Integral Representations of Cooperative Game with Fuzzy Coalitions

Classical extensions of fuzzy game models are based on various integrals, such as Butnariu game and Tsurumi game. A new class of symmetric extension of fuzzy game with fuzzy coalition variables is put forward with Concave integral, where players’ expected values are on a partial set of coalitions. Some representations and properties of some limited models are compared in this paper. The explicit formula of characteristic function determined by coalition variables is given. Moreover, a calculation approach of imputations is discussed in detail. The new game could be regarded as a general form of cooperative game. Furthermore, the fuzzy game introduced by Tsurumi is a special case of the proposed game when game is convex

Weighted Banzhaf power and interaction indexes through weighted approximations of games

The Banzhaf power index was introduced in cooperative game theory to measure the real power of players in a game. The Banzhaf interaction index was then proposed to measure the interaction degree inside coalitions of players. It was shown that the power and interaction indexes can be obtained as solutions of a standard least squares approximation problem for pseudo-Boolean functions. Considering certain weighted versions of this approximation problem, we define a class of weighted interaction indexes that generalize the Banzhaf interaction index. We show that these indexes define a subclass of the family of probabilistic interaction indexes and study their most important properties. Finally, we give an interpretation of the Banzhaf and Shapley interaction indexes as centers of mass of this subclass of interaction indexes

Lattices and discrete methods in cooperative games and decisions

Questa tesi si pone l'obiettivo di presentare la teoria dei giochi, in particolare di quelli cooperativi, insieme alla teoria delle decisioni, inquadrandole formalmente in termini di matematica discreta. Si tratta di due campi dove l'indagine si origina idealmente da questioni applicative, e dove tuttavia sono sorti e sorgono problemi più tipicamente teorici che hanno interessato e interessano gli ambienti matematico e informatico. Anche se i contributi iniziali sono stati spesso formulati in ambito continuo e utilizzando strumenti tipici di teoria della misura, tuttavia oggi la scelta di modelli e metodi discreti appare la più idonea. L'idea generale è quindi quella di guardare fin da subito al complesso dei modelli e dei risultati che si intendono presentare attraverso la lente della teoria dei reticoli. Ciò consente di avere una visione globale più nitida e di riuscire agilmente ad intrecciare il discorso considerando congiuntamente la teoria dei giochi e quella delle decisioni. Quindi, dopo avere introdotto gli strumenti necessari, si considerano modelli e problemi con il fine preciso di analizzare dapprima risultati storici e solidi, proseguendo poi verso situazioni più recenti, più complesse e nelle quali i risultati raggiunti possono suscitare perplessità. Da ultimo, vengono presentate alcune questioni aperte ed associati spunti per la ricerca

Fuzzy measures and integrals in MCDA

This chapter aims at a unified presentation of various methods of MCDA based onfuzzy measures (capacity) and fuzzy integrals, essentially the Choquet andSugeno integral. A first section sets the position of the problem ofmulticriteria decision making, and describes the various possible scales ofmeasurement (difference, ratio, and ordinal). Then a whole section is devotedto each case in detail: after introducing necessary concepts, the methodologyis described, and the problem of the practical identification of fuzzy measuresis given. The important concept of interaction between criteria, central inthis chapter, is explained in details. It is shown how it leads to k-additivefuzzy measures. The case of bipolar scales leads to thegeneral model based on bi-capacities, encompassing usual models based oncapacities. A general definition of interaction for bipolar scales isintroduced. The case of ordinal scales leads to the use of Sugeno integral, andits symmetrized version when one considers symmetric ordinal scales. Apractical methodology for the identification of fuzzy measures in this contextis given. Lastly, we give a short description of some practical applications.Choquet integral; fuzzy measure; interaction; bi-capacities

Measuring the interactions among variables of functions over the unit hypercube

By considering a least squares approximation of a given square integrable function $f\colon[0,1]^n\to\R$ by a multilinear polynomial of a specified degree, we define an index which measures the overall interaction among variables of $f$. This definition extends the concept of Banzhaf interaction index introduced in cooperative game theory. Our approach is partly inspired from multilinear regression analysis, where interactions among the independent variables are taken into consideration. We show that this interaction index has appealing properties which naturally generalize the properties of the Banzhaf interaction index. In particular, we interpret this index as an expected value of the difference quotients of $f$ or, under certain natural conditions on $f$, as an expected value of the derivatives of $f$. These interpretations show a strong analogy between the introduced interaction index and the overall importance index defined by Grabisch and Labreuche [7]. Finally, we discuss a few applications of the interaction index

K-balanced games and capacities

In this paper, we present a generalization of the concept of balanced game for finite games. Balanced games are those having a nonempty core, and this core is usually considered as the solution of game. Based on the concept of k-additivity, we define to so-called k-balanced games and the corresponding generalization of core, the k-additive core, whose elements are not directly imputations but k-additive games. We show that any game is k-balanced for a suitable choice of k, so that the corresponding k-additive core is not empty. For the games in the k-additive core, we propose a sharing procedure to get an imputation and a representative value for the expectations of the players based on the pessimistic criterion. Moreover, we look for necessary and sufficient conditions for a game to be k-balanced. For the general case, it is shown that any game is either balanced or 2-balanced. Finally, we treat the special case of capacities.Coopertaive games, k-additivity, balanced games, capacities, core.

Inconsistency and non-additive Choquet integration in the Analytic Hierarchy Process

We propose to extend the aggregation scheme of Saaty’s AHP, from the stan- dard weighted averaging to the more general Choquet integration. In our model, a measure of inconsistency between criteria is derived from the main pairwise comparison matrix and it is used to construct a non-additive capacity, whose associated Choquet integral reduces to the standard weighted mean in the con- sistency case. In the general inconsistency case, however, the new aggregation scheme based on Choquet integration tends to attenuate (resp. emphasize) the priority values of the criteria with higher (resp. lower) average inconsistency with the remaining criteria.Aggregation Functions, Multiple Criteria Analysis, AHP, Inconsintency, non-additive measures, Choquet integral, and Shapley values.

Polynomial representation of TU-games

We propose in this paper a polynomial representation of TU-games, fuzzy measures, capacities, and more generally set functions. Our representation needs a countably infinite set of players and the natural ordering of finite sets of $\mathbb{N}$, defined recursively. For a given basis of the vector space of games, we associate to each game $v$ a formal polynomial of degree at most $2^n-1$ whose coefficients are the coordinates of $v$ in the given basis. By the fundamental theorem of algebra, $v$ can be represented by the roots of the polynomial. We present some new families of games stemming from this polynomial context, like the irreducible games, the multiplicative games and the cyclotomic games

A kk-additive Choquet integral-based approach to approximate the SHAP values for local interpretability in machine learning

Besides accuracy, recent studies on machine learning models have been addressing the question on how the obtained results can be interpreted. Indeed, while complex machine learning models are able to provide very good results in terms of accuracy even in challenging applications, it is difficult to interpret them. Aiming at providing some interpretability for such models, one of the most famous methods, called SHAP, borrows the Shapley value concept from game theory in order to locally explain the predicted outcome of an instance of interest. As the SHAP values calculation needs previous computations on all possible coalitions of attributes, its computational cost can be very high. Therefore, a SHAP-based method called Kernel SHAP adopts an efficient strategy that approximate such values with less computational effort. In this paper, we also address local interpretability in machine learning based on Shapley values. Firstly, we provide a straightforward formulation of a SHAP-based method for local interpretability by using the Choquet integral, which leads to both Shapley values and Shapley interaction indices. Moreover, we also adopt the concept of $k$-additive games from game theory, which contributes to reduce the computational effort when estimating the SHAP values. The obtained results attest that our proposal needs less computations on coalitions of attributes to approximate the SHAP values