Bayesian brains and the Rényi divergence

Under the Bayesian brain hypothesis, behavioural variations can be attributed to different priors over generative model parameters. This provides a formal explanation for why individuals exhibit inconsistent behavioural preferences when confronted with similar choices. For example, greedy preferences are a consequence of confident (or precise) beliefs over certain outcomes. Here, we offer an alternative account of behavioural variability using R\ényi divergences and their associated variational bounds. R\ényi bounds are analogous to the variational free energy (or evidence lower bound) and can be derived under the same assumptions. Importantly, these bounds provide a formal way to establish behavioural differences through an $\alpha$ parameter, given fixed priors. This rests on changes in $\alpha$ that alter the bound (on a continuous scale), inducing different posterior estimates and consequent variations in behaviour. Thus, it looks as if individuals have different priors, and have reached different conclusions. More specifically, $\alpha \to 0^{+}$ optimisation leads to mass-covering variational estimates and increased variability in choice behaviour. Furthermore, $\alpha \to + \infty$ optimisation leads to mass-seeking variational posteriors and greedy preferences. We exemplify this formulation through simulations of the multi-armed bandit task. We note that these $\alpha$ parameterisations may be especially relevant, i.e., shape preferences, when the true posterior is not in the same family of distributions as the assumed (simpler) approximate density, which may be the case in many real-world scenarios. The ensuing departure from vanilla variational inference provides a potentially useful explanation for differences in behavioural preferences of biological (or artificial) agents under the assumption that the brain performs variational Bayesian inference.