AlexMennen comments on Universal agents and utility functions - Less Wrong

29 Post author: Anja 14 November 2012 04:05AM

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Comment author: AlexMennen 18 November 2012 08:11:54PM *  2 points [-]

No, you don't. If you tried to represent Agent 2 in that notation, you would get

modeled_action(n, k) = argmax(y_k) sum(x_k) [u_k(yx_<k, yx_k) + u_(k+1)(yx_<k, yx_k:k+1) + ... + u_n(yx_<k, yx_k:n)]*M(yx_<k, yx_k:n), where y_m = modeled_action(n, m) for m>k.

You were using u_k to represent the utility of the last step of its input, so that total utility is the sum of the utilities of its prefixes, while I was using u_k to represent the utility of the whole sequence. If I adapt Agent 4 to your use of u_k, I get

modeled_action(n, k) = argmax(y_k) sum(x_k) [u_k(yx_<k, yx_k) + u_k(yx_<k, yx_k:k+1) + ... + u_k(yx_<k, yx_k:n)]*M(yx_<k, yx_k:n), where y_m = modeled_action(n, m) for m>k.

Comment author: Anja 19 November 2012 04:26:07AM *  3 points [-]

I am starting to see what you mean. Let's stick with utility functions over histories of length m_k (whole sequences) like you proposed and denote them with a capital U to distinguish them from the prefix utilities. I think your Agent 4 runs into the following problem: modeled_action(n,m) actually depends on the actions and observations yx_{k:m-1} and needs to be calculated for each combination, so y_m is actually

which clutters up the notation so much that I don't want to write it down anymore.

We also get into trouble with taking the expectation, the observations x_{k+1:n} are only considered in modeling the actions of the future agents, but not now. What is M(yx_<k,yx_k:n) even supposed to mean, where do the x's come from?

So let's torture some indices:

where n>=k and

This is not really AIXI anymore and I am not sure what to do with it, but I like it.

Comment author: AlexMennen 19 November 2012 05:03:36AM 1 point [-]

so y_m is actually [...] which clutters up the notation so much that I don't want to write it down anymore.

Yes.

We also get into trouble with taking the expectation, the observations x{k+1:n} are only considered in modeling the actions of the future agents, but not now. What is M(yx<k,yx_k:n) even supposed to mean, where do the x's come from?

Oops, you are right. The sum should have been over x_{k:n}, not just over x_k.

So let's torture some indices: [...]

Yes, that is a cleaner and actually correct version what I was trying to describe. Thanks.