1. More on complexity measures Statistical complexity J. P. Crutchfield. The calculi of emergence. Physica D. 1994

2. xxx n : 2 complex  random Entropy and algorithmic complexity associate maximum complexity with randomness  pure order and pure noise are not “complex”  complex systems have  intricate structure on multiple scales  repeating patterns  continual variation, …  complexity lies between order and chaos  Wolfram’s class 4 CAs  Langton’s “edge of chaos” Mutual information shows complexity  RBN transition example (also k-SAT):  are there other measures like this? randomness, H C H I

3. HIDDEN: statistical complexity

4. xxx n : 4 when randomness = noise the measures so far assume that randomness is information  even logical depth  Randomness is not very “deep” information Sometimes, the “randomness” actually is information  the output of good compression algorithms is highly “random”  else the remaining structure could be used to compress it more “any sufficiently advanced communication is indistinguishable from noise”  crypto functions output “random” strings  else the remaining structure could be used to break the code

5. xxx n : 5 randomness and noise in the real world, (some) randomness is just “noise”  of no interest, carrying no “information” these pictures are all different microscopically, but all just “white noise” macroscopically  the differences are not important  information measures “overfit” noise as data  this kind of noisy randomness is intuitively simple  a small change to the noise, is just the same noise

6. xxx n : 6 to model a coin toss … how would you create an ensemble of random bit strings?  … just toss a coin!  in other words, use a stochastic automaton that’s quite a short description  conforming to our intuition that random strings are not very complex H | ½T | ½

7. xxx n : 7 Statistical complexity In certain circumstances, we can use theory of discrete computation and statistics to create equivalent models  Needs a discrete stochastic process that is conditionally stable  Future states do not depend on time, but only on previous states Complexity, C is the size of a minimal model yielding a finite description that is at the least computationally powerful level  infer the machine from data ensemble  The collection of observed strings generated by process of interest Statistical complexity ignores the “computational resource”  So randomness and periodicity have zero complexity J. P. Crutchfield. The calculi of emergence. Physica D. 1994

8. xxx n : 8 the inferred minimal model is called an   - machine  minimal model  size of the minimal stochastic machine  finite description  size of machine does not grow unboundedly with the size of the state  least computationally powerful level  e.g. finite state automaton, stack machine, UTM Intuition:  Each observation represents a state, which incorporates an indirect indication of the hidden environment  States that lead to the same next state help to predict the environment  Causal states  An   – machine captures a minimal sequence of causal states J. P. Crutchfield. The calculi of emergence. Physica D. 1994

9. xxx n : 9 Consider a simple process The process is a simple automaton A system with a two-symbol alphabet, α = {0,1}  Two recurrent states, A and B State A can, with equal probability,  emit a 0 and return to itself  emit a 1 and go to state B State B always emits 1 and goes to A But all we have is a black-box process C. R. Shalizi, K. L. Shalizi, J. P. Crutchfield. An algorithm for pattern discovery in time series. 2002. http://arxiv.org/pdf/cs/0210025v3.pdf This is Weiss’s “even process”: a 1 cannot be completely surrounded by other 1s

10. xxx n : 10 Record the process output We need to deduce the automaton from data observations Run the process many times  To get statistically useful data  e.g. 10 4 runs to word length = 4 C. R. Shalizi, K. L. Shalizi, J. P. Crutchfield. An algorithm for pattern discovery in time series. 2002. http://arxiv.org/pdf/cs/0210025v3.pdf

11. xxx n : 11 example : “even” process (1) Work out probabilities and infer a machine  “homogonisation” because homogeneous states are merged  Merge is the main source of error – need a lot of observations For full calculation, see: C. R. Shalizi, K. L. Shalizi, J. P. Crutchfield. An algorithm for pattern discovery in time series. 2002. http://arxiv.org/pdf/cs/0210025v3.pdf

12. xxx n : 12 example : “even” process (2) Check all states have incoming transitions  Reachability Remove transient states  A and B form a transient cycle  The only exit is to produce a 0 and go to C  Every C state goes to C (adding 0) or D (adding 1)  Every state in D goes to C (adding 1)  “Determinisation” Final   – machine has states C and D only C. R. Shalizi, K. L. Shalizi, J. P. Crutchfield. An algorithm for pattern discovery in time series. 2002. http://arxiv.org/pdf/cs/0210025v3.pdf

13. xxx n : 13   – machines and stability Replicating a process in an   – machine requires stability  Previous states aren’t always “causal” in unstable systems Stability is related to temporal scale  Recall flocking  At the level of birds, apparently arbitrary motion, few patterns  At the level of the flock, coherent, apparently co-ordinated motion So, can change level (scale) to one where there is stability  A bit like choosing the level to represent in differential equations We can tell a system is not suitably stable if the inferred   – machine changes with the word length  That is, as the process runs over time, the   – machine has to change to express its statistical behaviour

14. xxx n : 14 HIDDEN inferring  - machines start at the lowest level of the computational hierarchy, and infer a model (a stochastic finite automata:  - machine) from an ensemble  there are efficient algorithms to do this investigate how the machine size varies with length of strings L in the ensemble if the machines continue increasing in size as L increases, then increase the computational level of the machines why might the size increase…?

15. xxx n : 15   – machines and continuous systems Most natural systems are continuous Symbolic dynamics used to extract discrete time systems  Partition the state space and label each partition with a symbol  Over time, each point in the state space has a sequence of symbols  Its symbol at each observation point in its past and future  Loses information  Often deterministic continuous system gives stochastic discrete system http://vserver1.cscs.lsa.umich.edu/~crshalizi/notabene/symbolic- dynamics.htmlhttp://vserver1.cscs.lsa.umich.edu/~crshalizi/notabene/symbolic- dynamics.html (and citations) Ґ Ж Ц Ђ Ϡ a Ґ Ж Ц Ђ Ϡ a Point a is in region Ж at time t Over a series of discrete time observations, a moves through different regions:... Ж Ж Ж ϠϠЂЂЂЂ Ж Ж … a a a a a a a a

16. xxx n : 16 Symbolic dynamics (1) recast a continuous (space / time) dynamical system into a discrete one partition the continuous phase space U into a finite number of sets, each labelled with a unique element from a finite alphabet  : U i  observe the system at discretised time intervals, and note the label of the set U i it occupies, to give a sequence of symbols:  d c a a b d d a a …  rationale : sequences represent “results” of “measurements” of the underlying system a b c d

17. xxx n : 17 Symbolic dynamics (2) the symbolic dynamics of the system is the set of all sequences that can be produced (different initial conditions, etc)  defines a language analyse the dynamics of these sequences  using entropy, mutual information,  - machines, etc. e.g. Crutchfield’s analysis of the complexity and entropy of the logistic map: see J. P. Crutchfield. The calculi of emergence. Physica D. 1994 a b c d 3.5 <  < 4 = 3.5699…

18. xxx n : 18 HIDDEN example : logistic map simple iterated equation Bifurcation diagram of logistic map:  Plot, as a function of λ, a series of values for x n obtained by starting with a random value x 0, iterating many times, and discarding points before the iterates converge to the attractor  i.e. set of fixed points of x n corresponding to a value of λ, plotted for increasing values of λ 1 <  < 4 3.5 <  < 4 = 3.5699…

19. xxx n : 19 HIDDEN Symbolic dynamics to analyse logistic map discretise the continuous logistic trajectory x 0 x 1 x 2 x 3 x 4 … into a bit string b 0 b 1 b 2 b 3 b 4 …  partition x space [0,1] into [0, ½ ), labelled 0, and [ ½,1], labelled 1  so: b n = if x n  [0, ½ ) then 0 else 1 0 1

20. xxx n : 20 HIDDEN logistic map (3) for each  for each L  produce an ensemble of bitstrings of length L from the discretised logistic process  infer the model (finite state automaton,  -machine) that describes this ensemble  calculate the statistical complexity C (size of  -machine) and entropy H (of the ensemble) [Crutchfield 1994]

21. xxx n : 21 HIDDEN logistic map (4) example: a 47 state machine constructed from an L = 16 ensemble with = 3.5699… (the first period doubling onset of chaos) [Crutchfield 1994, fig 7a]

22. xxx n : 22 HIDDEN logistic map (5) results for L = 16 ; 193 different values of periodic chaotic values of C grows without bound at c = 3.5699… : need to move to a higher level computational machine (stack machine) [Crutchfield 1994, fig 6]

23. xxx n : 23 Analysis results for logistic map periodic behaviour, small H, small C  automaton size = the period chaotic behaviour, large H, small C  a small automaton captures the random behaviour (“coin toss”) randomness, H C J. P. Crutchfield. The calculi of emergence. Physica D. 1994 Complex behaviour, mid H, large C  near the transition from periodic to chaotic behaviour (“edge of chaos”) there is structure “on all scales”

24. HIDDEN multi-information : hierarchical complexity

25. xxx n : 25 Another complexity measure: multi-information recall mutual information between two systems:  where H(X) is the entropy of system X  H(X,Y) is the joint entropy of the systems X and Y  I = 0 if X and Y are independent For subsystems X 1, X 2, and the overall system X 1,2,this gives:

26. xxx n : 26 multi-information (1) multi-information generalises this to n subsystems of an overall system System X  = X 1,2,…n Subsystems X 1, X 2, …, X n  where MI = 0 if all the subsystems are independent M. Studeny, J. Vejnarova. The multiinfomration function as a tool for measuring stochastic dependence. In Learning in Graphical Models. Kluwer, 1998

27. xxx n : 27 multi-information (2) now consider partitioning the top level system X  into two subcomponents X a, comprising subsystems X 1, …, X k, and X b comprising subsystems X k+1, …, X n the relationship between the multi-information of the whole system and its two big components is  rearranging, and substituting so (unless the subsystems X a and X b are independent) : the MI of the whole is bigger than the parts X1X1 X2X2 … XkXk … XnXn XaXa XbXb XX

28. xxx n : 28 multi-information (3) instead of considering one big subcomponent comprising k subsystems, now consider all possible such big subcomponents of k subsystems, each comprising subsystems Xi 1, …, Xi k consider the average multi-information of these,  note that and given the MI of the whole is bigger than the parts, we have so the MI increases with the size of the subsystems considered X1X1 X2X2 X3X3 XX X1X1 X2X2 X1X1 X3X3 X2X2 X3X3 X12X12 X22X22 X32X32

29. xxx n : 29 multi-information = complexity complexity is the difference between actual increase of this average, and a linear increase: C  0 C is low if the system is random  all subsystems are independent, and so MI = 0 C is low if the system is homogeneously structured  average MI increases linearly C is high in the intermediate case, inhomogeneous groupings and clumpings  high, non-linearly increasing, average MI s G. Tononi, et al. A measure for brain complexity: relating functional segregation and integration in the nervous system. PNAS 91:5033-37, 1994

30. HIDDEN which complexity?

31. xxx n : 31 which complexity measure? unconditional entropy is probably not appropriate  counts randomness as maximally “complex”  entropy variance readily calculated  between different space / time parts of self algorithmic complexity K  useful for theoretical analyses, but not for analysing practical results conditional entropy/mutual information/multi-information  between two systems  which can be between different space / time parts of self  appears to be maximised around interesting transitions  or between hierarchical levels of a system statistical complexity C  of single system; appears to be maximised at “edge of chaos”

32. xxx n : 32 Some general sources http://www.scholarpedia.org/article/Complexity R. Badii, A. Politi. Complexity. Cambridge University Press. 1997 J. P. Sethna. Statistical mechanics. Oxford University Press. 2006