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題名 認知能力與一般化強化學習–凱因斯選美賽局實驗之實證分析
Effects of cognitive on the Generalized Reinforcement Learning(EWA Learning):an empirical study of Keynes`s beauty contest experiment作者 蔡明翰 貢獻者 陳樹衡
蔡明翰關鍵詞 選美競賽賽局
經驗加權吸引模型
工作記憶
智能
Beauty Contest Game
Experience-Weighted Attraction
Working Memory Capacity
Intelligence日期 2011 上傳時間 30-Oct-2012 11:09:36 (UTC+8) 摘要 本文研究的主要目的為研究學習行為與智能的相關性，採經驗加權吸引模型(Experience-Weighted Attraction)來描述受測者在選美競賽賽局(Beauty Contest Game)實驗下的決策及行為，不單只選擇強化學習或信念學習模型，其理由為經驗加權吸引模型綜合了以上兩個學習的特點；在智能的部分，本文以實驗所得的工作記憶能力(Working Memory Capacity)分數的高低，來代表智能高低。 從研究結果發現，智能高與低兩類受測者的初始吸引分配，皆與其在第一期的選擇類似，而低智能的受測者在初始吸引部分，所估計的分配結果會與第一期之後期間的分配較不相似，這可能代表著低智能的受測者對於類似賽局實驗以及此實驗的分析或想像較差；在ψ的參數估計上，由於低智能的初始吸引與最後一期猜測的分配較不相似，以理論來說會遞減較快，也就是說會小於高智能所估計的結果，而真實的估計結果也顯示如此，此外，ψ的估計結果，也表示低智能受測者，對於之前吸引遞減較快，遺忘地較快。本文在δ的部分，高智能的受測者明顯地大於低智能的受測者，這表示高智能的受測者，對於失去的報酬比較敏感，會較關心沒有選擇到的數字所能得到的報酬，本文認為此結果可能隱含高智能受測者的認知階層較高。在受測者對於吸引敏感度λ的參數部分，本研究發現，此兩類受測者並無太大差異，也就是此兩類受測者對於吸引的變動，敏感度差距不大，也就代表影響人們對於吸引敏感度的原因，可能不是來自於智商高低。由本文的實證結果，可以發現學習行為與智能的相關性，因此本文建議在往後與學習行為有關的研究上，也許可以納入智能為主要研究探討的核心。
The purpose of this paper is to explore possible relationships between individual differences in working memory capacity (WMC) and behavioral heterogeneityrevealed in a repeated beauty contest experiment. We use ‘experience-weighted attraction’ (EWA) learning, to describe the decision-making and learning behavior ofsubjects in the beauty contest game (BCG) experiment. In the intelligence section, the level of the experiment from the working memory capacity score, to represent theintelligence high or low. We found high and low intelligent of the subject`s initial attract allocated all its similar to the first period choice. In parameter estimation of ψ, due to the initialattraction of low intelligence subject is less similar to the choice of the following periods. According to theory,ψ of the low intelligence subjects will decrease faster,and the estimate of the results also show that. In addition, part of δ, high intelligence subjects was larger than the low intelligent subjects, which means that subjects of high intelligence, more sensitive to lost revenue. We think that may be implied the higher intelligent subjects are higher cognitive hierarchy. The sensitivity of players to attractions λ, we found that these two types of intelligent is not much difference. Thismeans that the impact of the sensitivity of players to attractions, may not be from the intelligent level. By the empirical results, we can find the relationship betweenbehavioral heterogeneity and intelligence, so we suggests that it may be incorporated into the intelligent as the main research.參考文獻 中文部分張春興 (1994)：教育心理學-三化取向的理論與實踐。臺北：東華書局。陳冠儒 (2011)：賽局理論與學習模型的實證研究。國立政治大學統計學系碩士論文。英文部分Burnham, T. C., Cesarini, D., Johannesson, M., Lichtenstein, P., and Wallace, B. (2009). Higher cognitive ability is associated with lower entries in a p-beauty contest. Journal of Economic Behavior and Organization, 72(1), 171- 175.Camerer, C. F. (1997). Progress in behavioral game theory. Journal of Economic Perspectives, 11, 167-88.Camerer, C. F., and Ho, T. -H. (1999) , Experience-weighted attraction learning in normal form games. Econometrica, 67, 827–874.Camerer, C. F., Ho, T.-H., and Chong, J.-K. (2004). A cognitive hierarchy model of games. Quarterly Journal of Economics, 119, 861-98.Cantor, J., and Engle, R. W. (1993). Working-memory capacity as long-term memory activation: An individual-differences approach. Journal of Experimental Psychology: Learning, Memory, and Cognition, 19, 1101-1114.Chen, S.-H. (2012). Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective. Journal of Economic Dynamics & Control, 36(1), 1–25.Chen, S-H, Yang, L-X, and Du, Y-R (2012). Intelligence and level-k reasoning in beauty-contest experiments. working paper National Chengchi University.Cheung, Y. W., and Friedman, D. (1997). Individual learning in normal form games: some laboratory results. Game and Economic Behavior, 19, 46-76.Conway, A. R. A., Cowan, N., Bunting, M. F., Therriault, D. J., and Minkoff, S. R. B. (2002). A latent variable analysis of working memory capacity, short-term memory capacity, processing speed, and general fluid intelligence. Intelligence, 30, 163-184.Coricelli, G., and Nagel, R. (2009). Neural correlates of depth of strategic reasoning in medial prefrontal cortex. Proceedings of the National Academy of Sciences of the United States of America, 106(23), 9163-9168.Costa-Gomes, M. A., and Crawford, V. P. (2006). Cognition and behavior in two-person guessing games: An experimental study. American Economic Review 96, 1737-1768.Cross, R. (1982). The Duhem-Quine thesis, Lakatos and the appraisal of theories in macroeconomics. Economic Journal, 92, 320-340.Daily, L. Z., Lovett, M. C., and Reder, L. M. (2001). Modeling individual differences in working memory performance: A source activation account. Cognitive Sciences, 25, 315-353.Devetag, G., and Warglien, M. (2003). Games and phone numbers: Do short-term memory bounds affect strategic behavior? Journal of Economic Psychology, 24, 189-202.Duffy, J., Nagel, R. (1997). On the robustness of behaviour in experimental ‘beauty-contest’ games. Economic Journal 107 (445), 1684–1700.Earl, P. E. (1990). Economics and psychology: A survey. Economic Journal, 100, 718-755.Engle, R. W., Tuholski, S. W., Laughlin, J. E., and Conway, A. R. A. (1999). Working memory, short-term memory, and general fluid intelligence: A latent-variable approach. Journal of Experimental Psychology: General, 128, 309-331.Erev, I. and Roth, A. E.(1995). Prediciting how people play games: Reinforcement learning in experimental games with unique, mixed strategy euqilibri. The American Economic Review, 88(4):848–881.Friedman D.(1998), “Evolutionary economics goes mainstream: A review of the theory of learning in games,” Journal of Evolutionary Economics, 8: 423-432.Hambrick, D. Z., and Engle, R. W. (2002). Effects of domain knowledge, working memory capacity, and age on cognitive performance: An investigation of the knowledge-is-power hypothesis. Cognitive Psychology, 44, 339-387.Ho, T. -H., Camerer, C., Weigelt, K. (1998). Iterated dominance and iterated best–best response in experimental ‘p-beauty contests’. American Economic Review 88 (4), 947–969.Keynes, J. M. (1936). The General Theory of Employment, Interest, and Money. London: Macmillan.Kyllonen, P. C., and Christal, R. E. (1990). Reasoning ability is (little more than) working-memory capacity?! Intelligence, 14, 389-433.Kyllonen, P. C. (1996). Is working memory capacity Spearman’s g? In I. Dennisand P. Tapsfield (Eds.), Human abilities: Their nature and measurement.Hillsdale, NJ: Erlbaum.Nagel, R. (1995). Unraveling in guessing games: An experimental study. American Economic Review, 85(5), 1313-1326.Nagel, R. (1998). A survey on beauty contest experiments: Bounded rationality and learning. In: Budescu, D., Erev, I., Zwick, R. (Eds.), Games and Human Behavior, Essays in Honor of Amnon Rapoport. Lawrence Erlbaum Associates, Inc., New Jersey.Nagel, R. (2008). Experimental beauty contest games: Levels of reasoning and convergence to equilibrium. In: Plott, C. R., and Smith, V. (Eds.) Handbook of Experimental Economics Results, Vol. 1, Chapter 45, 391-410, Elsevier.Nichols M. W. and Radzicki M. J.(2007). An Agent-Based Model of Behavior in “Beauty Contest” Games. University of Nevada, Reno working paper.Roth, A. E. and Erev, I. (1995). Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term. Games and Economic Behavior, 8:164–212.Rydval, O., Ortmann, A., and Ostatnicky, M. (2009). Three very simple games and what it takes to solve them. Journal of Economic Behavior and Organization, 72(1), 589-601.Schnusenberg, O. and Gallo, A. (2011). On Cognitive Ability and Learning in a Beauty Contest. Journal for Economic Educators, 11(1), 13-24.Simon, H. A. (1990). Invariants of human behavior. Annual review of psychology, 41, 1-19.Stahl, D. O. (2000). Rule Learning in Symmetric Normal-Form Games: Theory and Evidence. Games and Economic Behavior, 32(1), 105-138.Thorndike, E.L. (1898).Animal intelligence: An experimental study of the associative processes in animals. Psychological Review Monographs Supplement, 2. 描述 碩士
國立政治大學
經濟學系
99258022
100資料來源 http://thesis.lib.nccu.edu.tw/record/#G0099258022 資料類型 thesis dc.contributor.advisor 陳樹衡 zh_TW dc.contributor.author (Authors) 蔡明翰 zh_TW dc.creator (作者) 蔡明翰 zh_TW dc.date (日期) 2011 en_US dc.date.accessioned 30-Oct-2012 11:09:36 (UTC+8) - dc.date.available 30-Oct-2012 11:09:36 (UTC+8) - dc.date.issued (上傳時間) 30-Oct-2012 11:09:36 (UTC+8) - dc.identifier (Other Identifiers) G0099258022 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/54479 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 經濟學系 zh_TW dc.description (描述) 99258022 zh_TW dc.description (描述) 100 zh_TW dc.description.abstract (摘要) 本文研究的主要目的為研究學習行為與智能的相關性，採經驗加權吸引模型(Experience-Weighted Attraction)來描述受測者在選美競賽賽局(Beauty Contest Game)實驗下的決策及行為，不單只選擇強化學習或信念學習模型，其理由為經驗加權吸引模型綜合了以上兩個學習的特點；在智能的部分，本文以實驗所得的工作記憶能力(Working Memory Capacity)分數的高低，來代表智能高低。 從研究結果發現，智能高與低兩類受測者的初始吸引分配，皆與其在第一期的選擇類似，而低智能的受測者在初始吸引部分，所估計的分配結果會與第一期之後期間的分配較不相似，這可能代表著低智能的受測者對於類似賽局實驗以及此實驗的分析或想像較差；在ψ的參數估計上，由於低智能的初始吸引與最後一期猜測的分配較不相似，以理論來說會遞減較快，也就是說會小於高智能所估計的結果，而真實的估計結果也顯示如此，此外，ψ的估計結果，也表示低智能受測者，對於之前吸引遞減較快，遺忘地較快。本文在δ的部分，高智能的受測者明顯地大於低智能的受測者，這表示高智能的受測者，對於失去的報酬比較敏感，會較關心沒有選擇到的數字所能得到的報酬，本文認為此結果可能隱含高智能受測者的認知階層較高。在受測者對於吸引敏感度λ的參數部分，本研究發現，此兩類受測者並無太大差異，也就是此兩類受測者對於吸引的變動，敏感度差距不大，也就代表影響人們對於吸引敏感度的原因，可能不是來自於智商高低。由本文的實證結果，可以發現學習行為與智能的相關性，因此本文建議在往後與學習行為有關的研究上，也許可以納入智能為主要研究探討的核心。 zh_TW dc.description.abstract (摘要) The purpose of this paper is to explore possible relationships between individual differences in working memory capacity (WMC) and behavioral heterogeneityrevealed in a repeated beauty contest experiment. We use ‘experience-weighted attraction’ (EWA) learning, to describe the decision-making and learning behavior ofsubjects in the beauty contest game (BCG) experiment. In the intelligence section, the level of the experiment from the working memory capacity score, to represent theintelligence high or low. We found high and low intelligent of the subject`s initial attract allocated all its similar to the first period choice. In parameter estimation of ψ, due to the initialattraction of low intelligence subject is less similar to the choice of the following periods. According to theory,ψ of the low intelligence subjects will decrease faster,and the estimate of the results also show that. In addition, part of δ, high intelligence subjects was larger than the low intelligent subjects, which means that subjects of high intelligence, more sensitive to lost revenue. We think that may be implied the higher intelligent subjects are higher cognitive hierarchy. The sensitivity of players to attractions λ, we found that these two types of intelligent is not much difference. Thismeans that the impact of the sensitivity of players to attractions, may not be from the intelligent level. By the empirical results, we can find the relationship betweenbehavioral heterogeneity and intelligence, so we suggests that it may be incorporated into the intelligent as the main research. en_US dc.description.tableofcontents 目錄 I表目錄 III圖目錄 IV第一章、研究動機...........................11.1 研究動機與目的.........................11.2 研究流程..............................4第二章、文獻回顧...........................62.1選美競賽賽局與學習模型...................62.1.1選美競賽賽局..........................62.1.2選美競賽賽局實驗與學習模型..............72.1.3小結.................................152.2智能與策略行為..........................152.3總結...................................17第三章、研究資料處理與模型...................203.1研究資料................................203.2學習模型................................213.3資料處理................................253.4估計方法................................27第四章、實證結果............................294.1實證資料敘述性統計分析....................294.2經驗加權吸引模型估計結果..................344.3初始吸引................................374.3.1初始吸引設定參數估計結果................374.3.2初始吸引設定的檢驗(LR test)............394.4智能與學習模型...........................414.4.1智能分數分為三等份結果..................414.4.2 參數差異的檢驗........................444.4.3智能分數分為四等份結果..................45第五章、結論................................475.1結論....................................47參考文獻....................................50附錄.......................................54 zh_TW dc.language.iso en_US - dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0099258022 en_US dc.subject (關鍵詞) 選美競賽賽局 zh_TW dc.subject (關鍵詞) 經驗加權吸引模型 zh_TW dc.subject (關鍵詞) 工作記憶 zh_TW dc.subject (關鍵詞) 智能 zh_TW dc.subject (關鍵詞) Beauty Contest Game en_US dc.subject (關鍵詞) Experience-Weighted Attraction en_US dc.subject (關鍵詞) Working Memory Capacity en_US dc.subject (關鍵詞) Intelligence en_US dc.title (題名) 認知能力與一般化強化學習–凱因斯選美賽局實驗之實證分析 zh_TW dc.title (題名) Effects of cognitive on the Generalized Reinforcement Learning(EWA Learning):an empirical study of Keynes`s beauty contest experiment en_US dc.type (資料類型) thesis en dc.relation.reference (參考文獻) 中文部分張春興 (1994)：教育心理學-三化取向的理論與實踐。臺北：東華書局。陳冠儒 (2011)：賽局理論與學習模型的實證研究。國立政治大學統計學系碩士論文。英文部分Burnham, T. C., Cesarini, D., Johannesson, M., Lichtenstein, P., and Wallace, B. (2009). Higher cognitive ability is associated with lower entries in a p-beauty contest. Journal of Economic Behavior and Organization, 72(1), 171- 175.Camerer, C. F. (1997). Progress in behavioral game theory. Journal of Economic Perspectives, 11, 167-88.Camerer, C. F., and Ho, T. -H. (1999) , Experience-weighted attraction learning in normal form games. Econometrica, 67, 827–874.Camerer, C. F., Ho, T.-H., and Chong, J.-K. (2004). A cognitive hierarchy model of games. Quarterly Journal of Economics, 119, 861-98.Cantor, J., and Engle, R. W. (1993). Working-memory capacity as long-term memory activation: An individual-differences approach. Journal of Experimental Psychology: Learning, Memory, and Cognition, 19, 1101-1114.Chen, S.-H. (2012). Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective. Journal of Economic Dynamics & Control, 36(1), 1–25.Chen, S-H, Yang, L-X, and Du, Y-R (2012). Intelligence and level-k reasoning in beauty-contest experiments. working paper National Chengchi University.Cheung, Y. W., and Friedman, D. (1997). Individual learning in normal form games: some laboratory results. Game and Economic Behavior, 19, 46-76.Conway, A. R. A., Cowan, N., Bunting, M. F., Therriault, D. J., and Minkoff, S. R. B. (2002). A latent variable analysis of working memory capacity, short-term memory capacity, processing speed, and general fluid intelligence. Intelligence, 30, 163-184.Coricelli, G., and Nagel, R. (2009). Neural correlates of depth of strategic reasoning in medial prefrontal cortex. Proceedings of the National Academy of Sciences of the United States of America, 106(23), 9163-9168.Costa-Gomes, M. A., and Crawford, V. P. (2006). Cognition and behavior in two-person guessing games: An experimental study. American Economic Review 96, 1737-1768.Cross, R. (1982). The Duhem-Quine thesis, Lakatos and the appraisal of theories in macroeconomics. Economic Journal, 92, 320-340.Daily, L. Z., Lovett, M. C., and Reder, L. M. (2001). Modeling individual differences in working memory performance: A source activation account. Cognitive Sciences, 25, 315-353.Devetag, G., and Warglien, M. (2003). Games and phone numbers: Do short-term memory bounds affect strategic behavior? Journal of Economic Psychology, 24, 189-202.Duffy, J., Nagel, R. (1997). On the robustness of behaviour in experimental ‘beauty-contest’ games. Economic Journal 107 (445), 1684–1700.Earl, P. E. (1990). Economics and psychology: A survey. Economic Journal, 100, 718-755.Engle, R. W., Tuholski, S. W., Laughlin, J. E., and Conway, A. R. A. (1999). Working memory, short-term memory, and general fluid intelligence: A latent-variable approach. Journal of Experimental Psychology: General, 128, 309-331.Erev, I. and Roth, A. E.(1995). Prediciting how people play games: Reinforcement learning in experimental games with unique, mixed strategy euqilibri. The American Economic Review, 88(4):848–881.Friedman D.(1998), “Evolutionary economics goes mainstream: A review of the theory of learning in games,” Journal of Evolutionary Economics, 8: 423-432.Hambrick, D. Z., and Engle, R. W. (2002). Effects of domain knowledge, working memory capacity, and age on cognitive performance: An investigation of the knowledge-is-power hypothesis. Cognitive Psychology, 44, 339-387.Ho, T. -H., Camerer, C., Weigelt, K. (1998). Iterated dominance and iterated best–best response in experimental ‘p-beauty contests’. American Economic Review 88 (4), 947–969.Keynes, J. M. (1936). The General Theory of Employment, Interest, and Money. London: Macmillan.Kyllonen, P. C., and Christal, R. E. (1990). Reasoning ability is (little more than) working-memory capacity?! Intelligence, 14, 389-433.Kyllonen, P. C. (1996). Is working memory capacity Spearman’s g? In I. Dennisand P. Tapsfield (Eds.), Human abilities: Their nature and measurement.Hillsdale, NJ: Erlbaum.Nagel, R. (1995). Unraveling in guessing games: An experimental study. American Economic Review, 85(5), 1313-1326.Nagel, R. (1998). A survey on beauty contest experiments: Bounded rationality and learning. In: Budescu, D., Erev, I., Zwick, R. (Eds.), Games and Human Behavior, Essays in Honor of Amnon Rapoport. Lawrence Erlbaum Associates, Inc., New Jersey.Nagel, R. (2008). Experimental beauty contest games: Levels of reasoning and convergence to equilibrium. In: Plott, C. R., and Smith, V. (Eds.) Handbook of Experimental Economics Results, Vol. 1, Chapter 45, 391-410, Elsevier.Nichols M. W. and Radzicki M. J.(2007). An Agent-Based Model of Behavior in “Beauty Contest” Games. University of Nevada, Reno working paper.Roth, A. E. and Erev, I. (1995). Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term. Games and Economic Behavior, 8:164–212.Rydval, O., Ortmann, A., and Ostatnicky, M. (2009). Three very simple games and what it takes to solve them. Journal of Economic Behavior and Organization, 72(1), 589-601.Schnusenberg, O. and Gallo, A. (2011). On Cognitive Ability and Learning in a Beauty Contest. Journal for Economic Educators, 11(1), 13-24.Simon, H. A. (1990). Invariants of human behavior. Annual review of psychology, 41, 1-19.Stahl, D. O. (2000). Rule Learning in Symmetric Normal-Form Games: Theory and Evidence. Games and Economic Behavior, 32(1), 105-138.Thorndike, E.L. (1898).Animal intelligence: An experimental study of the associative processes in animals. Psychological Review Monographs Supplement, 2. zh_TW
