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 Optimization


Appendices

Neural Information Processing Systems

In Equation 4, maximization is carried out over the inputy to the inverse-map, and the input z which is captured inห†p in the above optimization problem, i.e. maximization overz in Equation 4 is equivalent to choosingห†p subject to the choice of singleton/ Dirac-deltaห†p. Since Equation 4 describes a constrained optimization problem, our approach towards solving this problem in practice is via dual gradient descent. Gradient descent is used to optimize the Lagrangian of Equation 4 (with the constraintp(z) 2 modified to belogp(z) 2 as it is easy to uselogp(z)numerically for stochasticoptimization),showninEquation5. Ateachiteration,itsamplesafunction from this distribution and queries the pointx?t that greedily minimizes this function. Information Ratio Russo and Van Roy[30] related the expected regret of TS to its expected information gain i.e. the expected reduction in the entropy of the posterior distribution ofX .







Supplementary Information (SI) A Spiking dynamics as a greedy optimization algorithm on the minimax objective

Neural Information Processing Systems

By plugging in Eq. (4), we have X Next, we derive the dynamics of the membrane potential. For the E neurons, we proceed similarly. We cite a theorem from [46]. We apply Thm. 1 to our minimax objective, for the maximization problem with The last two terms are related to nonlinear neural activations. Next we show that the energy function is decreasing.