51 resultados para Bayesian statistical decision theory
em Cambridge University Engineering Department Publications Database
Resumo:
Motor behavior may be viewed as a problem of maximizing the utility of movement outcome in the face of sensory, motor and task uncertainty. Viewed in this way, and allowing for the availability of prior knowledge in the form of a probability distribution over possible states of the world, the choice of a movement plan and strategy for motor control becomes an application of statistical decision theory. This point of view has proven successful in recent years in accounting for movement under risk, inferring the loss function used in motor tasks, and explaining motor behavior in a wide variety of circumstances.
Resumo:
© 2012 Elsevier Ltd. Motor behavior may be viewed as a problem of maximizing the utility of movement outcome in the face of sensory, motor and task uncertainty. Viewed in this way, and allowing for the availability of prior knowledge in the form of a probability distribution over possible states of the world, the choice of a movement plan and strategy for motor control becomes an application of statistical decision theory. This point of view has proven successful in recent years in accounting for movement under risk, inferring the loss function used in motor tasks, and explaining motor behavior in a wide variety of circumstances.
Resumo:
Humans have been shown to adapt to the temporal statistics of timing tasks so as to optimize the accuracy of their responses, in agreement with the predictions of Bayesian integration. This suggests that they build an internal representation of both the experimentally imposed distribution of time intervals (the prior) and of the error (the loss function). The responses of a Bayesian ideal observer depend crucially on these internal representations, which have only been previously studied for simple distributions. To study the nature of these representations we asked subjects to reproduce time intervals drawn from underlying temporal distributions of varying complexity, from uniform to highly skewed or bimodal while also varying the error mapping that determined the performance feedback. Interval reproduction times were affected by both the distribution and feedback, in good agreement with a performance-optimizing Bayesian observer and actor model. Bayesian model comparison highlighted that subjects were integrating the provided feedback and represented the experimental distribution with a smoothed approximation. A nonparametric reconstruction of the subjective priors from the data shows that they are generally in agreement with the true distributions up to third-order moments, but with systematically heavier tails. In particular, higher-order statistical features (kurtosis, multimodality) seem much harder to acquire. Our findings suggest that humans have only minor constraints on learning lower-order statistical properties of unimodal (including peaked and skewed) distributions of time intervals under the guidance of corrective feedback, and that their behavior is well explained by Bayesian decision theory.
Resumo:
In order to generate skilled and efficient actions, the motor system must find solutions to several problems inherent in sensorimotor control, including nonlinearity, nonstationarity, delays, redundancy, uncertainty, and noise. We review these problems and five computational mechanisms that the brain may use to limit their deleterious effects: optimal feedback control, impedance control, predictive control, Bayesian decision theory, and sensorimotor learning. Together, these computational mechanisms allow skilled and fluent sensorimotor behavior.
Resumo:
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.
Resumo:
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.
Resumo:
We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the structure of a Markov decision process. Adopting a Bayesian approach to inference, we show how latent variables of the model can be estimated, and how predictions about actions can be made, in a unified framework. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from the posterior distribution. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.
Resumo:
This work addresses the problem of estimating the optimal value function in a Markov Decision Process from observed state-action pairs. We adopt a Bayesian approach to inference, which allows both the model to be estimated and predictions about actions to be made in a unified framework, providing a principled approach to mimicry of a controller on the basis of observed data. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from theposterior distribution over the optimal value function. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.