making under severe uncertainty and convince them that info-gap decision theory does not address these issues.

  6. Document the lessons learnt from this project in two easily accessible books:

    • One that seeks to give a comprehensive, formal critique of info-gap decision theory.

    • The other designed to answer the question:
      How is it that obviously flawed theories, such as info-gap decision theory, gain a footing in the academic world?

To date, I have accomplished the first five objectives.

Work on the two books is well underway. My plan is to complete the first in the middle of 2011 and the second sometime in 2012. Sample chapters of the first book will be posted on this website soon.

So, stay tuned!

How to read my blogs, essays, articles, books, etc. on Info-Gap decision theory

My criticism of info-gap decision theory is unrelenting and very harsh. This is a consequence of the following facts:

I submit that it is the duty of academics, indeed of any senior scholar/analyst, to bring these facts into full view not only because it is important to set the record straight, but also for the benefit of PhD students, and early career researchers, as well as analysts and researches who -- as my experience has shown -- tend to fall for the Info-Gap rhetoric due to a lack of familiarity with decision theory, optimization theory, control theory, etc.

Apart from my harsh criticism of the spin and empty rhetoric that have become the trademarks of the Info-Gap literature, I have also been unrelenting in my critique of the inexcusable disrespect shown in the Info-Gap literature for the state-of-the-art. I have shown that Info-Gap publications persistently take no account whatsoever of topics, results, issues, etc., that bear directly on Info-Gap decision theory. To make the point, I have adopted an informal "SNHNSNDN" (see nothing, hear nothing, say nothing, do nothing) index to rank Info-Gap publications accordingly.

The best example of a publication that ranks extremely high on this index is Ben-Haim's (2010) new book on Info-Gap decision theory, namely Info-Gap Economics: An Operational Introduction. Instead of addressing the criticism directed at Info-Gap decision theory, this book remains completely oblivious to it, and this despite the serious nature of this criticism and the author being fully aware of it. Also, the book deals with robust decision-making in economics, yet it is completely oblivious to the extensive literature on this topic.

Of course, some info-gap scholars are not particularly thrilled with my criticism, especially my "style". So let me emphasize that in all my writing on this topic, namely in my blogs, essays, and articles, I am scrupulously fair:

I might add that my extensive use of quotes from Info-Gap publications has proved extremely important and effective in my campaign, as it enabled me to demonstrate the extent to which spin and empty rhetoric are used in this literature.

Still, if you find certain statements too harsh, do not hesitate to point them out to me and I shall re-examined them carefully.

Regarding the use of the word Voodoo in such phrases as "info-gap decision theory is a voodoo decision theory par excellence".

Apparently, some Info-Gap scholars believe that terms such as "Voodoo economics", "Voodoo Science", "Voodoo mathematics", "Voodoo statistics, etc. should not be used in academic discussions.

So click here to show/hide the meaning of "Voodoo" in this discussion ...

Let me explain what I mean by the term "voodoo decision theory" in this discussion. This is important because some of my colleagues take great umbrage at my labeling Info-gap decision theory a "voodoo decision theory".

According to the Encarta online Encyclopedia,

Voodoo n

  1. A religion practiced throughout Caribbean countries, especially Haiti, that is a combination of Roman Catholic rituals and animistic beliefs of Dahomean enslaved laborers, involving magic communication with ancestors.

  2. Somebody who practices voodoo.

  3. A charm, spell, or fetish regarded by those who practice voodoo as having magical powers.

  4. A belief, theory, or method that lacks sufficient evidence or proof.

My usage of the term "voodoo decision theory" is in line with the last meaning listed above. So roughly, in this discussion voodoo decision-making is a decision-making process that is guided and/or inspired by a voodoo decision theory, that is a theory that lacks sufficient evidence or proof and/or is based on utterly unrealistic and/or contradictory assumptions, spurious correlations, and so on.

This reading is also in line with the widely used terms Voodoo Economics, Voodoo Science and Voodoo Mathematics.

I should point out, though, that the term "Voodoo Decision Theory" is not my coinage (what a pity!):

The behavior of Kropotkin's cooperators is something like that of decision makers using the Jeffrey expected utility model in the Max and Moritz situation. Are ground squirrels and vampires using voodoo decision theory?
Brian Skyrms (1996, p. 51)
Evolution of the Social Contract
Cambridge University Press.

I have been told on numerous occasions that my lectures/seminars/tutorials on this campaign and related topics are

I greatly enjoy these activities, so do not hesitate to contact me if you are interested in organizing such a lecture/tutorial/workshop in your organization.

Preliminary reading

If you are not familiar with this campaign, you would do well to read the following recently published article, as it provides a comprehensive analysis explaining in detail why Info-Gap decision theory's fundamental flaws render it a voodoo decision theory par excellence.

Sniedovich, M.
A bird's view of info-gap decision theory
Journal of Risk Finance, 11(3), 268-283, 2010.


Click here for more/less information on this article ...

A short explanation of the article's title is in order.

The objective of this title is to point out that to be able to make clear how deeply flawed Info-Gap decision theory is, it is instructive to go beyond the technical details of the mathematical models deployed by this theory and to examine it as it were from above. That is, by taking a bird's view on this theory it is possible to bring out forcefully that Info-Gap decision theory's fundamental flaws are due to its violation of universally accepted norms that govern scientific reasoning.

For instance:

  • Garbage in -- Garbage Out.

  • Results can be only as good as the estimates on which they are based.

  • A theory must avoid self-contradiction.

I show that Info-Gap decision theory's violation of these basic norms of scientific reasoning earns it the title voodoo decision theory.

Also note that:

In this article I again set the record straight on the myth promulgated in the info-Gap literature that this theory is unique, distinct, novel, revolutionary and radically different from all current theories for decision under uncertainty. That is, I prove, yet again, that info-gap's robustness model is an instance of the most well-known robustness model: Wald's Maximin model (circa 1940).

I also show that Info-Gap's robustness model is not just an instance of Wald's Maximin model. I show that it is in fact that instance of Wald's Maximin model which is known universally as Radius of Stability Model. This model has been used in areas such as numerical analysis, applied mathematics, control theory and parametric programming at least since 1962 as a tool for analyzing local stability (robustness), that is robustness with respect to small perturbation in the nominal value of an object (parameter, matrix, function, model, etc).

The bird's view on Info-Gap decision theory thus enables to make vivid the absurd in Info-Gap's central proposition to employ this local model of robustness as a means for the modeling, analysis, and management of severe uncertainty. Namely, it demonstrates the absurd in Info-gap's proposition to apply this model to problems, systems, situations etc., where the estimate is poor and can be substantially wrong, and where the uncertainty space is vast (can even be unbounded), and where the uncertainty model is non-probabilistic and likelihood-free.

Remark:

As an illustration of how illuminating a bird's view on a "system" can be, take a look at what may well be the black Cockatoo's perspective on an interesting Australian project.

Click here to show/hide the bird's view of this project.


Click here to hide the picture

This is a January 2006 bird's eye view of the massive Super Pit, currently the largest open cut gold mine in Australia.

Some facts about this pit, taken from http://www.superpit.com.au/FAQ/tabid/72/Default.aspx




So, why the campaign?

This is an excellent question!

Given that the proofs demonstrating Info-Gap decision theory's fundamental flaws are well documented, indeed have been available to the public since the end of 2006; and given that senior Info-Gap scholars/analysts now concur with the basic points that I raise in my criticism, why the need for this campaign?

The answer obviously is that despite this fact, Info-Gap decision theory is continued to be used and promoted in Australia (and elsewhere) by senior academics and research centers.

For a glimpse of why this campaign is still active, have a look at the latest episode of the

Info-Gap Spin Goes Marching in !
Info-Gap Economics Workshop
Durham University, UK

It is most illuminating.

The good news

... is that, apparently for the first time, an official Government commissioned report has taken into account my criticism of Info-Gap decision theory.

This is long overdue!

Sadly, it is not an Aussie report!

As they say,

You cannot be a prophet
in your own land!
Progress Report
What's next?

What a pity!

What a waste!

I hope that AU government agencies that sponsor info-gap projects will soon follow suit and take a fresh look at this theory.

This is long overdue.

More importantly: I hope that senior academics promoting this theory in Australia and elsewhere will reconsider their position, especially insofar as supervising PhD students on this subject.

This is long overdue!

The report I am referring to is the 2009 Department for Environment Food and Rural Affairs (DEFRA) report. To be precise I am referring to the following paragraph on page 75 of the report:

More recently, Info-Gap approaches that purport to be non-probabilistic in nature developed by Ben-Haim (2006) have been applied to flood risk management by Hall and Harvey (2009). Sniedovich (2007) is critical of such approaches as they adopt a single description of the future and assume alternative futures become increasingly unlikely as they diverge from this initial description. The method therefore assumes that the most likely future system state is known a priori. Given that the system state is subject to severe uncertainty, an approach that relies on this assumption as its basis appears paradoxical, and this is strongly questioned by Sniedovich (2007).

Mervyn Bramley, Ben Gouldby, Anthony Hurford, Jaap-Jeroen Flikweert
Marta Roca Collell, Paul Sayers, Jonathan Simm, Michael Wallis
Delivering Benefits Through Evidence
PAMS (Performance-based Asset Management System)
Phase 2 Outcome Summary Report
Project: SC040018/R1
Product code: SCHO1209BRRA-E-E
SubTitle: Report SC040018/R1
Pages: 132
ISBN: 9781849111638
Environment Agency -- December 2009
UK
Department for Environment Food and Rural Affairs
Note: The URL of the report keeps changing. Try this one (downloaded on March 6, 2011):
http://publications.environment-agency.gov.uk/epages/eapublications.storefront/4d72dd4801b700e6273fc0a80296066c/Product/View/SCHO1209BRRA-E-E#

Due to its "diplomatic language", the point made by this paragraph may not be entirely clear to all readers .

So, let me clarify it.

You don't have to be an expert in Decision Theory to figure this out.

But, .... if Info-gap decision theory's failings are so great, how is it that senior academics continue to adhere to it?

As evidenced for instance in a recent peer-reviewed article by Hine and Hall (2010) where, following a proposed quick-fix to patch up info-gap decision theory's fundamental flaw (referred to in the above cited report), they outline an application of info-gap decision theory to water resources management and indicate that more is in the offing ... Interestingly, this article is based on research funded by the

UK Engineering and Physical Science Research Council grant GR/S18052
CRANIUM: Climate change risk analysis, new impact and uncertainty methods.

Hence, ... my campaign continues ....

To reiterate, its main thrust is to make it clear that:

I should make it clear that although my campaign focuses primarily on the situation in Australia, Info-gap has adherents in other countries as well:

  • Australia

  • Canada

  • Finland

  • France

  • Germany

  • Israel
  • Japan

  • Netherlands

  • Norway

  • Sweden

  • UK

  • USA

Overview

The fundamental flaws of Info-Gap decision theory are profoundly grave but at the same time, are easy to identify and describe ("prove") formally. This I have done at the end of 2006.

Hence, the objective of this campaign is not — as some would have it — to debunk Info-Gap decision theory. This relatively easy task has already been accomplished long ago.

Rather, the main objective of this campaign — and this has proved more difficult — is to dissuade adherents of Info-Gap from using what is an obviously profoundly flawed decision-making theory.

Since most users and promoters of Info-Gap decision theory in Australia (and elsewhere) are academics, this campaign is very much "academic" in nature. In other words, it concentrates on expounding why the use and promotion of Info-Gap decision theory is bad for science in general and for the science of decision-making in particular.

I encourage you to read the short

Call for the Reassessment of the Use and Promotion of Info-Gap Decision Theory in Australia
PDF version                   HTML version

My recent compilation of FAQs about Info-Gap decision theory should be of interest to Info-Gap users/promoters, as well as to persons who may want to learn what Voodoo Decision Theory is all about:

Frequently Asked Questions About Info-Gap Decision Theory
PDF version                  HTML version

In case you are unfamiliar with it, my criticism of Info-Gap Decision Theory is now well documented in many articles and presentations, including

WIKIPEDIA article on Info-Gap Decision Theory

Also, the criticism is very harsh.

The harshness is proportional to the severity of the flaws in Info-Gap Decision Theory and the level of promotion that it receives in Australia and elsewhere, for instance the AEDA 5-day workshop on Info-Gap Applications in Ecological Decision Making (University of Queensland, September 15-19, 2008).

The degree of harshness often increases in response to additional misguided arguments put forward by Info-Gap proponents in repeated futile attempts to explain the basic flaws. For instance the repeated misguided futile attempts to explain why Info-Gap's robustness model is not a Maximin model.

The October 2008 issue of Decision Point features an article by Mark Burgman in which he comments on some of the issues that I raised in the September issue regarding fundamental flaws in info-gap decision theory.

I address Burgman's comments in the following article:

Info-Gap decision theory and the small applied world of environmental decision-making
PDF version                   HTML version

If you have any questions about this project, please read:

Frequently Asked Questions About Info-Gap Decision Theory

A brief history:

The origins of this project go back to October 2003, when I was invited to a seminar on Info-Gap Decision Theory. Since then I was asked on several occasions to express my views on this theory. Until the end of 2006 I did this in informal discussions, usually over a cup of coffee.

But a number of reasons prompted me at the end of 2006 to make my criticism public and to launch this project. I shall be happy to discuss these reasons with interested persons over a cup of coffee (skinny latte, no sugar, please!).

The Flaws:

The short version of this story is as follows:

Info-Gap Decision Theory is afflicted with a number of flaws, some fundamental, some more serious than others. In this discussion I examine only two of these, which I take to be fundamental, namely:

The first flaw is mostly "academic" in nature in that it has to do primarily with scholarship. That is, whereas Info-Gap Decision Theory is presented as a distinctive, new, revolutionary theory that is radically different from all current theories for decisions under uncertainty, the truth of the matter is that its centerpiece, the jewel in its crown, namely its generic robustness model

is a simple instance of none other than the most famous model in classical decision theory and robust optimization, namely Wald's (1945, 1950) Maximin model. For the purposes of this discussion we consider the following classic format of the general Maximin model:

In other words, this flaw constitutes a classic case of a re-invention of a (square) wheel.

The second flaw is both "academic" and "methodological". The methodological aspect is of the utmost importance here: by definition Info-Gap's robustness model is inherently local, hence it is thoroughly unsuitable for decision in the face of severe uncertainty. In other words, Info-Gap knowingly restricts its robustness analysis, under conditions of severe uncertainty, to the immediate neighborhood of a wild guess, a poor indication of the true value of the parameter of interest, in short an estimate that is likely to be substantially wrong.

In the language of the Land of No Worries,

Decision-Making Under Severe Uncertainty a la Info-Gap Decision Theory
Fundamental Difficulty Robust Solution
The estimate we have is a wild guess, a poor indication of the true value of the parameter of interest, and is likely to be substantially wrong. No worries, mate!
Conduct the analysis in the immediate neighborhood of the estimate!

This of course means that Info-gap decision theory openly violates the Garbage In -- Garbage Out Axiom, a fact that renders it a voodoo decision theory par excellence.

But the trouble here is that this fact is camouflaged by a prolix rhetoric which conceals the huge incongruity between the verbiage describing the severe uncertainty, that presumably gave rise to Info-Gap decision theory, and the actual treatment that this theory prescribes for severe uncertainty.

The Info-Gap literature bursts with graphic descriptions of the (Knightian) uncertainty which is its concern. It dwells on the magnitude of this uncertainty, on the monumental challenges that it presents in decision making, and on the fact that "conventional" methods are unable to cope with these challenges.

Yet, for all this "sound and fury", all that Info-Gap has to offer to meet these daunting challenges is a run-of-the-mill Maximin robustness analysis in the immediate neighborhood of a wild guess.

So, what we have here, at best, is a classic case of "much ado about nothing".

The problem is, of course, that this rhetoric has the potential of leading the unwary reader astray. The following is a case in point:
The Info-Gap/Maximin Saga Continues ...

These two flaws are so obviously detrimental to this theory that people often ask me how is it that they were not taken up at the outset, in 2001, with the publication of the first book on Info-Gap decision theory (Ben-Haim 2001).

On this I can only speculate but I shall not do it here and now.

On the other hand, what I can say is this: in all likelihood my mission to convince the Father of Info-Gap and his followers that Info-Gap decision theory is fundamentally flawed, will take some time. This is so primarily because Info-Gap proponents again and again pull out the same tired arguments that fail to address my criticism. This seems to sustain naive Info-Gap users.

As an example, consider what seems to be a straightforward issue:

The Info-Gap/Maximin connection:

If you are at home with the mathematical modeling aspects of Maximin, you will note, by inspection, that

and that consequently Info-Gap's robustness model is a simple, typical Maximin model.

Alternatively, you may find the following Maximin representation of Info-Gap's robustness model more intuitive:

where the double lined R denotes the real line.

Yet, the following flawed, ill-conceived Info-Gap/Maximin disconnection

is used time and again by Info-Gap proponents as a "proof" that Info-Gap's robustness model is not a Maximin model.

The question then is this:

Why should Info-Gap proponents use a conceptually ill-considered, technically flawed model when simple, perfectly healthy, good looking, 100% correct Maximin models are readily available for the job?

I have no rational explanation for this phenomenon. What I can say is this:

Using the logic behind the formulation of the invalid model, it is easy to prove all sort of interesting things. For example, we can easily prove that Q(x):=x2+x -1 is not a polynomial. The proof is simple and it goes like this: clearly P(x):=x3 is a polynomial. Clearly Q(x) is not equivalent to P(x). Thus, clearly Q(x) cannot possibly be a polynomial.

Indeed, using this logic you would have no trouble at all to show that Jack, a three year old Australian kangaroo, is not a marsupial. The formal proof is as follows:

Proof:

QED.

The generic Maximin model is an extremely versatile paradigm, offering the modeler a flexible and powerful modeling tool. This means of course that there are countless instances of the generic Maximin in the literature. As these come in a variety of forms, in some cases the choice of a proper instance (of the generic model) for a particular application is routine and straightforward. In others it can be difficult and may require a considerable mathematical modeling effort. So the fact that a particular instance of the generic model is not suitable for a particular application does not imply that all other instances are also unsuitable for this application.

In short, Info-Gap proponents confuse two tasks related to the Info-Gap/Maximin connection:

The task on the agenda as far as the Info-Gap/Maximin connection is concerned is Task A. We want to find a user-friendly Maximin formulation for Info-Gap's generic robustness model. The point is that a number of such formulations are readily available and the question is which of these is the most suitable.

Unfortunately, Info-Gap proponents try to resolve the Info-Gap/Maximin connection issue through Task B. In other words, they labor hard to explain why Info-Gap's robustness model is not a Maximin model in an attempt to show that this is so.

But as I have indicated above, it is a simple exercise to construct Maximin formulations for Info-Gap's robustness model. Therefore, Task B is of no interest to us in the discussion on the Info-Gap/Maximin connection. For this reason it is difficult to fathom the logic behind this approach to the Info-Gap/Maximin connection.

What is to be gained from repeated analyses of the similarities and differences between Info-Gap's robustness model and an ill-conceived instance of the general Maximin model that is unsuitable for the job?

As an aside, it should be clear to anyone who is well-versed in decision theory and/or mathematical modeling that Task B is trivial. After all, all the instances of the general Maximin model that are used in classical decision theory, applied mathematics, and statistics are not equivalent to Info-Gap's robustness model. This means that all one needs to do to accomplish Task B is to open a relevant textbook and pick any one of the Maximin models that he/she may find there. For example, consider this classic model

This instance of the general Maximin model is definitely not equivalent to Info-Gap's generic robustness model. So what? There are myriads of other instances of the general Maximin model that are not equivalent to Info-Gap's robustness model either. So what?

To show that Info-Gap's robustness model is a Maximin model it is sufficient to show that at least one instance of the general Maximin model is equivalent to Info-Gap's generic robustness model. Note that we have already shown above that there are at least two such instances, hence we have accomplished Task A. For the record I should stress that there are other possible Maximin formulations of Info-Gap's robustness model.

To reiterate then, the flaw in Ben-Haim's approach to the Info-Gap/Maximin connection issue is that he tries to accomplish the wrong task, namely Task B, when perfectly valid solutions to the real task, namely Task A, are starring him in the face. The issue is about a connection, not a disconnection, and as it turns out, even this is a non-issue.

So why is the "Info-Gap/Maximin Connection" issue kept alive by Info-Gap proponents?

I have no answer to this valid question. Perhaps the reason is their inability to come to terms with the fact that -- contrary to the accepted wisdom in Info-Gap circles -- the Info-Gap robustness model is not "revolutionary" at all, but rather a simple instance of none other than the most famous robustness model in classical decision theory and robust optimization, the Mighty Maximin.

The inference then is this:

And to reiterate how straightforward the modeling issues on the agenda are, consider again the following snapshot of the situation:

Info-Gap proponents take themselves to show the following disconnection (Task B):

On the other hand, I formally prove the following connection (Task A):

Note that the repeated "demonstrations" that the specific (invalid) instance of the general Maximin model does not do the job here in no way contradicts the fact that the two valid instances shown above do an excellent job here.

For some strange reason Ben-Haim gives Info-Gap the authority to treat α as a decision variable, but withholds it from Maximin, by insisting that in the framework of a Maximin model this quantity must be fixed in advance.

And so, clinging to these misconceptions, Ben-Haim continues to argue the Info-Gap/Maximin disconnection (eg. A series of Six Lectures on Info-Gap Theory: Decisions Under Severe Uncertainty, Université De Franche-Comté, Besançon, France, October, November, 2008, see abstract;).

The latest version of Ben-Haim's spin on this simple technical matter is this paragraph, taken from the program of the

Workshop on Info-Gap Theory and Its Applications in Design and Strategic Planning

Durham, Monday-Thursday, 17-20 May 2010

" ... Relation between robust-satisficing and min-max. These strategies are interchangeable as tools for describing observed behavior of an agent. However, they can lead to very different choices when used by an agent to select an action, depending on the agent's beliefs. We explain the observational equivalence and behavioral difference between these decision strategies. ..."

An anatomy of the conceptual errors leading to Ben-Haim's choice of a wrong (invalid) instance of the general Maximin model are discussed in detail in the paper

Anatomy of a Misguided Maximin formulation of Info-Gap's Robustness Model

Other valid Maximin models for Info-Gap's robustness model can be found in my paper

The Mighty Maximin!

The Situation Room:

As things stand now, the basic facts are these:

  1. In his books Ben-Haim (2001, 2006) claims that Info-Gap Decision is a new decision theory that is radically different from all current theories for decision-making under uncertainty.

    Yet, it is a simple modeling exercise to show that Info-Gap's generic robustness model is a simple instance of Wald's (1945) famous Maximin Model.

    The formal proof consists of approximately 3 lines.

  2. Info-Gap is hailed as a methodology for robust decision-making under severe uncertainty.

    Yet, it is a simple exercise to show that Info-Gap's robustness model does not actually deal with the severity of the uncertainty: it simply takes no notice of it.

    The formal proof consits of approximately 5 lines.

  3. Info-Gap's rhetoric would have us believe that the solutions it generates are robust.

    Yet, it is obvious -- by inspection -- that its prescription for severe uncertainty Info-Gap Decision Theory is tantamount to voodoo decision-making so that there are no grounds to contend that the solutions it generates are robust.

A final word about the Maximin connection: given the simplicity of the proof and the transparent recipe that it lays out for translating Info-Gap's generic model into an equivalent Maximin model, the continuing discussion in the Info-Gap literature on whether Info-Gap is similar to but different from, or different from but similar to, Maximin, is to put it mildly ... amusing.

My experience with Info-Gap over the past seven years has confirmed and reinforced my long held views on the important role that mathematical modeling plays (or, ought to play) in the treatment of decision-making problems, particularly those subject to severe uncertainty.

Indeed, Info-Gap Decision Theory is an excellent example of how wrong things can go due to a lack of familiarity with the mathematical modeling aspects of the Maximin, Worst-Case Analysis and Severe Uncertainty.


Welcome to Factland

This contribution is dedicated to the Info-Gap people at Wikipedia. They were searching for a formal proof that ....

 

Fact 1: Info-Gap is a simple instance of Wald's Maximin model [1945].


 

Fact 2: Info-Gap's prescription for severe uncertainty is simply to... ignore it.

More on this and related topics can be found on the pages of the Worst-Case Analysis / Maximin Campaign, Severe Uncertainty, and the Info-Gap Campaign.

Recent Articles, Working Papers, Notes

Also, see my complete list of articles
    Moshe's new book!
  • Sniedovich, M. (2012) Fooled by local robustness, Risk Analysis, Early View.

  • Sniedovich, M. (2012) Black swans, new Nostradamuses, voodoo decision theories and the science of decision-making in the face of severe uncertainty, International Transactions in Operational Research, 19(1-2), 253-281 (Available free of charge)

  • Sniedovich, M. (2011) A classic decision theoretic perspective on worst-case analysis, Applications of Mathematics, 56(5), 499-509.

  • Sniedovich, M. (2011) Dynamic programming: introductory concepts, in Wiley Encyclopedia of Operations Research and Management Science (EORMS), Wiley.

  • Caserta, M., Voss, S., Sniedovich, M. (2011) Applying the corridor method to a blocks relocation problem, OR Spectrum, 33(4), 815-929, 2011.

  • Sniedovich, M. (2011) Dynamic Programming: Foundations and Principles, Second Edition, Taylor & Francis.

  • Sniedovich, M. (2010) A bird's view of Info-Gap decision theory, Journal of Risk Finance, 11(3), 268-283.

  • Sniedovich M. (2009) Modeling of robustness against severe uncertainty, pp. 33- 42, Proceedings of the 10th International Symposium on Operational Research, SOR'09, Nova Gorica, Slovenia, September 23-25, 2009.

  • Sniedovich M. (2009) A Critique of Info-Gap Robustness Model. In: Martorell et al. (eds), Safety, Reliability and Risk Analysis: Theory, Methods and Applications, pp. 2071-2079, Taylor and Francis Group, London.
  • .
  • Sniedovich M. (2009) A Classical Decision Theoretic Perspective on Worst-Case Analysis, Working Paper No. MS-03-09, Department of Mathematics and Statistics, The University of Melbourne.(PDF File)

  • Caserta, M., Voss, S., Sniedovich, M. (2008) The corridor method - A general solution concept with application to the blocks relocation problem. In: A. Bruzzone, F. Longo, Y. Merkuriev, G. Mirabelli and M.A. Piera (eds.), 11th International Workshop on Harbour, Maritime and Multimodal Logistics Modeling and Simulation, DIPTEM, Genova, 89-94.

  • Sniedovich, M. (2008) FAQS about Info-Gap Decision Theory, Working Paper No. MS-12-08, Department of Mathematics and Statistics, The University of Melbourne, (PDF File)

  • Sniedovich, M. (2008) A Call for the Reassessment of the Use and Promotion of Info-Gap Decision Theory in Australia (PDF File)

  • Sniedovich, M. (2008) Info-Gap decision theory and the small applied world of environmental decision-making, Working Paper No. MS-11-08
    This is a response to comments made by Mark Burgman on my criticism of Info-Gap (PDF file )

  • Sniedovich, M. (2008) A call for the reassessment of Info-Gap decision theory, Decision Point, 24, 10.

  • Sniedovich, M. (2008) From Shakespeare to Wald: modeling wors-case analysis in the face of severe uncertainty, Decision Point, 22, 8-9.

  • Sniedovich, M. (2008) Wald's Maximin model: a treasure in disguise!, Journal of Risk Finance, 9(3), 287-291.

  • Sniedovich, M. (2008) Anatomy of a Misguided Maximin formulation of Info-Gap's Robustness Model (PDF File)
    In this paper I explain, again, the misconceptions that Info-Gap proponents seem to have regarding the relationship between Info-Gap's robustness model and Wald's Maximin model.

  • Sniedovich. M. (2008) The Mighty Maximin! (PDF File)
    This paper is dedicated to the modeling aspects of Maximin and robust optimization.

  • Sniedovich, M. (2007) The art and science of modeling decision-making under severe uncertainty, Decision Making in Manufacturing and Services, 1-2, 111-136. (PDF File) .

  • Sniedovich, M. (2007) Crystal-Clear Answers to Two FAQs about Info-Gap (PDF File)
    In this paper I examine the two fundamental flaws in Info-Gap decision theory, and the flawed attempts to shrug off my criticism of Info-Gap decision theory.

  • My reply (PDF File) to Ben-Haim's response to one of my papers. (April 22, 2007)

    This is an exciting development!

    • Ben-Haim's response confirms my assessment of Info-Gap. It is clear that Info-Gap is fundamentally flawed and therefore unsuitable for decision-making under severe uncertainty.

    • Ben-Haim is not familiar with the fundamental concept point estimate. He does not realize that a function can be a point estimate of another function.

      So when you read my papers make sure that you do not misinterpret the notion point estimate. The phrase "A is a point estimate of B" simply means that A is an element of the same topological space that B belongs to. Thus, if B is say a probability density function and A is a point estimate of B, then A is a probability density function belonging to the same (assumed) set (family) of probability density functions.

      Ben-Haim mistakenly assumes that a point estimate is a point in a Euclidean space and therefore a point estimate cannot be say a function. This is incredible!


  • A formal proof that Info-Gap is Wald's Maximin Principle in disguise. (December 31, 2006)
    This is a very short article entitled Eureka! Info-Gap is Worst Case (maximin) in Disguise! (PDF File)
    It shows that Info-Gap is not a new theory but rather a simple instance of Wald's famous Maximin Principle dating back to 1945, which in turn goes back to von Neumann's work on Maximin problems in the context of Game Theory (1928).

  • A proof that Info-Gap's uncertainty model is fundamentally flawed. (December 31, 2006)
    This is a very short article entitled The Fundamental Flaw in Info-Gap's Uncertainty Model (PDF File) .
    It shows that because Info-Gap deploys a single point estimate under severe uncertainty, there is no reason to believe that the solutions it generates are likely to be robust.

  • A math-free explanation of the flaw in Info-Gap. ( December 31, 2006)
    This is a very short article entitled The GAP in Info-Gap (PDF File) .
    It is a math-free version of the paper above. Read it if you are allergic to math.

  • A long essay entitled What's Wrong with Info-Gap? An Operations Research Perspective (PDF File) (December 31, 2006).
    This is a paper that I presented at the ASOR Recent Advances in Operations Research (PDF File) mini-conference (December 1, 2006, Melbourne, Australia).

Recent Lectures, Seminars, Presentations

If your organization is promoting Info-Gap, I suggest that you invite me for a seminar at your place. I promise to deliver a lively, informative, entertaining and convincing presentation explaining why it is not a good idea to use — let alone promote — Info-Gap as a decision-making tool.

Here is a list of relevant lectures/seminars on this topic that I gave in the last two years.


Disclaimer: This page, its contents and style, are the responsibility of the author (Moshe Sniedovich) and do not represent the views, policies or opinions of the organizations he is associated/affiliated with.


Last modified: Monday, 16-Jun-2014 02:25:32 MST