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

Part of Advances in Neural Information Processing Systems 17 (NIPS 2004)

Bibtex Metadata Paper

Authors

Alan L. Yuille

Abstract

This paper analyzes generalization of the classic Rescorla-Wagner (R- W) learning algorithm and studies their relationship to Maximum Like- lihood 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 gener- icity 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 conver- gence rates for the GLRW algorithms under these conditions.