A decision maker (DM) makes choices from dierent sets of

alternatives. The DM is initially fully ignorant of the payo associated

to each alternative, and learns these payos only after a large number

of choices have been made. We show that, in the presence of an outside

option once payos are learned, the optimal choice rule from sets of

alternatives is one that is as if the DM had strict preferences over all

alternatives. Under this model, the DM has preferences for preferences

while being ignorant of what preferences are \right".