My name is Charles Renshaw-Whitman. I am a physicist (‘symbol gremlin’) by training, currently a MATS scholar studying the connection between the structure of natural data and the structure of learned computations.
Currently training away an aversion to sharing my writing/thoughts publicly—please modulate tone of comments accordingly :)
Some early mixed-genre thoughts on plasticity and crtical periods in neural networks, and as a motif in agent-ology. Compiled in part based on work done at MATS 9.1 under the mentorship of Richard Ngo, and the Iliad fellowship, under the mentorship of Dmitry Vaintrob.
Plasticity and Critical Periods
Plasticity dynamics, especially ‘critical periods’, seem to be important in neural networks, and they happen generically enough [1] that it feels to me like an instance of a more general phenomenon. In animals, in NNs, and, if you’re sufficiently Quigley-pilled, institutions and civilizations. [2]
Roughly, one needs high-plasticity periods in order to explore many configurations — to try out many candidate circuits, strategies, or institutional arrangements — but then one needs to tune down plasticity in order to hone in on good solutions. [3]
In Markets and Coalitional Agents
One way of thinking about markets is as information aggregators. Profits are accrued as a result of a history of correct predictions or useful actions. Geometric Rationality makes this more literal by showing that Bayesian updates can be regarded as Kelly betting of credibility-points among hypotheses.
Real-life markets typically allow for a state of “bankruptcy”: a threshold level of performance below which agents are permanently excluded from participation. [4] This is a problem to the extent that one wishes to maintain diverse information inputs to the market. The question of plasticity is then the question of how to allow for such sensitivity while excluding true nonsense participants. In practice, such a mechanism will always involve some kind of subsidy paid to underperformers, in the hope that some of them will one day make good. I’m not aware of a great analogy for critical periods within markets, and would be interested to hear any thoughts.
In Belief Networks
In real life, agents can maintain inconsistent beliefs. This in part stems from the fact that small inconsistencies may not merit the computational cost of full belief repropagation. But plasticity provides an interesting alternative perspective: one might prefer to subsidize conflicting families of beliefs in the hope that this diversity will cash out as an overall ability to assimilate novel information.
That is, in the absence of perfect Bayesian updating, one might like to have one’s belief network exhibit some amount of inconsistency in order to more readily integrate surprising observations. On this perspective, competition between belief-families-qua-agents is counterbalanced by an inconsistency subsidy, so as to maintain the whole network at a more adaptable equilibrium. [5] I haven’t yet thought enough about critical periods in belief networks to say what this might correspond to—certainly one wants a minimum amount of consistency, but it’s not clear that this should correspond to a critical-period in the time-dynamics of the belief network.
Coda on Neural Darwinism
I have been thinking a lot about neural Darwinism as an ontology for neural networks over the past few months, and I think “network plasticity as a hedge against Knightian uncertainty” is a more versatile extension of that idea, one which does not require having particular units of neural selection. I’ll be exploring this in the coming days; I’m excited by some interesting connections to HTSR theory and more schematically, to lazy-vs-rich learning viewed through kernel dynamics (since the kernel is dual to the Fisher-information matrix, a proxy for plasticity). Hopefully more to come.
I have been reading, inter alia, these papers: 1711.08856, 2210.04643, and 2308.12221.
Doubtless there is no monopoly on this model; Quigley is just the one who comes to mind. Samo Burja is another impressive thinker in this genre.
This is a fully generic bias-variance tradeoff argument; there is a more precise story to be had, but I am still thinking my way to it.
There are two different reasons to dislike bankruptcy. The first is as a non-ideality in the market, which I think rational agents can simply route around by Kelly betting. The more interesting reason is Knightian: in practice, market-like mechanisms do not effectively account for very rare events. Cf. the tangential but excellent ACX post, “Heuristics That Almost Always Work”.
Cf. the fact that biology much prefers opponent-process models to binary switches.