arXiv:2504.17370cs.LG2025-04

提出自适应社会学习方法,实时追踪变化的真相与模型。

Doubly Adaptive Social Learning

  • 双阶段自适应:梯度更新追踪模型漂移,信念更新跟踪真假设变化。
  • 适应参数越小,误判概率越接近参数值,最终全集中于真假设。
  • 适合动态环境中的在线决策,如实时社交学习场景。

在社会学习中,一组智能体为感兴趣假设分配概率分数(信念),这些信念决定每个智能体观测到的本地流数据。信念形成通过两步迭代过程实现:一、智能体使用似然模型局部更新信念;二、通过池化规则融合邻近智能体的信念。当存在动态漂移时,该过程可能表现不佳,导致错误决策。本文关注完全在线设置,其中真实假设和似然模型均可随时间变化。提出双重自适应社会学习(A²SL)策略,赋予社会学习必要的适应能力。通过两个适应阶段实现:1)利用随机梯度下降学习并追踪决策模型的漂移;2)采用自适应信念更新追踪随时间变化的真实假设。这两个阶段由两个适应参数控制,调控每个智能体的误差概率演化。理论分析表明,当适应参数足够小时,所有智能体均能一致学习,即最终将全部信念集中在真假设上。误判概率收敛至与适应参数同阶的水平。该理论在合成数据和真实数据上的在线社会学习问题中均得到验证。

原文摘要 · Abstract (English)

In social learning, a network of agents assigns probability scores (beliefs) to some hypotheses of interest, which rule the generation of local streaming data observed by each agent. Belief formation takes place by means of an iterative two-step procedure where: i) the agents update locally their beliefs by using some likelihood model; and ii) the updated beliefs are combined with the beliefs of the neighboring agents, using a pooling rule. This procedure can fail to perform well in the presence of dynamic drifts, leading the agents to incorrect decision making. Here, we focus on the fully online setting where both the true hypothesis and the likelihood models can change over time. We propose the doubly adaptive social learning ($\text{A}^2\text{SL}$) strategy, which infuses social learning with the necessary adaptation capabilities. This goal is achieved by exploiting two adaptation stages: i) a stochastic gradient descent update to learn and track the drifts in the decision model; ii) and an adaptive belief update to track the true hypothesis changing over time. These stages are controlled by two adaptation parameters that govern the evolution of the error probability for each agent. We show that all agents learn consistently for sufficiently small adaptation parameters, in the sense that they ultimately place all their belief mass on the true hypothesis. In particular, the probability of choosing the wrong hypothesis converges to values on the order of the adaptation parameters. The theoretical analysis is illustrated both on synthetic data and by applying the $\text{A}^2\text{SL}$ strategy to a social learning problem in the online setting using real data.

社会学习在线学习自适应动态追踪

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