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Dynamic learning in behavioral games: A hidden Markov mixture of experts approach

机译：行为游戏中的动态学习：隐马尔可夫专家混合方法

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摘要

Over the course of a repeated game, players often exhibit learning in selecting their best response. Research in economics and marketing has identified two key types of learning rules: belief and reinforcement. It has been shown that players use either one of these learning rules or a combination of them, as in the Experience-Weighted Attraction (EWA) model. Accounting for such learning may help in understanding and predicting the outcomes of games. In this research, we demonstrate that players not only employ learning rules to determine what actions to choose based on past choices and outcomes, but also change their learning rules over the course of the game. We investigate the degree of state dependence in learning and uncover the latent learning rules and learning paths used by the players. We build a non-homogeneous hidden Markov mixture of experts model which captures shifts between different learning rules over the course of a repeated game. The transition between the learning rule states can be affected by the players' experiences in the previous round of the game. We empirically validate our model using data from six games that have been previously used in the literature. We demonstrate that one can obtain a richer understanding of how different learning rules impact the observed strategy choices of players by accounting for the latent dynamics in the learning rules. In addition, we show that such an approach can improve our ability to predict observed choices in games.
机译：在重复游戏的过程中，玩家通常会在选择最佳反应时表现出学习能力。经济学和市场学研究确定了学习规则的两种关键类型：信念和强化。已经证明，玩家可以使用这些学习规则之一，也可以将它们组合使用，如经验加权吸引力（EWA）模型中所示。对此类学习进行核算可能有助于理解和预测游戏的结果。在这项研究中，我们证明了玩家不仅使用学习规则来根据过去的选择和结果来确定要选择的动作，而且还会在游戏过程中改变他们的学习规则。我们调查学习中状态依赖的程度，并发现潜在的学习规则和玩家使用的学习路径。我们建立了专家模型的非均匀隐马尔可夫混合模型，该模型捕获了重复游戏过程中不同学习规则之间的变化。学习规则状态之间的过渡可能会受到游戏前一轮中玩家的体验的影响。我们使用以前文献中使用过的六个游戏的数据进行经验验证，以验证我们的模型。我们证明，通过考虑学习规则中的潜在动态，人们可以更深入地了解不同的学习规则如何影响观察到的玩家策略选择。此外，我们证明了这种方法可以提高我们预测游戏中观察到的选择的能力。

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