Making Machines Think Like Us: Mixing Randomness with Brain-Like Models

A Stochastic Blueprint for Advancing AGI

Freedom Preetham
Autonomous Agents
11 min readOct 1, 2023

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The overarching ambition of Artificial General Intelligence (AGI) is to architect machines that emulate human cognitive capabilities, encompassing the nuanced decision-making and profound understanding of intricate worldly phenomena. In this pursuit, traditional deterministic models might fall short in capturing the inherent complexity and adaptability of human cognition.

One intriguing avenue is the amalgamation of stochastic processes, particularly inspired by the mathematical models governing stock market dynamics.

In this paper I delve into the sophisticated mathematics underlying this integration, explaining potential advancement towards the first step in rendering machines with cognition paralleling human intellect.

What is Geometric Brownian Motion (GBM)?

Geometric Brownian Motion, is a continuous-time stochastic process and is a cornerstone of the famous Black-Scholes model in financial mathematics. GBM captures the essence of both deterministic trends and random fluctuations. Let’s dissect its equation step-by-step:

Where:

Stochastic Differential (dXt): This represents the infinitesimal change in the process Xt​ over an infinitesimally small time interval.

Process Value (Xt): The value of the stochastic process at time t.

Drift (μ):

  • This term gives the deterministic part of the model.
  • It shows the expected rate of return on the asset, influencing its directionality.
  • Mathematically, μXtdt is the expected change in Xt​ over a small interval dt.

Volatility (σ):

  • Dictates the uncertainty or variability in the process.
  • It’s analogous to the standard deviation in statistical terms.
  • The term σXtdWt​ introduces the random element. Here, dWt​ is an increment of a Wiener process or Brownian motion, which is essentially a continuous-time random walk.

Brownian Motion (dWt):

  • This represents the randomness or stochasticity in the process.
  • Given the quadratic variation properties of Brownian motion, it’s worth noting that:
  • This term ensures that over any finite interval, the path of Xt​ has infinite variation, making it a fractal.

GBM’s Properties:

  • Log-Normal Distribution: The process Xt​ follows a log-normal distribution, which implies that ln(Xt​) has a normal distribution.
  • Martingale Property: If the drift μ is set to zero, GBM becomes a martingale. This means that the expected future value of Xt​ is its current value, regardless of its past values.
  • Exponential Growth: On average, the process grows exponentially at a rate μ, adjusted by the volatility term.

GBM & Neural Architectures: A Bridge Towards AGI?

1. Stochastic Initialization for Enhanced Exploration

In neural network architectures, weight initialization plays a pivotal role in determining how effectively the model will train. Traditional methods, such as Xavier or He initialization, use deterministic formulas based on the network’s architecture. Introducing stochastic elements, especially from processes like GBM, can potentially enable networks to explore the solution space more broadly.

Mathematical Formulation

Given the GBM formula:

When applied to weight initialization, we can interpret this in the discrete setting, where Xt​ becomes the weights at initialization time t.

Let’s consider the weight of a particular neuron i at layer l:

Our objective is to initialize this weight using GBM. Instead of using a continuous-time framework, we’ll adapt GBM to a discrete-time setting suitable for weight initialization.

Discrete-time GBM

For simplicity, we can discretize the continuous GBM over a small time interval Δt:

Where:

  • ΔXt​ is the change in the process over Δt.
  • ΔWt​ is a Gaussian random variable with mean 0 and variance Δt.

Using this, the weight at the next time step tt can be expressed as:

Where Z~N(0,1) is a standard normal random variable.

Initialization Strategy

  • Start with an initial deterministic weight using a conventional method like Xavier or He initialization.
  • Apply the discrete GBM equation for n steps to evolve this weight, introducing stochasticity.
  • Set the final weight as the weight at the end of these n steps.

This method initializes the weights with some randomness while also providing a deterministic backbone. It’s worth noting that this approach uses the GBM model to induce randomness and not directly model stock prices. The hyperparameters μ and σ can be tuned based on validation performance.

Potential Benefits

Stochastic initialization can:

  • Enable escape from poor local minima during training.
  • Foster exploration of the solution space in the initial epochs.
  • Possibly provide more robustness against adversarial attacks, given the less predictable nature of the initialized network.

Challenges and Considerations

  • Overly aggressive stochastic initialization can lead to instability during training.
  • Selecting appropriate values for μ and σ is critical.
  • The computational expense of simulating the GBM process for every weight in large networks might be prohibitive.

2. Dynamic Adaptation with Time-Dependent GBM Parameters

To render Artificial General Intelligence (AGI) models more attuned to real-world complexities, there’s a necessity to imbue them with adaptive mechanisms. The static nature of traditional models often underperforms when faced with evolving challenges. In the context of GBM’s integration, a logical progression is the transition from fixed GBM parameters to those that evolve over time.

Mathematical Exploration

Here, I introduce a time-dependent volatility σ(t). The equation morphs into:

​Let’s focus on the volatility term and its dynamics:

Where:

  • σ0​ is the base volatility.
  • β is a coefficient determining the rate of change of volatility with respect to time.
  • δ determines the nature of this change. For instance, if δ=1, the volatility increases linearly with time. If δ>1, it grows at an increasing rate, and if 0<δ<1, it grows, but at a decreasing rate.

Implications for Neural Architectures:

  • Adaptive Risk Handling: As σ(t) evolves, the risk tolerance of the AGI system would change. An increasing σ(t) might allow the model to take more risks (explore) early on and stabilize (exploit) as it becomes more confident.
  • Time-sensitive Learning: Depending on the nature of δ, the model can be made to learn aggressively in the beginning, with a slower absorption rate as time progresses or vice-versa.
  • Customizable Dynamics: Given any problem domain, β and δ can be fine-tuned to achieve the desired adaptability characteristics, potentially via meta-learning strategies.

Potential Challenges

  • Introducing time-varying parameters can make the optimization landscape more complex. Care must be taken to ensure convergence.
  • Selection of β and δ needs thorough empirical validation to avoid erratic system behaviors.
  • The balance between exploration and exploitation can be delicate. An overly aggressive σ(t) might make the model too unpredictable.

3. GBM-Driven Adaptive Processing in Neural Architectures

The rigidity of computational structures in traditional neural networks poses a limitation, particularly when envisaging AGI’s dynamism. Human cognition isn’t bound by fixed mathematical sequences; it dances fluidly between determinism and spontaneity. By weaving in Geometric Brownian Motion (GBM) to modulate neural processing, I venture into modeling this organic blend.

Mathematical Delineation

Let’s commence with the primary mathematical framework of neural models:

Now, I propose an extended form that integrates GBM dynamics:

Where:

  • A_AGI​ represents the action or output from the AGI model.
  • NeuralWeights are the learned parameters of the neural model.
  • W_GBM​ symbolizes the standard GBM process.
  • η is a modulation factor, which determines the influence of the Brownian increment dWt​ on the action.

The GBM Modulator

Here, μ and σ are the drift and volatility parameters of GBM, respectively. This equation depicts the evolution of the GBM process over time.

Modulation Mechanism

The term

acts as a stochastic modulator, introducing variability into the AGI’s computations. This variability allows for spontaneity in decision-making, akin to human intuition or gut feelings.

Incorporation in Neural Structures

Consider a single neuron’s output:

With GBM modulation, it transforms to:

Here, σ is the activation function, W is the weight matrix, x is the input, and b is the bias.

Anticipated Outcomes

  • Enhanced Exploration: The stochasticity brought by GBM can make AGI explore solutions that might have been overlooked with deterministic approaches.
  • Human-like Intuition: Random fluctuations might endow AGI with human-like unpredictable behaviors or ‘gut-feel’ decisions, enhancing relatability.
  • Robustness: With GBM’s inherent unpredictability, AGI might gain resistance to adversarial attacks due to the non-fixed nature of its computations.

Challenges Ahead

  • Fine-tuning η is crucial. A high value might make the model too erratic, while a low value may render the GBM modulation inconsequential.
  • Ensuring convergence in training when the processing is continually modulated by a stochastic factor.
  • Analyzing the trade-offs between determinism (accuracy) and spontaneity (exploration).

4. Ensuring Stability in Chaos: Regularizing Stochasticity within Neural Architectures

A foundational challenge in integrating stochastic processes like Geometric Brownian Motion (GBM) within the deterministic realm of neural networks is the potential onslaught of chaos and instability. While the introduction of randomness can spur exploration and human-like spontaneity, it may inadvertently jeopardize the stability and predictability of AGI systems. Striking a judicious balance becomes imperative.

Mathematical Framework

To ensure stability while reaping the benefits of GBM, I propose an augmented objective function that integrates task-specific loss and a stochastic regularization component.

Traditional Objective:

Augmented Objective:

Where:

  • L_task​ is the primary task-specific loss (e.g., mean squared error for regression tasks).
  • λ1​ and λ2​ are regularization coefficients controlling the strength of the corresponding terms.
  • μ(t) and σ(t) are the time-dependent drift and volatility of the GBM, respectively.
  • The integrals over [0,T] effectively sum up the squared drift and volatility across the entire time horizon, penalizing excessive randomness.

Stochastic Regularization Insight:

The terms following two terms from the augmented objectives equations act as regularizers. They penalize the AGI system if it excessively relies on the stochastic components, thereby ensuring that the deterministic aspects retain their significance.

Parameter Control Mechanism:

By adjusting the values of λ1​ and λ2​, one can control the degree of stochastic regularization. This provides a dial to tune between exploration (leveraging GBM-induced randomness) and exploitation (focusing on the task at hand).

Stability Metrics:

A potential approach to gauge stability could be to observe the variances of the outputs over time:

A high variance might indicate excessive stochastic influence and a need for stronger regularization.

Projected Benefits

  • Robustness: Regularized stochasticity can lead to more consistent and predictable behaviors from the AGI system.
  • Flexibility: Depending on the application domain, the regularization coefficients can be modulated to achieve desired deterministic-stochastic balances.
  • Guard Against Overfitting: Randomness can act as a natural regularizer, making the AGI model less prone to overfitting on training data.

Foreseeable Challenges

  • Determining optimal values for λ1​ and λ2​ necessitates empirical evaluations, which might be computationally expensive.
  • There’s a need for continual monitoring to ensure that the AGI system doesn’t veer towards chaotic behaviors.
  • Striking a balance might require domain-specific expertise and may not be universally applicable.

5. Incorporating Geometric Brownian Motion into Transformer Architectures

Transformers, at their core, use self-attention mechanisms to weigh input data based on their mutual relevance. To introduce a layer of stochasticity and dynamic adaptation into this process, we could modulate the attention weights using GBM.

Modulating Attention Weights

The self-attention mechanism in Transformers can be formulated as:

Where:

  • Q, K, and V are query, key, and value matrices respectively.
  • dk​ is the dimension of the keys.

To integrate GBM, I propose a modulated attention mechanism:

Here:

  • η is a small factor ensuring the Brownian motion doesn’t overshadow the deterministic part.
  • dWt​ is the incremental Brownian motion.
  • σ(t) is our GBM volatility at time t.

Dynamically Adjusting Feed-forward Networks

Each Transformer layer has a feed-forward neural network. We can add a stochastic term to its activation:

Regularizing with GBM

Introduce a GBM-driven regularization term to the loss function to ensure stability:

Where λ is a balancing parameter.

Stochastic Positional Encoding

Positional encodings in Transformers could be subjected to slight stochastic perturbations to simulate the dynamic uncertainties of real-world data:

Analysis

This incorporation of GBM into Transformers provides a layer of dynamic adaptability, potentially allowing the model to explore more diverse solution spaces during training. However, the increased stochasticity can also introduce challenges in convergence and might require more advanced optimization techniques.

Harnessing GBM in AGI: Prospects and Challenges

Prospects:

  • Advanced Generalization: Infusing AGI with stochastic elements can potentially elevate its ability to generalize over a myriad of tasks, akin to how humans can adapt to unforeseen circumstances.
  • Replicating Human Ambiguity: By imbibing randomness, we edge closer to replicating the inherent ambiguity and unpredictability in human decision-making, making AGI more relatable and human-like in its approach.

Challenges:

  • Training Complexities: Merging the stochastic facets of GBM with deterministic neural architectures could pose challenges to traditional training methods, necessitating novel techniques.
  • Resource Intensiveness: The synthesis of GBM and neural computations might strain existing computational resources, urging advancements in both hardware and algorithmic efficiencies.
  • Transparency in Decision Making: As we introduce unpredictability, ensuring that AGI’s decisions remain transparent, interpretable, and justifiable emerges as a pivotal concern.

Discussion

In our endeavor to realize the potential of Artificial General Intelligence, the integration of Geometric Brownian Motion with established neural paradigms presents an intriguing proposition. Indeed, the uncertainties that this amalgamation introduces may initially appear as obstacles. However, it’s worth considering that such uncertainties could paradoxically be the very catalysts that propel AGI towards emulating genuine human-like intelligence.

Our journey towards AGI is undeniably a confluence of diverse mathematical disciplines, and this interdisciplinary fusion might just be the alchemy we’ve been searching for. As the field evolves, I anticipate further groundbreaking intersections that promise to redefine the frontiers of AGI. The road ahead is exciting, and the synthesis of such seemingly distinct methodologies reminds us of the boundless possibilities awaiting exploration.

Disclaimer

Freedom Preetham is an AI Researcher with background in math and quantum physics and working on generative AI in genomics in particular. You are free to use and expand on this research paper as applicable to other domains. Attribution to Freedom Preetham is welcome if you find it useful.

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