论文标题

在不确定性下进行决策的机器学习

Machine learning for decision-making under uncertainty

论文作者

Xin, Lizhi, Xin, Kevin, Xin, Houwen

论文摘要

我们生活在一个充满不确定性的世界中,在那里我们必须在不完整的信息下做出很多决定。我们坚信我们的主观信念不能通过严格的数学公式来计算。取而代之的是基于达尔文的自然选择(通过基因编程的机器学习模拟进化过程),这是一个提出的计算模型,它结合了量子理论的见解,以描述和解释不确定性下的决策。与其他通过概率理论解释决策过程的决策理论不同,我们提出的决策理论通过学习观察到的历史数据来发现思想的“思想定律”。在我们的决策理论中没有差异方程式,也没有过渡概率,我们的决策模型强调了机器学习,在这种情况下,决策者通过为他们做出的每个决定而受到奖励或惩罚,并为他们做好更好的决策,以在未来做出更好的决策。我们不是使用通常的效用函数来建模,而是使用模拟人们的决策过程的量子决策树。每个量子决策树都包括一组策略;每次做出决定时,决策者都会首先从量子决策树的策略池中选择策略,然后根据基于基于最大值的期望值获得的遗传编程获得的信仰程度选择行动。

We live in a world brimming with uncertainty, where we constantly have to make a lot of decisions under incomplete information. We are firm believers that our subjective belief cannot be computed by rigorous mathematical formula; instead based on Darwin's natural selection (the evolution process is simulated by machine learning with genetic programming), a proposed computational model that incorporates insights from quantum theory to describe and explain decision-making under uncertainty. Unlike other decision-making theories that explain the decision-making process through probability theory, our proposed decision theory discovers "laws" of thought by learning observed historical data. There is no differential equation and no transition probability in our decision theory, our decision model has an emphasis on machine learning, where decision-makers build-up their experience by being rewarded or punished for each decision they make and prepare them for making better decisions in the future. We do not model with the usual utility function, but with quantum decision tree that simulates people's decision process. Each quantum decision tree includes a set of strategies; every time a decision is made, the decision-maker first chooses a strategy from the quantum decision tree's strategy pool, and then chooses an action based on the degree of belief which is obtained by genetic programming based on maximizing expected value.

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