Generating Probability Distributions using Multivalued Stochastic Relay Circuits David Lee Jehoshua Bruck Dept. of Electrical Engineering Stanford University Palo Alto, CA 94305 Email: [email protected] Dept. of Electrical Engineering California Institute of Technology Pasadena, CA 91125 Email: [email protected] Abstract—The problem of random number generation dates back to von Neumann’s work in 1951. Since then, many algorithms have been developed for generating unbiased bits from complex correlated sources as well as for generating arbitrary distributions from unbiased bits. An equally interesting, but less studied aspect is the structural component of random number generation as opposed to the algorithmic aspect. That is, given a network structure imposed by nature or physical devices, how can we build networks that generate arbitrary probability distributions in an optimal way? In this paper, we study the generation of arbitrary probability distributions in multivalued relay circuits, a generalization in which relays can take on any of N states and the logical ‘and’ and ‘or’ are replaced with ‘min’ and ‘max’ respectively. Previous work was done on two-state relays. We generalize these results, describing a duality property and networks that generate arbitrary rational probability distributions. We prove that these networks are robust to errors and design a universal probability generator which takes input bits and outputs arbitrary binary probability distributions. I. I NTRODUCTION A. Motivation Many biological systems involve stochasticity. Examples of these include gene expression[1], chemical reactions[2], and neuron signaling[3]. However, despite the stochasticity, often deemed as noise, they are still capable of achieving functionalities that artificial systems cannot yet compete with. Motivated by the idea that stochasticity is an important enabler of biological computation, we tackle a simpler question as a stepping stone: Can we design networks that generate stochasticity in a systematic way? B. Structural Aspects of Random Number Generation This question is strongly connected to an important thread of work in computer science on random number generation. In 1951, Von Neumann [4] studied this problem in the context of generating a fair coin toss from a biased coin. Knuth and Yao [5] studied the reverse problem of generating arbitrary distributions from unbiased bits (fair coins), which was extended by Han and Hoshi [6] to generating arbitrary distributions from biased distributions. These primarily focus on an algorithmic perspective to random number generation. In a biological system (or other physical device), we do not have the full generality of the algorithmic approach to generating probability distributions. Randomness arises in specific areas that can only propagate according to the structure of how components are composed in the given network. The study of random number generation under these constraints can be greatly beneficial to understanding natural stochastic systems as well as to designing devices for random number generation. In this paper, we will analyze random number generation in the context of multivalued relay circuits. Here, we focus on developing the framework of probability generation in multivalued relays and briefly summarize further results. These results are expanded on in the longer version[7]. C. Deterministic Relays A deterministic relay switch is a 2 terminal object which can be connected (closed) by a wire or left open. The state of the switch, which can be either 0 or 1, describes an open or closed state respectively. These states are complements of each other. That is, if switch x is in state 0, then the complement x̄ is in state 1 and vice versa. When multiple switches are composed together, these networks are known as relay circuits. One of these, a series composition, is formed when two switches are put end to end. A parallel composition is formed when two switches are composed so that the beginning terminals are connected together and the end terminals are connected together. Shannon showed that the series and parallel compositions can be represented by the boolean ‘and’ and ‘or’ operations[8]. If switches x and y are composed in series to form z1 , then z1 will only be closed if both x and y are closed. On the other hand, if switches x and y are composed in parallel to form z2 , then z2 will be closed if either x or y are closed. We will denote the series composition of x and y by x ∗ y or simply xy and the parallel composition by x + y. This notation will be preserved for further generalizations of the relay circuits. D. Stochastic Relays Recently, Wilhelm and Bruck introduced the notion of a stochastic relay circuit[9]. These circuits are a generalization of Shannon’s relay circuits; instead of having deterministic relay switches that are in either the open or closed state, Fig. 1. Simple Examples. As stated, 12 is short for ( 21 , 12 ). (a) A single 1 -pswitch. (b) Putting (a) in parallel with a 21 -pswitch gives 34 . (c) Putting 2 (b) in series with a 12 -pswitch gives 38 . (d) Putting (c) in parallel with a 1 -pswitch gives 11 . 2 16 stochastic relay circuits can exist in either state with a specified probability. If a stochastic relay switch x, called a pswitch, has probability p of being closed and probability 1 − p of being open, this distribution is represented by a vector v = (1−p, p) where vi corresponds to the probability of x being in state i. We say that x realizes (1 − p, p) or simply x realizes p. If pswitches x and y, which realize probabilities p and q respectively, are composed in series, the new composition will realize pq. If they are composed in parallel, the new composition will realize p + q − pq (see Figure 1). One of the primary questions dealt with in their work was the generation of probability distributions using a limited number of base switch types, known as a switch set. For example, if the switch set S = { 21 }, then relay circuits built with this switch set can only use pswitches with the distribution ( 12 , 21 ). They proved that using the switch set S = { 21 }, all probability distributions 2an could be realized with at most n pswitches. Continuing, many more results were proved not only in realizing other probability distributions[9][10], but also in circuit constructions such as a Universal Probability Generator[9] and in robustness[11] and expressibility[10] properties of these circuits. E. Multivalued Stochastic Relays In order to study generation of non-bernoulli distributions, it is necessary to generalize Shannon’s relays to a larger number of states. Multivalued logics have been studied as early as in 1921 by Post[12] and followed up on by Webb[13] and others[14]. The work presented in this paper concerns one generalization of two-state relay circuits to multivalued relay circuits. A multivalued switch is a relay switch that can be in any of n states: 0, 1, 2, ..., n-1. We define the complement of a switch to be n− 1 − i, where i is the state of the switch. Series and parallel compositions are redefined to ‘min’ and ‘max’, respectively, rather than the boolean ‘and’ and ‘or’. This means that when switches x and y are composed in series, the overall circuit is in state min(x, y) and when they are composed in parallel, the overall circuit is in state max(x, y) (see Figure 2a and b). Multivalued relays have a physical interpretation as the Fig. 2. 3-state Examples. We use × to represent a deterministic switch and ⊗ to represent a pswitch. (a) A comparison of the truth tables for 2-state and 3-state relay switches. (b) A simple 3-state deterministic example. Evaluating series connections using min and parallel connections as max, we find that this circuit is in state 1. (c) A simple 3-state stochastic example. On the top, we put a ( 12 , 0, 12 ) pswitch in parallel with a deterministic switch in state 1. Then, with 21 probability we get max(0, 1) and with 12 probability we get max(2, 1), which yields a (0, 21 , 12 ) circuit. Similarly, we can calculate the bottom circuit to realize distribution ( 21 , 14 , 41 ). timings of a network of events. Max-min functions have been studied as a way of reasoning about discrete event systems[15]. We will, however, only briefly survey applications in this short version. Now that we have defined multivalued relays, we can also reason about probability distributions over the n states of a multivalued stochastic relay. If a 3-state pswitch x has probability p0 of being in state 0, p1 of being in state 1, and p2 of being in state 2, we represent the distribution with the vector v = (p0 , p1 , p2 ) and say x realizes (p0 , p1 , p2 ). If the distribution is in the form (1 − p, 0, ..., 0, p), we will shorten this to simply p if the number of states can be inferred from the context (see Figure 2c). We present the following results in our paper: 1) A duality property (Section II). 2) Networks for generating binary probability distributions (Sections III and IV). 3) Summary of additional results: constructions for rational distributions, proofs of robustness to errors, universal probability generation, and applications to neural circuits and DNA computing (Section V). II. D UALITY It is important to characterize properties of multivalued circuits. One well-known property is duality, which plays a role in resistor networks, deterministic and two-state stochastic relay circuits. We show that a similar duality concept exists for multivalued circuits. Define the dual state of i as the state n − 1 − i; the dual distribution of v as the distribution v̄ where v̄i = vn−1−i ; the dual switch of x as the switch x̄ that realizes the dual distribution of x; and the dual circuit of C as the circuit C̄ that realizes the dual distribution of C. Theorem 1 (Duality Theorem): Given a stochastic seriesparallel circuit C, we can construct C̄ by replacing all the switches in C with their dual switches and by replacing series Fig. 3. 3-state Duality Example. Remember that the 3-state 12 -pswitch is the shorthand for the ( 21 , 0, 21 ) pswitch. (a) A two element duality example. (b) A duality example on a larger circuit. Note that since the pswitches are symmetric distributions (duals of themselves), only the compositions are changed. connections with parallel connections and vice versa. (see Figure 3). Proof: This is shown using induction on series-parallel connections. Base Case: The dual of a single pswitch with distribution (p0 , p1 , ..., pn−1 ) is (pn−1 , ..., p1 , p0 ), which trivially satisfies the theorem. Inductive Step: Suppose a circuit C with distribution (p0 , p1 , ..., pn−1 ) and a circuit C ′ with distribution (q0 , q1 , ..., qn−1 ) satisfy the theorem, i.e. the distribution of C̄ is (pn−1 , ..., p1 , p0 ) and the distribution of C̄ ′ is (qn−1 , ..., q1 , q0 ). To prove the theorem, it is sufficient for us to show that CC ′ is the dual of C̄ + C̄ ′ . Let Cs = CC ′ and Cp = C̄ + C̄ ′ . Then Cs = (c0 , c1 , ..., cn−1 ) and Cp = (d0 , d1 , ..., dn−1 ) where X P r(C = i)P r(C ′ = j) ck = min(i,j)=k = X pi qj min(i,j)=k dk = X P r(C̄ = i)P r(C̄ ′ = j) max(i,j)=k = X max(i,j)=k = pn−1−i qn−1−j X pn−1−i qn−1−j min(n−1−i,n−1−j)=n−1−k = X pi′ qj ′ min(i′ ,j ′ )=n−1−k = cn−1−k . We see that d0 = cn−1 , d1 = cn−2 , ..., dn−1 = c0 , demonstrating that Cs is the dual of Cp . III. R EALIZING B INARY 3- STATE D ISTRIBUTIONS We can now ask questions about generating probability distributions with stochastic relay circuits. These include: What are the possible distributions that can be realized? What is the smallest set of basic switching elements necessary to realize these distributions? Are there efficient constructions to realize these distributions? We will begin by demonstrating how to generate distributions on 3 states. In writing out algorithms and circuit constructions we will use the notation introduced earlier for series and parallel connections, i.e. xy and x + y will denote series and parallel connections respectively. We will use this notation loosely, i.e., ( 12 , 0, 21 )( 12 , 12 , 0) represents a circuit formed by composing a ( 12 , 0, 21 ) pswitch in series with a ( 12 , 12 , 0) pswitch. Lemma 1 (3-state sp composition rules): Given p = (p0 , p1 , p2 ) and q = (q0 , q1 , q2 ), let x = pq and y = p + q. Then, x0 = p0 q0 + p0 q1 + p0 q2 + p1 q0 + p2 q0 = 1 − (1 − p0 )(1 − q0 ) x1 = p1 q1 + p1 q2 + p2 q1 x2 = p2 q2 y0 = p0 q0 y1 = p1 q1 + p1 q0 + p0 q1 y2 = p2 q2 + p2 q1 + p2 q0 + p1 q2 + p0 q2 = 1 − (1 − p2 )(1 − q2 ) Proof: It follows from enumerating all 32 switch combinations. Theorem 2 (Binary 3-state Distributions): Using the switch set S = { 21 } and the deterministic switches, we can realize all 3-state distributions of the form ( 2an , 2bn , 2cn ) using at most 2n − 1 pswitches with the following recursive circuit construction (see Figure 4 for an example): if p ∈ S then return p else if 2an > 21 then n−1 b c return ( 12 , 0, 21 )( a−2 2n−1 , 2n−1 , 2n−1 ) a+b 1 else if 2n > 2 then n−1 n−1 c a , 2 2n−1−a , 0) + ( 12 , 0, 12 )(0, 2 2n−1−c , 2n−1 ) return ( 2n−1 a+b+c 1 else if 2n > 2 then n−1 1 b 1 a , 2n−1 , c−2 return ( 2n−1 2n−1 ) + ( 2 , 0, 2 ) end if Proof: For any distribution Pk p = (p0 , p1 , p2 ), there exists some smallest k such that i=0 pi > 12 , which correspond to the 3 recursive cases enumerated above. We can verify that for each of these cases: 1) The decompositions obey the 3-state composition rules. 2) The switches are valid (non-negative probabilities and sum to 1) Since each algorithm’s decomposition uses switches of type a b c ( 2n−1 , 2n−1 , 2n−1 ), then we will eventually have n = 0, corresponding to a deterministic switch; at this point the algorithm terminates and has successfully constructed any ( 2an , 2bn , 2cn ). We will now prove that we use at most 2n−1 pswitches for all n ≥ 1. Define fn as the maximum number of pswitches Fig. 4. Realizing 3-state Distribution. (a) We want to realize ( 85 , 41 , 18 ). This falls under the first case. (b) Now we have an unconstructed distribution that falls under the second case. (c) There are two unconstructed distributions. The top one falls under case 3 and the bottom falls under case 2. (Note that case 2 is equivalent to case 1 for p0 = 12 ). (d) The final circuit. used in the construction of any distribution ( 2an , 2bn , 2cn ). Then, f1 = 1 (1) fn = max(fn−1 + 1, 2(n − 1) + 1, fn−1 + 1) = max(fn−1 + 1, 2n − 1) (2) where (1) is shown trivially, and (2) is derived from the 3 cases of the algorithm. Note that we are using a previous result[9] that 2 state distributions of form ( 2an , 2bn ) use at most n switches, and also assuming here that our algorithm generalizes the previous algorithm; that is, distributions of the form ( 2an , 2bn , 0) and its permutations also use at most n switches. For now we will leave this unproved, but it can be shown that this is true. It is useful at this time to provide some intuition regarding the algorithm. We can view the original distribution as a series of blocks dividing up the interval [0, 1] (see Figure 5). By applying the algorithm, we are separating this larger interval into smaller intervals [0, 21 ] and [ 12 , 1], cutting any blocks on that boundary. When this separation occurs, the total size of the block is decreased (namely, in half), and so the probabilities representing those intervals change - these probabilities are precisely those of the algorithm. Namely, we can rewrite the three cases of the algorithm: ( 2an , 2bn , 2cn ) = n−1 b c Case 1: (1, 0, 0) + ( 12 , 0, 21 )( a−2 2n−1 , 2n−1 , 2n−1 ) Fig. 5. Visualization of 3-state Algorithm. We want to realize ( 58 , 14 , 18 ). A ⊗ symbol marks where the cuts occur which correspond to the use of one pswitch. (a) We start with one interval split into blocks corresponding to the pswitch probabilities. (b) When we cut [0, 1] in half, we get two intervals; the blocks are cut and the probabilities change according to the new interval size. (c) The second application of the algorithm. (d) When we are left with single block-interval pairs, we know we are done since the deterministic switch is in our switch set. realize all N-state distributions of the form ( 2xn0 , 2xn1 , ..., xN2n−1 ) using at most (N − 1)(n − ⌈log2 N ⌉) + 2⌈log2 N ⌉ − 1 pswitches with the following algorithm: if p ∈ S then return p else if 2xn0 > 21 then n−1 x1 −1 , 2n−1 , ..., x2Nn−1 ) return 21 ( x02−2 n−1 x0 +x1 1 else if 2n > 2 then n−1 n−1 x0 −x0 x2 1 −2 return ( 2n−1 , 2 2n−1 , ...) + 21 (0, x0 +x2n−1 , 2n−1 , ...) else if ... then ... N −1 > 21 then else if x0 +x1 +...+x 2n −2n−1 x0 x1 return ( 2n−1 , 2n−1 , ..., xN −1 ) + 21 2n−1 end if Proof: The proof is similar to the 3-state case, so we will not detail it. n−1 n−1 a c Case 2: ( 2n−1 , 2 2n−1−a , 0) + ( 21 , 0, 21 )(0, 2 2n−1−c , 2n−1 ) n−1 1 a b 1 Case 3: ( 2n−1 , 2n−1 , c−2 2n−1 ) + ( 2 , 0, 2 )(0, 0, 1) IV. R EALIZING B INARY N - STATE D ISTRIBUTIONS We are now ready to continue with our algorithm for N states. Intuitively, we can describe the algorithm for N states in the same way asPfor 3 states. We first find the smallest k index k for which i=0 pi > 12 . Then based on the index k, we can decompose our distribution in a way corresponding to the interval-block visualization; the only difference is that each interval can now have up to N blocks instead of just 3. Theorem 3 (Binary N-state Distributions): Using the switch set S = { 21 } and the deterministic switches, we can V. F URTHER W ORK In the following sections, we will introduce other results without details. These include: 1) generating rational probability distributions, 2) robustness on circuit error, 3) and a circuit that can generate all binary probability distributions. Finally, we will briefly discuss applications. A. Realizing Rational Distributions Given the previous results, a natural question arises: Can we also generate probability distributions over non-binary fractions? This question was studied for the 2-state case by Wilhelm, Zhou, and Bruck[9][10] for distributions of the form ( qan , qbn ) using the switch set S = { q1 , 2q , ..., q−1 q }. In their work, they demonstrated algorithms for realizing these distributions for any q that is a multiple of 2 or 3. In addition, they proved that for any prime q greater than 3, no circuit exists that can generate all ( qan , qbn ) using the given switch set. We were able to demonstrate two distinct algorithms for generating non-binary distributions over N -states. For one of these algorithms, we prove that if there is a two-state algorithm for realizing any distribution of the form ( qxn0 , qxn1 ), then we can also realize any distribution of the form ( qxn0 , qxn1 , ..., xNqn−1 ) by using the 21 -switch. The idea is to reduce our N -state distribution into at most N − 1 two-state distributions and then apply the two-state algorithm. In our second algorithm, we prove that we can realize all rational distributions with an algorithm that reduces the denominator in a similar method to the binary fraction algorithm. B. Robustness Another important question is whether we can construct probabilities robustly. That is, if there is an ǫ error on the base pswitches used, will the error on circuit constructions be bounded or grow uncontrollably? We were able to demonstrate that using our construction algorithms, the error on any constructed circuit, regardless of size, is bounded by a constant factor of ǫ. Specifically, define an active state as a state with non-zero probability, i.e. ( 14 , 0, 43 ) has active states 0 and 2. Then, if we allow at most ǫ error on the active states of the pswitches used in the circuit synthesis, the overall circuit will realize a distribution in which the errors on each state probability will be bounded by kǫ, k = log2 ⌈N − 1⌉ + 2. C. Universal Probability Generator Up till now, we have only looked at circuits with set switches and described the expressibility of distributions that can be constructed. A next question is: What about circuits that implement stochastic functions? How can we reason about circuits that implement different probability distributions given deterministic inputs. Wilhelm and Bruck[9] demonstrated a circuit that can output arbitrary 2-state probabilities as a function of deterministic inputs. We were able to demonstrate an analogous circuit for N > 2. Specifically, given a number of states N and the power of the denominator n, we can create a circuit that will generate every distribution of the form ( 2xn0 , 2xn1 , ..., xN2n−1 ) in a systematic way. In our construction, we use a group of n + 1 input switches that encode 2xn0 in binary, a second group 1 encoding x02+x in binary, etc... n D. Discussion on Applications We believe that our circuit constructions and related algorithms are interesting results in the context of the robust stochastic computation in biological and natural systems. One example of where our specific max/min state structure may be useful is in understanding temporal or order coding in neurons. We can represent the discrete time (or order) a neuron fires as the state of a relay circuit. Then the circuit Cs that is the series connection of relays x and y represents the state of an output neuron which has a high resting potential and two input neurons (x and y). Since it has a high resting potential, then if either neurons x or y fire, then our output neuron will exceed the threshold potential, firing at time min(x, y). Using similar reasoning, we can represent an output neuron with low resting potential as a parallel connection. There are a number of directions for extending this work to better model and understand biological circuits. 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