Inverse decision-making using neural amortized Bayesian actors

• URL: http://arxiv.org/abs/2409.03710v1
• Date: Wed, 4 Sep 2024 10:31:35 GMT
• Title: Inverse decision-making using neural amortized Bayesian actors
• Authors: Dominik Straub, Tobias F. Niehues, Jan Peters, Constantin A. Rothkopf,
• Abstract summary: We amortize the Bayesian actor using a neural network trained on a wide range of different parameter settings in an unsupervised fashion. We show that the inferred posterior distributions are in close alignment with those obtained using analytical solutions where they exist. We then show that identifiability problems between priors and costs can arise in more complex cost functions.
• Score: 19.128377007314317
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Bayesian observer and actor models have provided normative explanations for many behavioral phenomena in perception, sensorimotor control, and other areas of cognitive science and neuroscience. They attribute behavioral variability and biases to different interpretable entities such as perceptual and motor uncertainty, prior beliefs, and behavioral costs. However, when extending these models to more complex tasks with continuous actions, solving the Bayesian decision-making problem is often analytically intractable. Moreover, inverting such models to perform inference over their parameters given behavioral data is computationally even more difficult. Therefore, researchers typically constrain their models to easily tractable components, such as Gaussian distributions or quadratic cost functions, or resort to numerical methods. To overcome these limitations, we amortize the Bayesian actor using a neural network trained on a wide range of different parameter settings in an unsupervised fashion. Using the pre-trained neural network enables performing gradient-based Bayesian inference of the Bayesian actor model's parameters. We show on synthetic data that the inferred posterior distributions are in close alignment with those obtained using analytical solutions where they exist. Where no analytical solution is available, we recover posterior distributions close to the ground truth. We then show that identifiability problems between priors and costs can arise in more complex cost functions. Finally, we apply our method to empirical data and show that it explains systematic individual differences of behavioral patterns.

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