The Living Thing / Notebooks :

Learning in adaptive systems

On staring into scopophilic abysses

Usefulness: 🔧
Novelty: 💡
Uncertainty: 🤪 🤪
Incompleteness: 🚧 🚧 🚧

Heuristic about the what science can tell us about systems that we learn and that learn us back.

I’m writing about this elsewhere and will dump the results in when I have finished with that.

What the success of machine learning tells us about the structure of the world. Non-arbitrage versus hypothesis tests. Adversarial versus random noise. Economic systems. The bit before attaining equilibrium. Homogenaeity versus local regularities. Our tendency to look for universals.

Awaiting filing

Scale effects in economics are a subject of the 2019 Nobel Memorial economics prize. internal versus external validity in economics.

Stylised comparison

Static world Adaptive world
People are… the objects the subjects
Individual behaviour emerges from… fixed personalities that we can discover networks and group dynamics
Society is… a system with static rules a game with rules made up by players as they go along
We should… learn the truth and act upon it guess a better next move than the other actors
Learning means… accepting a hypothesis based on P-value betting on the best portfolio of actions

Refs

Bieniawski, Stefan, and David H. Wolpert. 2004. “Adaptive, Distributed Control of Constrained Multi-Agent Systems.” In Proceedings of the Third International Joint Conference on Autonomous Agents and Multiagent Systems-Volume 3, 4:1230–1. IEEE Computer Society. https://ti.arc.nasa.gov/m/profile/dhw/papers/7.pdf.

Deschâtres, Fabrice, and Didier Sornette. 2005. “Dynamics of Book Sales: Endogenous Versus Exogenous Shocks in Complex Networks.” Physical Review E 72 (1): 016112. https://doi.org/10.1103/PhysRevE.72.016112.

Kauffman, Stuart A, and Sonke Johnsen. 1991. “Coevolution to the Edge of Chaos: Coupled Fitness Landscapes, Poised States, and Coevolutionary Avalanches*.” Journal of Theoretical Biology 149: 467–505. https://doi.org/10.1016/S0022-5193(05)80094-3.

Lansing, J Stephen. 2003. “Complex Adaptive Systems.” Annual Review of Anthropology 32: 183–204. https://doi.org/10.1146/annurev.anthro.32.061002.093440.

Leibon, Gregory, Scott Pauls, Dan Rockmore, and Robert Savell. 2010. “Statistical Learning for Complex Systems an Example-Driven Introduction.”

Lux, Thomas. 1995. “Herd Behaviour, Bubbles and Crashes.” The Economic Journal 105. https://doi.org/10.2307/2235156.

Lux, Thomas, and Didier Sornette. 2002. “On Rational Bubbles and Fat Tails.” Journal of Money, Credit and Banking 34: 589–610. https://doi.org/10.2307/3270733.

Newell, Barry, and Robert Wasson. 2002. “Social System Vs Solar System: Why Policy Makers Need History.” In. Grenoble.

Simon, Herbert A. 1962. “The Architecture of Complexity.” Proceedings of the American Philosophical Society 106 (6): 467–82.

———. 1996. The Sciences of the Artificial. The MIT Press.

Sornette, Didier. 2003. “Critical Market Crashes.” Physics Reports 378 (1): 1–98. https://doi.org/10.1016/S0370-1573(02)00634-8.

———. 2006. “Endogenous Versus Exogenous Origins of Crises.” In Extreme Events in Nature and Society, 95–119. The Frontiers Collection. Springer. http://arxiv.org/abs/physics/0412026.

———. 2009a. “Probability Distributions in Complex Systems.” In Encyclopedia of Complexity and Systems Science, edited by Robert A. Meyers, 7009–24. Springer New York. http://arxiv.org/abs/0707.2194.

———. 2009b. “Dragon-Kings, Black Swans and the Prediction of Crises” 2 (1). http://arxiv.org/abs/0907.4290.

Sornette, Didier, and Peter Cauwels. 2012. “The Illusion of the Perpetual Money Machine.” SSRN Scholarly Paper ID 2191509. Notenstein Academy White Paper Series. Rochester, NY: Social Science Research Network. http://arxiv.org/abs/1212.2833.

———. 2014. “A Creepy World,” January. http://arxiv.org/abs/1401.3281.

Vincent, Thomas L. 2006. “Carcinogenesis as an Evolutionary Game.” Advances in Complex Systems 9.

Walker, Brian H, and Marco A Janssen. 2002. “Rangelands, Pastoralists and Governments: Interlinked Systems of People and Nature.” Philosophical Transactions of the Royal Society B: Biological Sciences 357 (1421): 719. https://doi.org/10.1098/rstb.2001.0984.

Watson, Richard A, C L Buckley, and Rob Mills. 2011. “Optimization in "Self-Modeling" Complex Adaptive Systems.” Complexity 16 (5): 17–26. https://doi.org/10.1002/cplx.20346.

Yukalov, V.I., E.P. Yukalova, and D. Sornette. 2009. “Punctuated Evolution Due to Delayed Carrying Capacity.” Physica D: Nonlinear Phenomena 238 (17): 1752–67. https://doi.org/10.1016/j.physd.2009.05.011.