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.
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