A Computational Cognitive Model for Processing Repetitions of Hierarchical Relations

Patterns are fundamental to human cognition, enabling the recognition of structure and regularity across diverse domains. In this work, we focus on structural repeats, patterns that arise from the repetition of hierarchical relations within sequential data, and develop a candidate computational model of how humans detect and understand such structural repeats. Based on a weighted deduction system, our model infers the minimal generative process of a given sequence in the form of a Template program, a formalism that enriches the context-free grammar with repetition combinators. Such representation efficiently encodes the repetition of sub-computations in a recursive manner. As a proof of concept, we demonstrate the expressiveness of our model on short sequences from music and action planning. The proposed model offers broader insights into the mental representations and cognitive mechanisms underlying human pattern recognition.

Randomized Policy Optimization for Optimal Stopping

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for high-dimensional optimal stopping that are popular in practice produce deterministic linear policies -- policies that deterministically stop based on the sign of a weighted sum of basis functions -- but are not guaranteed to find the optimal policy within this policy class given a fixed basis function architecture. In this paper, we propose a new methodology for optimal stopping based on randomized linear policies, which choose to stop with a probability that is determined by a weighted sum of basis functions. We motivate these policies by establishing that under mild conditions, given a fixed basis function architecture, optimizing over randomized linear policies is equivalent to optimizing over deterministic linear policies. We formulate the problem of learning randomized linear policies from data as a smooth non-convex sample average approximation (SAA) problem. We theoretically prove the almost sure convergence of our randomized policy SAA problem and establish bounds on the out-of-sample performance of randomized policies obtained from our SAA problem based on Rademacher complexity. We also show that the SAA problem is in general NP-Hard, and consequently develop a practical heuristic for solving our randomized policy problem. Through numerical experiments on a benchmark family of option pricing problem instances, we show that our approach can substantially outperform state-of-the-art methods.