Journal of Applied Probability

Twenty questions with noise: Bayes optimal policies for entropy loss

Bruno Jedynak, Peter I. Frazier, and Raphael Sznitman
Source: J. Appl. Probab. Volume 49, Number 1 (2012), 114-136.

Abstract

We consider the problem of twenty questions with noisy answers, in which we seek to find a target by repeatedly choosing a set, asking an oracle whether the target lies in this set, and obtaining an answer corrupted by noise. Starting with a prior distribution on the target's location, we seek to minimize the expected entropy of the posterior distribution. We formulate this problem as a dynamic program and show that any policy optimizing the one-step expected reduction in entropy is also optimal over the full horizon. Two such Bayes optimal policies are presented: one generalizes the probabilistic bisection policy due to Horstein and the other asks a deterministic set of questions. We study the structural properties of the latter, and illustrate its use in a computer vision application.

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Primary Subjects: 60J20
Secondary Subjects: 62C10, 90B40, 90C39
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1331216837
Digital Object Identifier: doi:10.1239/jap/1331216837
Zentralblatt MATH identifier: 06026104
Mathematical Reviews number (MathSciNet): MR2952885


2013 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability