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A model for learning based on the joint estimation of stochasticity and volatility

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  • Payam Piray

    (Princeton University)

  • Nathaniel D. Daw

    (Princeton University)

Abstract

Previous research has stressed the importance of uncertainty for controlling the speed of learning, and how such control depends on the learner inferring the noise properties of the environment, especially volatility: the speed of change. However, learning rates are jointly determined by the comparison between volatility and a second factor, moment-to-moment stochasticity. Yet much previous research has focused on simplified cases corresponding to estimation of either factor alone. Here, we introduce a learning model, in which both factors are learned simultaneously from experience, and use the model to simulate human and animal data across many seemingly disparate neuroscientific and behavioral phenomena. By considering the full problem of joint estimation, we highlight a set of previously unappreciated issues, arising from the mutual interdependence of inference about volatility and stochasticity. This interdependence complicates and enriches the interpretation of previous results, such as pathological learning in individuals with anxiety and following amygdala damage.

Suggested Citation

  • Payam Piray & Nathaniel D. Daw, 2021. "A model for learning based on the joint estimation of stochasticity and volatility," Nature Communications, Nature, vol. 12(1), pages 1-16, December.
    • Handle: RePEc:nat:natcom:v:12:y:2021:i:1:d:10.1038_s41467-021-26731-9
    DOI: 10.1038/s41467-021-26731-9
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    References listed on IDEAS

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    Cited by:

    1. Ondrej Zika & Katja Wiech & Andrea Reinecke & Michael Browning & Nicolas W. Schuck, 2023. "Trait anxiety is associated with hidden state inference during aversive reversal learning," Nature Communications, Nature, vol. 14(1), pages 1-16, December.
    2. Payam Piray & Nathaniel D. Daw, 2024. "Computational processes of simultaneous learning of stochasticity and volatility in humans," Nature Communications, Nature, vol. 15(1), pages 1-16, December.

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