arXiv Machine Learning

Parameter Learning in Active Inference via Variational Message Passing

The paper extends active inference to incorporate learning of observation and transition parameters by assigning each factor its own Dirichlet prior, thereby preserving information‑gain corrections that vanish under standard mean‑field factorization. This approach yields a closed‑form objective whose stationary point is solved by sum‑product message passing with augmented factor functions. Experiments on two grid POMDPs demonstrate that the resulting planner reliably learns the model and reaches the goal in every episode, outperforming planners that lack this learning capability.

arXiv AI
Jun 4

What Type of Inference is Active Inference?

arXiv:2606. 04935v1 Announce Type: new Abstract: Active inference casts decision-making as inference, with the Expected Free Energy (EFE) unifying goal-directed and information-seeking behavior.

By Wouter W. L. Nuijten, Mykola Lukashchuk, Thijs van de Laar, Bert de Vries
arXiv AI
Oct 15

Belief Embedding Tree Search

arXiv:2610.15046v1 Announce Type: new Abstract: Beliefs in a Partially Observable Markov Decision Process (POMDP) are posterior distributions over the hidden state given the agent's history of action...

By Christopher Solinas, Radovan Halu\v{s}ka, Martin Schmid, Michael Buro, Nathan R. Sturtevant, Michael Bowling
arXiv AI
Aug 19

Expected free energy as an information constraint on the Bethe Lagrangian

The paper introduces a Bethe Lagrangian formulation of expected free energy (EFE) that preserves a Kullback–Leibler structure, enabling message‑passing inference. By imposing an information constraint—requiring the mutual information between future observations, states, and parameters given actions to be at least the entropy of the goal prior—the authors recover the standard EFE solution at a specific Karush‑Kuhn‑Tucker multiplier. They analyze how varying this multiplier transitions the agent’s epistemic drive through inactive, interior, and saturated regimes, and benchmark the constrained Bethe agent against EFE and Q‑MDP on three tasks.

By Wouter M. Kouw
arXiv Machine Learning
Aug 19

The concentration game: Bayesian updating, regret, and information

The paper introduces a two-player zero-sum repeated game between a learner and nature that simultaneously captures Bayesian updating and an exact decomposition of exponential-weights regret. The game’s terminal payoff reflects the maximum gain a comparator can achieve given a fixed relative entropy from the prior, while the one-step constraint limits nature’s move by an information budget. The resulting regret splits into three precise components—per-round information loss, an additive retempering drift, and the comparator’s information relative to the prior—providing a unified framework that explains concentration phenomena, large-deviation bounds, and various learning methods such as bandits, posterior sampling, aggregation, and boosting.

By Akshay Balsubramani