#28 Michael Mauboussin: A Decision Making Jedi

Jan 23, 2018
Overview

Michael Mauboussin, Director of Research at Blue Mountain Capital Management, shares insights on decision-making, applying base rates, understanding luck vs. skill, and systematic processes. He also discusses developing intuition, reading habits, sleep's importance, and parenting.

At a Glance
34 Insights
1h 17m Duration
18 Topics
7 Concepts

Deep Dive Analysis

Deepening Themes: Base Rates, Comparison, and Decision-Making

Applying Base Rates and the Luck-Skill Continuum

Quantifying Luck vs. Skill in Different Domains

Systematic Decision-Making Processes in Organizations

Understanding and Overcoming Algorithm Aversion

Developing and Applying Intuition Effectively

Measuring Skill Advantage and Adapting to Change

Invariant Strategies in Life and Business

Measuring Rate of Change in Business Environments

Reflections on Algorithmic Decision-Making and AI

Involvement with the Santa Fe Institute and Complexity Research

Balancing Work, Research, and Personal Life

Recommended Books and Reading Habits

Importance of Sleep and Contributing Factors

Learning from Personal Failure and Career Trajectory

Parenting Philosophy and Peer Group Influence

Updating Views: The Microbiome and Cryptocurrencies

Defining Happiness and Future Projects

Inside vs. Outside View

The inside view involves gathering information, combining it with personal experience, and projecting into the future. The outside view, popularized by Daniel Kahneman, suggests starting with a base rate by asking what happened when others were in a similar situation before.

Luck-Skill Continuum

This framework helps determine how much an outcome is dictated by luck versus skill. If an activity has a lot of luck, one should rely more on base rates; if it has a lot of skill, one should rely more on the inside view. Most activities fall in between, requiring a blend of both.

Noise

Noise refers to the inconsistency in human judgment, even when systematic processes and training are in place. For example, insurance adjusters given the same claim can have a 40-60% variance in their outcomes, far exceeding expected minor fluctuations.

Algorithm Aversion

This is the human tendency to be adverse to sticking to a simple algorithm, especially if it goes wrong. People often dismiss algorithms when they fail, even if the algorithm generally provides better solutions than human judgment.

Intuition Development

Intuition can be developed in stable and linear realms where there are repeated patterns and things don't change much. It requires deliberate practice at the boundary of one's capabilities with quality, accurate feedback to improve.

Scaling Laws

These are mathematical relationships observed in both biological and social systems, such as mammals or cities. For example, metabolic rates of mammals scale with mass at a three-quarters exponent, and cities exhibit sublinear (economies of scale) and superlinear (e.g., intellectual productivity, crime) scaling for different properties.

Non-Stationarity

This term describes systems where the statistical properties and underlying rules change over time. It's a concern for algorithmic applications, as models that perfectly match historical data (overfitting) may fail to predict future outcomes in dynamic environments.

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How should one integrate the 'inside view' (personal experience) with the 'outside view' (base rates) when making decisions?

The integration depends on the role of luck; if luck is high, rely mostly on base rates. If skill is high, rely mostly on the inside view. For most activities in between, blend both views appropriately, which also helps quantify regression toward the mean.

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How can an individual determine their position on the luck-skill continuum for their profession?

One can use statistical methods, like applying the Pythagorean theorem of statistics to variance in outcomes (e.g., win-loss records in sports), or qualitative measures such as the predictability of the field, expert agreement, and the stability of the domain.

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How can organizations implement a systematic decision-making process?

Organizations should aim to be systematic in evaluating decision goodness, defining inputs and measures. It's crucial to identify and articulate systematic processes, ensure employees adhere to them, and address 'noise' (inconsistency in application).

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How can organizations overcome 'algorithm aversion' among employees?

To overcome algorithm aversion, allow employees to first apply the algorithm's recommendation and then introduce a small amount of judgment to tweak the response. This gives a sense of volition, encouraging adherence to ultimately better solutions.

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How can individuals develop better intuition, especially in others' domains?

Intuition develops in stable, linear domains with repeated patterns and requires quality, accurate feedback. It's unlikely to acquire another's domain expertise by merely observing; dedicated training and deliberate practice are necessary.

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How can one measure the rate of change in a business environment or industry?

In business, one can measure the rate of change by looking at entry and exit data for companies in an industry, tracking the absolute average market share change over time, and analyzing how profit pools shift among participants.

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What are some 'invariant strategies' or ideas that always hold true in life or business?

Two invariant ideas in money management are that the value of a financial asset is the present value of the cash it generates, and there's a general relationship where the surer something is, the less you get paid to bet on it, and vice versa.

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What are the most impactful books Michael Mauboussin has read recently?

Three impactful books are Robert Sapolsky's 'Behave' (on human behavior from neuroscience to culture), Geoffrey West's 'Scale' (on scaling laws in biological and social systems), and Peter Godfrey-Smith's 'Other Minds' (on consciousness through the lens of octopus intelligence).

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What contributes to good sleep quality?

Common contributors to good sleep quality include regular exercise, a healthy diet (not eating too much, eating quality food), and limiting alcohol consumption. Mauboussin aims for eight hours of sleep nightly.

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What is Michael Mauboussin's philosophy on parenting?

Mauboussin believes parents are not as pivotal as they think, with peer groups having a significant influence, especially during early teen years. He recommends giving kids 'recommendations' or 'ways of thinking' rather than direct commands, allowing them to take ownership of ideas and solve their own problems.

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How has Michael Mauboussin updated his views or habits recently?

Inspired by work on the microbiome, he has sworn off all types of soda (soft drinks, diet Coke). He notes that since doing so, he has found it easier to maintain a lower weight and generally feels better, though he clarifies it might be psychosomatic.

1. Blend Inside & Outside Views

Blend the inside view (your experience) and the outside view (base rates) based on the degree of luck or skill involved; rely more on base rates for high-luck situations and more on your experience for high-skill situations.

2. Apply Base Rates for Decisions

Start with base rates by asking what happened when other people were in a similar situation before, as this improves the quality of forecasts and decision-making.

3. Defer to Base Rates

Consciously defer to base rates and set aside your own experience and inputs, as this is not a natural way of thinking but improves decision quality.

4. Systematize Decision Evaluation

Systematically evaluate decisions by defining clear inputs and establishing specific measures of ‘goodness’ to judge the outcome, rather than relying solely on intuition.

5. Overcome Algorithm Aversion

To overcome algorithm aversion, first apply the algorithm to get a baseline answer, then allow for a small amount of human judgment or tweaking to foster a sense of volition and improve adherence to better solutions.

6. Evolve Processes with Feedback

Continuously improve processes by gathering and implementing feedback, especially in dynamic environments where the rules or conditions can change, requiring your process to evolve.

7. Build Expertise with Quality Feedback

Build true expertise by engaging in deliberate practice within a stable domain and receiving quality, accurate feedback to continuously improve at the boundary of your capabilities.

8. Develop Intuition in Stable Domains

Develop intuition in stable, linear realms with repeated patterns by training it consistently, as intuition can be powerful in such unchanging environments.

9. Revisit Process in Messy Systems

In luck-laden or ‘biological’ (messy) systems where outcomes are less predictable, default to understanding and periodically revisiting your process, trusting that a good process will eventually lead to good outcomes.

10. Balance Exploitation & Exploration

Strategically balance exploitation (leveraging existing strengths) with exploration (seeking new ideas and domains), adjusting the trade-off based on the rate of change in your environment.

11. Align Career with Strengths

Take an inventory of your strengths, weaknesses, and preferred environments to choose a career path that leverages your strengths and aligns with where you can be most productive.

12. Identify Unique Strengths

Identify what you are exceptionally good at, especially skills or abilities where others typically struggle, to find your unique value proposition.

13. Prioritize 8 Hours of Sleep

Prioritize getting around eight hours of sleep nightly, as adequate rest significantly improves productivity, exercise, diet, and overall well-being.

14. Improve Sleep with Exercise & Diet

Enhance sleep quality by exercising regularly and maintaining a good diet, including not overeating and consuming quality foods.

15. Limit Alcohol for Sleep

Limit alcohol consumption, ideally to very little or no more than one drink per day, as this can contribute to better sleep quality.

16. Eliminate Soda from Diet

Eliminate all types of soda and soft drinks from your diet, as this change can potentially make it easier to maintain a healthy weight and improve overall well-being.

17. Be Thoughtful with Time

Treat time as your most scarce resource and be thoughtful about its allocation, considering opportunity costs for different activities.

18. Make Deliberate Time Trade-offs

Recognize that achieving significant output in one area (like reading/research) often requires deliberate trade-offs, such as reducing time spent on other activities (like watching TV).

19. Balance Input & Output

Balance learning (input) with communicating (output) what you find interesting, as the act of synthesizing and explaining helps deepen understanding.

20. Dedicate Weekend Mornings

Utilize quiet weekend mornings by waking early, making coffee, and dedicating a few uninterrupted hours to reading, which can be a highly productive time.

21. Commit to Deep Reading

For challenging or lengthy books, commit to deep reading by allocating a couple of hours a day for a week or more, especially during dedicated periods like holidays.

22. Maintain Consistent Reading

Acknowledge natural ebbs and flows in reading pace, but strive for consistency by doing something all the time, even if the volume varies week to week.

23. Revisit Old Books

Periodically revisit previously read books, even for a few minutes, as good books offer new insights and perspectives when approached with fresh knowledge or a different point of view.

24. Create Knowledge-Rich Environment

Surround yourself with books and knowledge resources, as having them physically accessible can provide comfort and encourage spontaneous learning and revisiting of ideas.

25. Use Checklists for Thoroughness

Employ checklists to ensure all necessary steps are covered and bases are touched, as they compel thoroughness even if they feel constraining.

26. Assess Expert Agreement

To gauge the skill component in a field, observe how much experts agree on outcomes; high agreement often indicates a higher skill component and less randomness.

27. Value Assets by Cash Generation

Understand that the fundamental value of a financial asset or business is the present value of the cash it generates, a principle that remains true regardless of environmental changes.

28. Align Payoff with Certainty

Recognize the invariant principle that the more certain an outcome, the less you get paid for betting on it, and conversely, the less certain, the more you get paid.

29. Measure Environmental Change

To assess the rate of change in an industry, examine entry and exit data; higher rates of company entry and exit indicate a less stable and more dynamic environment.

30. Measure Market Share Change

Another proxy for environmental change is to calculate the absolute average market share change among participants over a period (e.g., 3-5 years); higher volatility indicates a more dynamic environment.

31. Measure Profit Pool Changes

To gauge environmental change, analyze ‘profit pools’ by breaking down how much each company makes and observing how these distributions change over time.

32. Adjust Valuation to Stability

Adjust your willingness to pay for competitive advantage based on industry stability: pay less in volatile industries with high entry/exit and market share changes, and more in stable industries.

33. Guide Children with Recommendations

When advising older children, offer ideas and ways of thinking as ‘recommendations’ rather than directives, allowing them to take ownership of the decision-making process.

34. Facilitate Kids’ Problem Solving

Distinguish between your problems (where kids can help) and your kids’ problems (where you should act as a facilitator, allowing them to solve it themselves to develop their own tools).

If there's a lot of luck, a lot of randomness, you should rely exclusively or almost exclusively on the base rate. If there's a lot of skill, you should rely almost exclusively on the inside view, right, on your own experience.

Michael Mauboussin

As human beings, we tend to be quite adverse to sticking to a simple algorithm, and in fact, the algorithm goes wrong. We get very upset and are very dismissive.

Michael Mauboussin

The key to intuition is that it exists, it can be very powerful, but we have to be very careful about where it applies. And I think the general rule is intuition can be developed in realms that are stable and linear.

Michael Mauboussin

The value of usually a business, but really a financial asset is the present value of the cash that it generates. And, you know, it's hard to get away from that ultimately being the case. And that has always been true. And I think it will always be true going forward.

Michael Mauboussin

I'm a big believer that the notion of synthesis and being able to write and speak reasonably intelligently on something is actually an indication of understanding or first step toward understanding, let's say it that way.

Michael Mauboussin

I still think people don't understand how important it is to sleep. And it's often the case that, you know, one, one less hour doing something else. And one more hour of sleep, you're going to be much more productive in your, in your other activities.

Michael Mauboussin

I used to take the train to go to work. And, um, I remember telling my, my then girlfriend, now wife, you know, I'd rather ride on this train back and forth from the stations all day than go to work. And I was like, okay, that's probably a good sign that I should not be doing this any longer.

Michael Mauboussin

Overcoming Algorithm Aversion

Michael Mauboussin
  1. Present the algorithm's recommendation as the first answer.
  2. Allow the human to introduce a small amount of judgment to tweak the response.

Parenting for Problem-Solving

Michael Mauboussin
  1. For young children, provide direct instructions for basic tasks (e.g., 'go to bed').
  2. For older children, offer 'recommendations' or 'ways of thinking' about problems, rather than telling them what to do.
  3. Distinguish between 'your problems' (where kids help solve) and 'kid's problems' (where you act as a facilitator, allowing them to solve it).
40-60%
Variance in insurance claim outcomes among adjusters Observed in a large insurance company despite adjusters being trained the same way with the same software, indicating 'noise' in human judgment.
700 pages
Length of Robert Sapolsky's book 'Behave' A significant commitment for readers, covering neuroscience to culture.
three quarters
Exponent for mass-metabolic rate relationship in mammals When plotted on a logarithmic scale, the mass and energy usage of mammals follow a perfect line with this exponent.
100 watts per day
Human basic metabolic rate (energy usage) What it takes to sustain a human's basic metabolic rate, equivalent to powering a light bulb.
11,000 watts per day
Average energy usage per person in the United States This is 30 times the basic metabolic rate, due to harnessing technology.
3,000 watts per day
Average energy usage per person globally This is significantly higher than the basic metabolic rate, indicating the impact of technology.
25-30 books
Number of books Michael Mauboussin read in 2017 His approximate reading volume for the year.
90% new, 10% old
Ratio of new books to rereading older classics This ratio applies to pure reading, though research often involves circling back to older academic articles or books.
3,000-4,000 books
Number of books in Michael Mauboussin's two offices Combined total from his home office and an outside office.
8 hours
Recommended daily sleep duration for Michael Mauboussin He tries to be religious about getting this amount of sleep for productivity and overall well-being.
31 years
Years since Michael Mauboussin started on Wall Street His career reflection piece was written a little over a year ago, marking 30 years at that time.