Dear all,
We will have a talk this Wednesday by Dr. Peter Sunehag. See below for the details and the attached paper
Hope to see many of you there! - Cho
- Speaker: Dr. Peter Sunehag (Australian National University, http://people.cecs.anu.edu.au/user/1446) - Date and Time: 6 Aug 2014 @13.00 - Place: AA3195 - Title: Optimism as a fundamental decision-making principle - Abstract: We discuss the usefulness and rationality of optimism in general sequential decision making. Humans are often optimistically biased and optimists are achieving more of their ambitions than more rational people. We provide a mathematical analysis of general optimistic agents and identify how they can be better or worse than strictly rational agents. These agents select the most optimistic among the still plausible hypotheses from a class. Further, we discuss a milder form of optimism in the case of continuously parameterized classes. We refer to this setting as reward-modulated inference, a framework that includes recent models for synaptic weight updates in neuroscience as a special case. At the center is a trade-off between assigning high probability to likable or likely events. A nice consequence is that we can formulate generative and discriminative learning as endpoints of a continuum. Finally, I present some first experiments using autoencoders for the classical MNIST task showing a very simple way of getting ok but not state-of-the art accuracy. The aim is not to optimize narrow tasks maximally but to be able to achieve the law of effect, making choices with a frequency proportional to past rewards in situations deemed similar. In really complex tasks this can be a sufficient objective and one that humans and animals often settle for. Also, the strategy provides suitable exploration as well as robustness to change.