The generalized Hierarchical Gaussian Filter

Abstract: Hierarchical Bayesian models of perception and learning feature prominently in contemporary cognitive neuroscience where, for example, they inform computational concepts of mental disorders. This includes predictive coding and hierarchical Gaussian filtering (HGF), which differ in the nature of hierarchical representations. Predictive coding assumes that higher levels in a given hierarchy influence the state (value) of lower levels. In HGF, however, higher levels determine the rate of change at lower levels. Here, we extend the space of generative models underlying HGF to include a form of nonlinear hierarchical coupling between state values akin to predictive coding and artificial neural networks in general. We derive the update equations corresponding to this generalization of HGF and conceptualize them as connecting a network of (belief) nodes where parent nodes either predict the state of child nodes or their rate of change. This enables us to (1) create modular architectures with generic computational steps in each node of the network, and (2) disclose the hierarchical message passing implied by generalized HGF models and to compare this to comparable schemes under predictive coding. We find that the algorithmic architecture instantiated by the generalized HGF is largely compatible with that of predictive coding but extends it with some unique predictions which arise from precision and volatility related computations. Our developments enable highly flexible implementations of hierarchical Bayesian models for empirical data analysis and are available as open source software.