Multi-alternative decision-making with non-stationary inputs

Abstract

One of the most widely implemented models for multialternative decision-making is the multihypothesis sequential probability ratio test (MSPRT). It is asymptotically optimal, straightforward to implement, and has found application in modelling biological decision-making. However, the MSPRT is limited in application to discrete (‘trial-based’), non-timevarying scenarios. By contrast, real world situations will be continuous and entail stimulus non-stationarity. In these circumstances, decision-making mechanisms (like the MSPRT) which work by accumulating evidence, must be able to discard outdated evidence which becomes progressively irrelevant. To address this issue, we introduce a new decision mechanism by augmenting the MSPRT with a rectangular integration window and a transparent decision boundary. This allows selection and de-selection of options as their evidence changes dynamically. Performance was enhanced by adapting the window size to problem difficulty. Further, we present an alternative windowing method which exponentially decays evidence and does not significantly degrade performance, while greatly reducing the memory resources necessary. The methods presented have proven successful at allowing for the MSPRT algorithm to function in a non-stationary environment.