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Related papers: Bayesian brains and the R\'enyi divergence

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All biological and artificial agents must learn and make decisions given limits on their ability to process information. As such, a general theory of adaptive behavior should be able to account for the complex interactions between an…

Machine Learning · Computer Science 2023-05-08 Dilip Arumugam , Mark K. Ho , Noah D. Goodman , Benjamin Van Roy

This article examines the effect of different other-regarding preference types on the emergence of altruistic punishment behavior from an evolutionary perspective. Our findings corroborate, complement, and interlink the experimental and…

Physics and Society · Physics 2014-08-26 Moritz Hetzer , Didier Sornette

Despite the dominant role of deep models in machine learning, limitations persist, including overconfident predictions, susceptibility to adversarial attacks, and underestimation of variability in predictions. The Bayesian paradigm provides…

Machine Learning · Statistics 2025-06-18 Alisa Sheinkman , Sara Wade

We state the problem of inverse reinforcement learning in terms of preference elicitation, resulting in a principled (Bayesian) statistical formulation. This generalises previous work on Bayesian inverse reinforcement learning and allows us…

Machine Learning · Statistics 2011-06-30 Constantin Rothkopf , Christos Dimitrakakis

Understanding and predicting human migration patterns is a central challenge in population dynamics research. Traditional physics-inspired gravity and radiation models represent migration flows as functions of attractiveness using…

Applications · Statistics 2024-12-03 Aric Cutuli , Upmanu Lall , Michael J. Puma , Émile Esmaili , Rachata Muneepeerakul

We derive a new variational formula for the R\'enyi family of divergences, $R_\alpha(Q\|P)$, between probability measures $Q$ and $P$. Our result generalizes the classical Donsker-Varadhan variational formula for the Kullback-Leibler…

Machine Learning · Statistics 2021-07-21 Jeremiah Birrell , Paul Dupuis , Markos A. Katsoulakis , Luc Rey-Bellet , Jie Wang

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

Machine Learning · Computer Science 2021-01-07 Branislav Kveton , Martin Mladenov , Chih-Wei Hsu , Manzil Zaheer , Csaba Szepesvari , Craig Boutilier

Several algorithms involving the Variational R\'enyi (VR) bound have been proposed to minimize an alpha-divergence between a target posterior distribution and a variational distribution. Despite promising empirical results, those algorithms…

Machine Learning · Statistics 2023-07-20 Kamélia Daudel , Joe Benton , Yuyang Shi , Arnaud Doucet

Human decision behaviour is quite diverse. In many games humans on average do not achieve maximal payoff and the behaviour of individual players remains inhomogeneous even after playing many rounds. For instance, in repeated prisoner…

Physics and Society · Physics 2015-11-11 Martin Spanknebel , Klaus Pawelzik

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

We study belief revision when information is represented by a set of probability distributions, or general information. General information extends the standard event notion while including qualitative information (A is more likely than B),…

Theoretical Economics · Economics 2025-02-04 Adam Dominiak , Matthew Kovach , Gerelt Tserenjigmid

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

Perception, in theoretical neuroscience, has been modeled as the encoding of external stimuli into internal signals, which are then decoded. The Bayesian mean is an important decoder, as it is optimal for purposes of both estimation and…

Neurons and Cognition · Quantitative Biology 2022-03-03 Arthur Prat-Carrabin , Michael Woodford

In experimental applications of bounded-reasoning models, behavior is often summarized by distributions of "levels". We argue that such summaries conflate two conceptually distinct dimensions: a player's type, capturing beliefs about what…

Theoretical Economics · Economics 2026-04-15 Shuige Liu , Gabriel Ziegler

Complex statistical models are often built by combining multiple submodels, called modules. Here we consider modular inference where the modules contain both parametric and nonparametric components. In such cases, standard Bayesian…

Methodology · Statistics 2026-03-27 Linda S. L. Tan , David J. Nott , David T. Frazier

This paper presents a novel approach to analyze human decision-making that involves comparing the behavior of professional chess players relative to a computational benchmark of cognitively bounded rationality. This benchmark is constructed…

General Economics · Economics 2020-12-03 Dainis Zegners , Uwe Sunde , Anthony Strittmatter

We show that deep reinforcement learning algorithms can retain their ability to learn without resetting network parameters in settings where the number of gradient updates greatly exceeds the number of environment samples by combatting…

Machine Learning · Computer Science 2024-08-06 Marcel Hussing , Claas Voelcker , Igor Gilitschenski , Amir-massoud Farahmand , Eric Eaton

Thompson sampling and other Bayesian sequential decision-making algorithms are among the most popular approaches to tackle explore/exploit trade-offs in (contextual) bandits. The choice of prior in these algorithms offers flexibility to…

We present a variational characterization for the R\'{e}nyi divergence of order infinity. Our characterization is related to guessing: the objective functional is a ratio of maximal expected values of a gain function applied to the…

Information Theory · Computer Science 2022-05-03 Gowtham R. Kurri , Oliver Kosut , Lalitha Sankar

Repeated use of a data sample via adaptively chosen queries can rapidly lead to overfitting, wherein the empirical evaluation of queries on the sample significantly deviates from their mean with respect to the underlying data distribution.…

Machine Learning · Computer Science 2024-04-26 Moshe Shenfeld , Katrina Ligett