The Möbius transform on symmetric ordered structures and its application to capacities on finite sets

Considering a linearly ordered set, we introduce its symmetric version, and endow it with two operations extending supremum and infimum, so as to obtain an algebraic structure close to a commutative ring. We show that imposing symmetry necessarily entails non associativity, hence computing rules are defined in order to deal with non associativity. We study in details computing rules, which we endow with a partial order. This permits to find solutions to the inversion formula underlying the Möbius transform. Then we apply these results to the case of capacities, a notion from decision theory which corresponds, in the language of ordered sets, to order preserving mappings, preserving also top and bottom. In this case, the solution of the inversion formula is called the Möbius transform of the capacity. Properties and examples of Möbius transform of sup-preserving and inf-preserving capacities are given.

The logical encoding of Sugeno integrals

International audienceSugeno integrals are a well-known family of qualitative multiple criteria aggregation operators. The paper investigates how the behavior of these operators can be described in a prioritized propositional logic language, namely possibilistic logic. The case of binary-valued criteria, which amounts to providing a logical description of the fuzzy measure underlying the integral, is first considered. The general case of a Sugeno integral when criteria are valued on a discrete scale is then studied

Compact versus noncompact LP formulations for minimizing convex Choquet integrals

AbstractWe address here the problem of minimizing Choquet Integrals (also known as “Lovász Extensions”) over solution sets which can be either polyhedra or (mixed) integer sets. Typical applications of such problems concern the search of compromise solutions in multicriteria optimization. We focus here on the case where the Choquet Integrals to be minimized are convex, implying that the set functions (or “capacities”) underlying the Choquet Integrals considered are submodular. We first describe an approach based on a large scale LP formulation, and show how it can be handled via the so-called column-generation technique. We next investigate alternatives based on compact LP formulations, i.e. featuring a polynomial number of variables and constraints. Various potentially useful special cases corresponding to well-identified subclasses of underlying set functions are considered: quadratic and cubic submodular functions, and a more general class including set functions which, up to a sign, correspond to capacities which are both (k+1)−additive and k-monotone for k≥3. Computational experiments carried out on series of test instances, including transportation problems and knapsack problems, clearly confirm the superiority of compact formulations. As far as we know, these results represent the first systematic way of practically solving Choquet minimization problems on solution sets of significantly large dimensions

Other uncertainty theories based on capacities

International audienceThe two main uncertainty representations in the literature that tolerate imprecision are possibility distributions and random disjunctive sets. This chapter devotes special attention to the theories that have emerged from them. The first part of the chapter discusses epistemic logic and derives the need for capturing imprecision in information representations. It bridges the gap between uncertainty theories and epistemic logic showing that imprecise probabilities subsume modalities of possibility and necessity as much as probability. The second part presents possibility and evidence theories, their origins, assumptions and semantics, discusses the connections between them and the general framework of imprecise probability. Finally, chapter points out the remaining discrepancies between the different theories regarding various basic notions, such as conditioning, independence or information fusion and the existing bridges between them

Discrete bipolar universal integrals

Abstract. The concept of universal integral, recently proposed, generalizes the Choquet, Shilkret and Sugeno integrals. Those integrals admit a discrete bipolar formulation, useful in those situations where the underlying scale is bipolar. In this paper we propose the concept of discrete bipolar universal integral, in order to provide a common framework for bipolar discrete integrals, including as special cases the discrete Choquet, Shilkret and Sugeno bipolar integrals. Moreover we provide two different axiomatic characterizations of the proposed discrete bipolar universal integral

Learning nonlinear monotone classifiers using the Choquet Integral

In der jüngeren Vergangenheit hat das Lernen von Vorhersagemodellen, die eine monotone Beziehung zwischen Ein- und Ausgabevariablen garantieren, wachsende Aufmerksamkeit im Bereich des maschinellen Lernens erlangt. Besonders für flexible nichtlineare Modelle stellt die Gewährleistung der Monotonie eine große Herausforderung für die Umsetzung dar. Die vorgelegte Arbeit nutzt das Choquet Integral als mathematische Grundlage für die Entwicklung neuer Modelle für nichtlineare Klassifikationsaufgaben. Neben den bekannten Einsatzgebieten des Choquet-Integrals als flexible Aggregationsfunktion in multi-kriteriellen Entscheidungsverfahren, findet der Formalismus damit Eingang als wichtiges Werkzeug für Modelle des maschinellen Lernens. Neben dem Vorteil, Monotonie und Flexibilität auf elegante Weise mathematisch vereinbar zu machen, bietet das Choquet-Integral Möglichkeiten zur Quantifizierung von Wechselwirkungen zwischen Gruppen von Attributen der Eingabedaten, wodurch interpretierbare Modelle gewonnen werden können. In der Arbeit werden konkrete Methoden für das Lernen mit dem Choquet Integral entwickelt, welche zwei unterschiedliche Ansätze nutzen, die Maximum-Likelihood-Schätzung und die strukturelle Risikominimierung. Während der erste Ansatz zu einer Verallgemeinerung der logistischen Regression führt, wird der zweite mit Hilfe von Support-Vektor-Maschinen realisiert. In beiden Fällen wird das Lernproblem imWesentlichen auf die Parameter-Identifikation von Fuzzy-Maßen für das Choquet Integral zurückgeführt. Die exponentielle Anzahl von Freiheitsgraden zur Modellierung aller Attribut-Teilmengen stellt dabei besondere Herausforderungen im Hinblick auf Laufzeitkomplexität und Generalisierungsleistung. Vor deren Hintergrund werden die beiden Ansätze praktisch bewertet und auch theoretisch analysiert. Zudem werden auch geeignete Verfahren zur Komplexitätsreduktion und Modellregularisierung vorgeschlagen und untersucht. Die experimentellen Ergebnisse sind auch für anspruchsvolle Referenzprobleme im Vergleich mit aktuellen Verfahren sehr gut und heben die Nützlichkeit der Kombination aus Monotonie und Flexibilität des Choquet Integrals in verschiedenen Ansätzen des maschinellen Lernens hervor

Représentation et combinaison d'informations incertaines : nouveaux résultats avec applications aux études de sûreté nucléaires

It often happens that the value of some parameters or variables of a system are imperfectly known, either because of the variability of the modelled phenomena, or because the availableinformation is imprecise or incomplete. Classical probability theory is usually used to treat these uncertainties. However, recent years have witnessed the appearance of arguments pointing to the conclusion that classical probabilities are inadequate to handle imprecise or incomplete information. Other frameworks have thus been proposed to address this problem: the three main are probability sets, random sets and possibility theory. There are many open questions concerning uncertainty treatment within these frameworks. More precisely, it is necessary to build bridges between these three frameworks to advance toward a unified handlingof uncertainty. Also, there is a need of practical methods to treat information, as using these framerowks can be computationally costly. In this work, we propose some answers to these two needs for a set of commonly encountered problems. In particular, we focus on the problems of:- Uncertainty representation- Fusion and evluation of multiple source information- Independence modellingThe aim being to give tools (both of theoretical and practical nature) to treat uncertainty. Some tools are then applied to some problems related to nuclear safety issues.Souvent, les valeurs de certains paramètres ou variables d'un système ne sont connues que de façon imparfaite, soit du fait de la variabilité des phénomènes physiques que l'on cherche à représenter,soit parce que l'information dont on dispose est imprécise, incomplète ou pas complètement fiable.Usuellement, cette incertitude est traitée par la théorie classique des probabilités. Cependant, ces dernières années ont vu apparaître des arguments indiquant que les probabilités classiques sont inadéquates lorsqu'il faut représenter l'imprécision présente dans l'information. Des cadres complémentaires aux probabilités classiques ont donc été proposés pour remédier à ce problème : il s'agit, principalement, des ensembles de probabilités, des ensembles aléatoires et des possibilités. Beaucoup de questions concernant le traitement des incertitudes dans ces trois cadres restent ouvertes. En particulier, il est nécessaire d'unifier ces approches et de comprendre les liens existants entre elles, et de proposer des méthodes de traitement permettant d'utiliser ces approches parfois cher en temps de calcul. Dans ce travail, nous nous proposons d'apporter des réponses à ces deux besoins pour une série de problème de traitement de l'incertain rencontré en analyse de sûreté. En particulier, nous nous concentrons sur les problèmes suivants :- Représentation des incertitudes- Fusion/évaluation de données venant de sources multiples- Modélisation de l'indépendanceL'objectif étant de fournir des outils, à la fois théoriques et pratiques, de traitement d'incertitude. Certains de ces outils sont ensuite appliqués à des problèmes rencontrés en sûreté nucléaire