The Rescorla-Wagner Algorithm and Maximum Likelihood Estimation of Causal Parameters

Alan Yuille
This paper analyzes generalization of the classic Rescorla-Wagner (R-
W) learning algorithm and studies their relationship to Maximum Likelihood estimation of causal parameters. We prove that the parameters
of two popular causal models, ∆P and P C , can be learnt by the same generalized linear Rescorla-Wagner (GLRW) algorithm provided genericity conditions apply. We characterize the fixed points of these GLRW algorithms and calculate the fluctuations about them, assuming that the input is a set of i.i.d. samples from a fixed (unknown) distribution. We describe how to determine convergence conditions and calculate convergence rates for the GLRW algorithms under these conditions.
2005-09-01