THE CONCEPT OF A Z-NUMBER—A NEW DIRECTION IN UNCERTAIN COMPUTATION Lotfi A. Zadeh Computer Science Division Department of EECS UC Berkeley IRI 2011 Aug 3, 2011 Las Vegas Research supported in part by ONR Grant N00014-02-1-0294, Omron Grant, Tekes Grant, Azerbaijan Ministry of Communications and Information Technology Grant, Azerbaijan University of Azerbaijan Republic and the BISC Program of UC Berkeley. Email: [email protected] URL: http://www.cs.berkeley.edu/~zadeh/ 1/78 LAZ 5/31/2011 2/78 LAZ 5/31/2011 PREAMBLE In 3/78 large measure, science and engineering dwell in the world of measurements and numbers. In this world, a basic question which arises is: How reliable are the numbers which we deal with? This question plays a particularly important role in decision analysis, planning, economics, risk assessment, design and process analysis. LAZ 5/31/2011 CONTINUED The concept of a Z-number is intended to provide a basis for computation with numbers which are not totally reliable. More concretely, a Z-number, Z=(A,B), is an ordered pair of two fuzzy numbers. The first number, A, is a restriction on the values which a real-valued variable, X, can take. 4/78 LAZ 5/31/2011 CONTINUED The second number, B, is a restriction on the degree of certainty that X is A. Typically, A and B are described in a natural language. 5/78 LAZ 5/31/2011 EXAMPLES X=anticipated budget deficit A=approximately 2 million dollars B=very likely X=travel time by car from Berkeley to Palo Alto A=approximately 1 hour B=usually 6/78 LAZ 5/31/2011 CONTINUED (approximately 100, very sure) (approximately 100, not very likely) (low, sure) (high, 7/78 not sure) LAZ 5/31/2011 COMPUTATION WITH Z-NUMBERS (approximately 1 hr, usually) + (approximately 45 min, usually) What is the square root of (approximately 100, very likely?) Computation 8/78 with Z-numbers falls within the province of Computing with Words (CW or CWW). LAZ 5/31/2011 Z-NUMBERS AND COMPUTING WITH WORDS Before proceeding further with our discussion of computation with Znumbers, we will discuss briefly some of the pertinent features of Computing with Words. The methodology of Computing with Words is of interest in its own right. 9/78 LAZ 5/31/2011 10/78 LAZ 5/31/2011 WHAT IS COMPUTING WITH WORDS (CW OR CWW)? 11/78 There are many misconceptions about what Computing with Words is and what it has to offer. A common misconception is that CW and NLP (Natural Language Processing) are closely related. In fact, this is not the case. CW and NLP have different agendas and address different problems. A very simple example of a problem in CW is the following. LAZ 5/31/2011 EXAMPLE CN Dana is 25 years old Tandy is 3 years older than Dana CW Dana is young Tandy is a few years older than Dana Tandy is (young + few) years old Tandy is (25+3) years old In CW, young and few are interpreted as labels of fuzzy numbers. Fuzzy arithmetic is used to find the sum of young and few. 12/78 LAZ 5/31/2011 BASIC STRUCTURE OF CW 13/78 The point of departure in CW is a question, q, of the form: What is the value of a variable, Y? The answer to this question is expected to be derived from a collection of propositions, I, I=(p1, …, pn), which is referred to as the information set. In essence, I is a collection of question-relevant propositions. LAZ 5/31/2011 CONTINUED 14/78 The terminus consists of an answer of the form: Y is ans(q/I). Generally, ans(q/I) is not a value of Y but a restriction (generalized constraint) on the values which Y is allowed to take. (Zadeh 2006) Equivalently, ans(q/I) identifies those values of Y which are consistent with I. In CW, consistency is equated to possibility, with the understanding that possibility is a matter of degree. LAZ 5/31/2011 BASIC STRUCTURE OF CW NL q CW I p +p engine ans(q/I) NL NL 15/78 LAZ 5/31/2011 ESSENCE OF CW 16/78 In essence, CW is a system of computation in which the objects of computation are words, phrases and propositions drawn from a natural language. The carriers of information are propositions. It should be noted that CW is the only system of computation which offers a capability to compute with information described in a natural language. LAZ 5/31/2011 KEY IDEA A prerequisite to computation is precisiation of meaning. Raw (unprecisiated) natural language cannot be computed with. A key idea in CW is that of precisiating the meaning of a proposition, p, as a restriction. 17/78 LAZ 5/31/2011 NOTE: PRECISIATION VS. REPRESENTATION Precisiation and representation have distinct meanings. Precisiation goes beyond representation. Result of precisiation is a computational model of the object that is precisiated. 18/78 LAZ 5/31/2011 EXAMPLE p: Most Swedes are tall representation p precisiation Prop(tall.Swedes/Swedes) is most 1/n(µtall(h1)+…+µtall(hn) is most hi=height of ith Swede µtall(hi)=grade of membership of ith Swede in tall 1/n(µtall(h1)+…+µtall(hn) is most µmost(1/n(µtall(h1)+…+µtall(hn)) computational outline of p (generalized intension of p) 19/78 LAZ 5/31/2011 IMPORTANT POINT—THE CONCEPT OF PROTOFORM Protoform of p=abstracted generalized intension of p Protoform equivalence. Example. Protoform (most Swedes are tall)=protoform of (usually it takes Robert about an hour to get home from work) Protoform= mannequin 20/78 LAZ 5/31/2011 SUMMARY CW= computation with information described in a natural language. CW= precisiation of objects of computation followed by computation with precisiated objects. computational model CW = precisiation 21/78 restriction computation LAZ 5/31/2011 THE CONCEPT OF A RESTRICTION—A CLOSER LOOK I am asked: What is the value of a real-valued variable X? My answer is: I do not know the value precisely but I have a perception which I can express as a restriction (generalized constraint) on the values which X can take. 22/78 LAZ 5/31/2011 EXAMPLES 8≤X≤10 X is small X is normally distributed with mean 9 and variance 2. It 23/78 is likely that X is between 8 and 10. LAZ 5/31/2011 REPRESENTATION OF A RESTRICTION A restriction (generalized constraint), R(X), may be represented as: R(X): X isr R where X is the restricted (constrained) variable, R is the restricting (constraining) relation and r is an indexical variable which defines how R restricts X. 24/78 LAZ 5/31/2011 EXAMPLE Possibilistic restriction (r=blank): R(X): X is A where A is a fuzzy set in U with the membership function µA. A plays the role of the possibility distribution of X Poss(X=u)= µA(u) 25/78 LAZ 5/31/2011 PROBABILISTIC RESTRICTION Probabilistic restriction (r=p): R(X): X isp P where P plays the role of the probability distribution of X. Prob(u≤X≤u+du)=p(u)du where p is the probability density function of X. 26/78 LAZ 5/31/2011 NOTE There 27/78 are many different types of restrictions. (Zadeh 2006) In the context of natural languages, restrictions are predominantly possibilistic, probabilistic or combinations of the two. For simplicity, the indexical variable, r, is sometimes suppressed, relying on the context for disambiguation. LAZ 5/31/2011 DIRECT AND INDIRECT RESTRICTIONS A restriction is direct if it is of the form: R(X): X isr R A restriction is indirect if it is of the form: R(X): f(X) isr R where f is a specified function or funtional. 28/78 LAZ 5/31/2011 EXAMPLE OF INDIRECT RESTRICTION R( X ) : ∫ µ( u ) p( u )du is likely R Is an indirect restriction on p. 29/78 Note: The term “restriction” is sometimes applied to R. LAZ 5/31/2011 PRINCIPAL LEVELS OF GENERALITY OF RESTRICTIONS Z-numbers fuzzy numbers random numbers intervals real numbers 30/78 Level 3 Level 2 Level 1 ground level LAZ 5/31/2011 VISUAL REPRESENTATION OF RESTRICTIONS— THE CONCEPT OF A Z-MOUSE A Z-mouse is an electronic implementation of a spray pen. The cursor is a round fuzzy mark called an f-mark. The color of the mark is a matter of choice. A dot identifies the centroid of the mark. The cross-section of a f-mark is a trapezoidal fuzzy set with adjustable parameters. Age(Son) Age (Daughter) Age (Mother) *25 Age(Vera) 1 *.8 *40 *35 Usually *20 f-mark 0 0 0 specified 31/78 0 0 computed LAZ 5/31/2011 CONTINUED I believe that Robert is very honest belief honesty 1 1 precisiation f-mark f-mark 0 32/78 0 LAZ 5/31/2011 MORE ON Z-MOUSE If I am not sure what the degree is, and I am allowed to use a Z-mouse, I will put a fuzzy f-mark on the scale. A fuzzy f-mark reflects imprecision of my perception. A Z-mouse reads my f-mark and represents it internally as a trapezoidal fuzzy set—a fuzzy set which serves as an object of computation for the machinery of Computing with Words. 33/78 LAZ 5/31/2011 EXAMPLE OF APPLICATION OF Z-MOUSE 34/78 I am scheduled to fly from San Francisco to Los Angeles. My flight is scheduled to leave at 5pm. I have to be at the airport about an hour before departure. Usually it takes about forty five minutes to get to the airport from my home. I would like to be pretty sure that I arrive at the airport in time. At what time should I leave my home? LAZ 5/31/2011 CONTINUED Time of departure Time of arrival Usually 1 Time of departure from home 0 0 *.8 5pm *3:50pm *4pm f-mark 0 specified 35/78 0 specified/ computed specified trial LAZ 5/31/2011 PRECISIATION OF MEANING IN CW—A KEY IDEA Point of departure Information=restriction A proposition, p, is a carrier of information. In CW, a proposition, p, is precisiated by representing p as a restriction p: X is R where X, R and r are variables which typically are implicit in p. X is R is referred to as a canonical form of p. 36/78 LAZ 5/31/2011 EXAMPLES Age(Robert)=young X R p: Most Swedes are tall Proportion(tall Swedes/Swedes) is most X R p: Usually it takes Robert about an hour to get home from work Travel time from office to home (Robert) is a Znumber, (approximately 1 hr, usually) 37/78 p: Robert is young LAZ 5/31/2011 CONTINUED X need not be a scalar variable. Example: p: Robert gave a ring to Anne, X may be represented as the 3-tuple (Giver, Recipient, Object), with the corresponding values of R being (Robert, Anne, Ring). 38/78 LAZ 5/31/2011 NOTE A semantic network may be viewed as a canonical form of p, with X as an n-ary variable. The same applies to FrameNet and related representations. 39/78 LAZ 5/31/2011 PHASES OF CW CW= [PRECISIATION COMPUTATION] Granular computing CW Phase 1 q q* precisiation I precisiation module Phase 2 computation I* Ans(q/I) computation module fuzzy logic 40/78 Precisiation and computation employ the machinery of fuzzy logic. LAZ 5/31/2011 FROM PRECISIATION TO COMPUTATION Phase 1 I p1 p1* : X1 isr1 R1 pn-1 Pn q I* pn-1*: X isr R n-1 n-1 n-1 pn*: X isr R n n n q* . . . . precisiation Phase 2 X1 isr1 R1 I* 41/78 . . Xn-1 isrn-1 Rn-1 Xn isrn Rn q* computation with ans(q/I) restrictions LAZ 5/31/2011 COMPUTATION WITH RESTRICTIONS (GENERALIZED CONSTRAINTS) In computation with restrictions, the principal rule is the Extension Principle (Zadeh 1965, 1975 a, b and c). A basic version of the Extension Principle may be stated as: 42/78 LAZ 5/31/2011 CONTINUED f(X) is A g(X) is ?B The answer to the question is the solution of a mathematical program expressed as: µ B ( w ) = supu µ A ( f ( u )) subject to w = g( u ) where µA and µB are the membership functions of A and B, respectively. 43/78 LAZ 5/31/2011 44/78 LAZ 5/31/2011 Z-NUMBERS—PRINCIPAL CONCEPTS AND IDEAS RECOLLECTION 45/78 Decisions are based on information. To be useful, information must be reliable. Basically, the concept of a Z-number relates to the issue of reliability of information. A Z-number, Z, has two components, Z=(A,B). The first component, A, is a restriction (constraint) on the values which a realvalued uncertain variable, X, is allowed to take. LAZ 5/31/2011 CONTINUED 46/78 The second component, B, is a measure of reliability (certainty) of the first component. Closely related to certainty are the concepts of sureness, confidence, reliability, strength of belief, probability, possibility, etc. Typically, A and B are described in a natural language. Example: (about 45 minutes, very sure). An important issue relates to computation with Z-numbers. LAZ 5/31/2011 EXAMPLES What is the sum of (about 45 minutes, very sure) and (about 30 minutes, sure)? What is the square root of (approximately 100, likely)? 47/78 LAZ 5/31/2011 CONTINUED The concept of a Z-number has a potential for many applications, especially in the realms of computation with probabilities and events described in a natural language. 48/78 LAZ 5/31/2011 CONTINUED Of particular importance are applications in economics, decision analysis, risk assessment, prediction, anticipation, planning, biomedicine and rule-based manipulation of imprecise functions and relations. 49/78 LAZ 5/31/2011 CONTINUED The 50/78 ordered triple (X,A,B) is referred to as a Z-valuation. A Zvaluation is equivalent to an assignment statement, X is (A,B). X is an uncertain variable if A is not a singleton. In a related way, uncertain computation is a system of computation in which the objects of computation are not values of variables but restrictions on values of variables. LAZ 5/31/2011 CONTINUED In the following, unless stated to the contrary, X is assumed to be a random variable. Simple examples of Z-valuations are: (anticipated budget deficit, close to 2 million dollars, very likely) (population of Spain, about 45 million, quite sure) (degree of Robert's honesty, very high, absolutely) 51/78 LAZ 5/31/2011 CONTINUED (degree of Robert's honesty, high, not sure) (travel time by car from Berkeley to San Francisco, about 30 minutes, usually) (price of oil in the near future, significantly over 100 dollars/barrel, very likely) 52/78 LAZ 5/31/2011 CONTINUED (Height(John), 53/78 tall, probable) LAZ 5/31/2011 NOTE It is important to note that, in large measure, computation with probabilities and events described in a natural language, the information set, I, consists of a collection of Z-valuations. Z-information = collection of Z- valuations. 54/78 LAZ 5/31/2011 CONTINUED If X is a random variable, then X is A represents a fuzzy event in R, the real line. The probability measure of this event, p, may be expressed as (Zadeh 1968): p = ∫ µ A ( u ) p X ( u )du , R where pX is the underlying (hidden) probability density of X. More compactly, p may be represented as the scalar product of µA and pX, p=µA·pX 55/78 LAZ 5/31/2011 KEY RELATION In effect, a Z-valuation (X,A,B) may be viewed as a restriction (generalized constraint) on X defined by: Prob(X is A) is B where Prob(X is A) is the probability measure of the event X is A. (X,A,B) = Prob(X is A) is B 56/78 LAZ 5/31/2011 MEMBERSHIP FUNCTION OF A AND PROBABILITY DENSITY FUNCTION OF X μp p X 1 0 57/78 µA R compatibility LAZ 5/31/2011 Z-RULES A Z-rule is an if-then rule in which the antecedent and/or the consequent are Z-valuations. Examples: if (anticipated budget deficit, about two million dollars, very likely) then (reduction in staff, about ten percent, very likely) if (degree of Robert’s honesty, high, not sure) then (offer a position, not, sure) if (X, small) then (Y, large, usually.) 58/78 LAZ 5/31/2011 RELATED CONCEPTS—Z+-NUMBERS AND Z-NUMBERS A Z+-number carries more information than a Z-number. A Z+-number is an ordered pair, Z+=(A,p) As in the case of a Z-number, A is a fuzzy number which is a restriction on the value of a variable, X. p is the underlying (hidden) probability distribution of X. 59/78 LAZ 5/31/2011 CONTINUED Example. (approximately 9, normal distribution with mean 9 and variance 2) A Z+-number is a bimodal distribution which may be expressed as (µ,p), where µ is the membership function of A. µ and p define, respectively, the possibility and probability distribution of X. Equivalently, a Z+-number may be viewed as an ordered pair of a fuzzy LAZ 5/31/2011 60/78 number and a random number. THE CONCEPT OF A Z--NUMBER A Z--number, Z-=(A,C) carries less information than a Z-number. In a Z--number, as in a Z-number, A is a fuzzy number which represents a restriction on the values of a variable, X. C is a fuzzy number which is a restriction on the probability of A, rather than on the probability measure of A. In the case of a Z--number, X is a fuzzy-set-value random variable. 61/78 LAZ 5/31/2011 CONTINUED X C A 62/78 Z--numbers and Z-numbers are identical in appearance. A common error is that of misinterpreting a proposition as a Z--number rather than a Z-number. LAZ 5/31/2011 EXAMPLE OF A Z--NUMBER 63/78 A box contains 20 black and white balls. A ball is picked at random. If the ball is white, I get approximately 10 dollars. If it is black, I lose approximately 20 dollars. I am not given enough time to count the number of white balls, but my perception is that most are white. In this case, most/20 is the probability of winning approximately 10 dollars. The Z-number is (approximately 10, most/20). LAZ 5/31/2011 SUMMARY Z-valuation, (X, A, B)= Prob(X is A) is B, where A is a fuzzy restriction on X, Prob is a probability measure, and B is a fuzzy restriction on Prob(X is A). Z+-valuation, (X, A, p), where A is a fuzzy restriction on X, and p is the probability distribution of X. Z--valuation, (X, A, C), where A is a fuzzy restriction on X, and C is a fuzzy restriction on Prob(X is A), with Prob standing for probability (not probability measure). LAZ 5/31/2011 64/78 CORELATION Z-valuations are corelated if their associated variables are identical and their restrctions are non-conflicting. A SIMPLE EXAMPLE OF COMPUTATION WITH CORELATED Z-VALUATIONS (X, A, B) (X, C, is ?D) 65/78 Prob (X is A) is B Prob(X is C) is ?D LAZ 5/31/2011 CORELATION ∫ µ A ( u ) p X ( u )du is B f(X) is B ∫ µC ( u ) p X ( u )du is ?D g(X) is ?D R R Extension Principle µ D ( w ) = supv µ B ( f ( v )) subject to w = g ( v ) 66/78 LAZ 5/31/2011 CONTINUED Extension Principle µ D ( w ) = sup p X µ B ( ∫ µ A ( u ) p X ( u )du ) R subject to w = ∫ µC ( u ) p X ( u )du R ∫ p X ( u )du = 1 R 67/78 LAZ 5/31/2011 A PROBLEM IN PROBABILITY THEORY Probably John is tall. What is the probability that John is short? This problem may be represented as computation with Z-valuations. (Height(John), tall, probable) (Height(John), short, ?D) 68/78 LAZ 5/31/2011 COMPUTATION WITH Z-NUMBERS 69/78 Computation with Z-numbers involves, in the main, computation with functions whose arguments are Z-numbers. Example: f is a function whose arguments are real numbers, Z=f(X,Y). Assume that what we know are not the values of X and Y but restrictions, R(X) and R(Y), respectively. Restrictions on X and Y induce a restriction on Z, R(Z). The problem is that of computing R(Z) given f, R(X) and R(Y). LAZ 5/31/2011 CONTINUED For example: if f is the sum of X and Y then the problem is that of computing R(X+Y), given R(X) and R(Y). In computation with Z-numbers the principal tool is the Extension Principle—a principle which was discussed in an earlier section. The following is a brief description of application of the Extension Principle to computation of the sum of ZLAZ 5/31/2011 70/78 numbers. NOTE 71/78 Computation with Z-numbers in a more general setting is discussed in “A note on Z-numbers,” Information Sciences, 2011. LAZ 5/31/2011 COMPUTATION OF THE SUM OF Z-NUMBERS Let X=(AX,BX) and Y=(AY,BY). The sum of X and Y is a Z-number, Z =(AZ,BZ). The sum of (AX,BX) and (AY,BY) is defined as: (AX,BX) + (AY,BY)= (AX+AY,BZ) where AX+AY is the sum of fuzzy numbers AX and AY computed through the use of fuzzy arithmetic. The main problem is computation of BZ. 72/78 LAZ 5/31/2011 CONTINUED Let pX and pY be the underlying probability density functions in the Zvaluations (X,AX,BX) and (Y,AY,BY), respectively. If pX and pY where known, the underlying probability density function in Z would be the convolution of pX and pY, pZ= pX °pY, expressed as: p X +Y ( v ) = ∫ p X ( u ) pY ( v − u )du R where R is the real line 73/78 LAZ 5/31/2011 CONTINUED What we know are not pX and pY but restrictions on pX and pY which are expressed as: ∫ µ AX ( u ) p X ( u )du is BX R ∫ µ AY ( u ) pY ( u )du is BY R 74/78 LAZ 5/31/2011 CONTINUED Using the Extension Principle we can compute the restriction on pZ. It reads: µ pZ ( pZ ) = sup p X , pY ( µ BX ( ∫ µ AX ( u ) p X ( u )du ) ∧ R µ BY ( ∫ µ AY ( u ) pY ( u )du )) R subject to pZ = p X pY ∫ p X ( u )du = 1 , ∫ pY ( u )du = 1 R 75/78 R LAZ 5/31/2011 CONTINUED If pZ were known, BZ would be given by: BZ = ∫ µ AZ ( u ) pZ ( u )du , R where µ AZ ( u ) = supv ( µ AX ( v ) ∧ µ AY ( u − v )) Since what we know at this point is a restriction on pZ, it is necessary to employ the Extension Principle to compute the restriction on BZ. The result may be expressed as: 76/78 LAZ 5/31/2011 CONTINUED µ BZ ( w ) = sup pZ µ pZ ( pZ ) subject to w = ∫ µ AZ ( u ) pZ ( u )du R where µpZ(pZ) was derived earlier. In principle, this completes computation of the sum of Z-numbers, ZX and ZY. 77/78 LAZ 5/31/2011 CONCLUDING REMARK 78/78 Computation with Z-numbers is a move into uncharted territory. A variety of issues remain to be explored. One such issue is that of informativeness of results of computations. To enhance informativeness and reduce complexity of computations it may be expedient to make simplifying assumptions about the underlying probability distributions. A discussion of this issue may be found in Zadeh 2011, A LAZ 5/31/2011 Note on Z-numbers.
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