arXiv subjects

Eckehard Olbrich

Publications and source records attributed to Eckehard Olbrich.

31 records · Page 2Linked to original sources

arXiv2016

The Coconut Model with Heterogeneous Strategies and Learning

In this paper, we develop an agent-based version of the Diamond search equilibrium model - also called Coconut Model. In this model, agents are faced with production decisions that have to be evaluated based on their expectations about the future utility of the produced entity which in turn depends on the global production level via a trading mechanism. While the original dynamical systems formulation assumes an infinite number of homogeneously adapting agents obeying strong rationality conditions, the agent-based setting allows to discuss the effects of heterogeneous and adaptive expectations and enables the analysis of non-equilibrium trajectories. Starting from a baseline implementation that matches the asymptotic behavior of the original model, we show how agent heterogeneity can be accounted for in the aggregate dynamical equations. We then show that when agents adapt their strategies by a simple temporal difference learning scheme, the system converges to one of the fixed points of the original system. Systematic simulations reveal that this is the only stable equilibrium solution.

econ.GN↗

arXiv2016

Perspectives on Multi-Level Dynamics

As Physics did in previous centuries, there is currently a common dream of extracting generic laws of nature in economics, sociology, neuroscience, by focalising the description of phenomena to a minimal set of variables and parameters, linked together by causal equations of evolution whose structure may reveal hidden principles. This requires a huge reduction of dimensionality (number of degrees of freedom) and a change in the level of description. Beyond the mere necessity of developing accurate techniques affording this reduction, there is the question of the correspondence between the initial system and the reduced one. In this paper, we offer a perspective towards a common framework for discussing and understanding multi-level systems exhibiting structures at various spatial and temporal levels. We propose a common foundation and illustrate it with examples from different fields. We also point out the difficulties in constructing such a general setting and its limitations.

physics.soc-ph↗

arXiv2015

Quantifying Emergent Behavior of Autonomous Robots

Quantifying behaviors of robots which were generated autonomously from task-independent objective functions is an important prerequisite for objective comparisons of algorithms and movements of animals. The temporal sequence of such a behavior can be considered as a time series and hence complexity measures developed for time series are natural candidates for its quantification. The predictive information and the excess entropy are such complexity measures. They measure the amount of information the past contains about the future and thus quantify the nonrandom structure in the temporal sequence. However, when using these measures for systems with continuous states one has to deal with the fact that their values will depend on the resolution with which the systems states are observed. For deterministic systems both measures will diverge with increasing resolution. We therefore propose a new decomposition of the excess entropy in resolution dependent and resolution independent parts and discuss how they depend on the dimensionality of the dynamics, correlations and the noise level. For the practical estimation we propose to use estimates based on the correlation integral instead of the direct estimation of the mutual information using the algorithm by Kraskov et al. (2004) which is based on next neighbor statistics because the latter allows less control of the scale dependencies. Using our algorithm we are able to show how autonomous learning generates behavior of increasing complexity with increasing learning duration.

cs.IT↗

arXiv2015

Value of information in noncooperative games

In some games, additional information hurts a player, e.g., in games with first-mover advantage, the second-mover is hurt by seeing the first-mover's move. What properties of a game determine whether it has such negative "value of information" for a particular player? Can a game have negative value of information for all players? To answer such questions, we generalize the definition of marginal utility of a good to define the marginal utility of a parameter vector specifying a game. So rather than analyze the global structure of the relationship between a game's parameter vector and player behavior, as in previous work, we focus on the local structure of that relationship. This allows us to prove that generically, every game can have negative marginal value of information, unless one imposes a priori constraints on allowed changes to the game's parameter vector. We demonstrate these and related results numerically, and discuss their implications.

cs.GT↗

arXiv2014

The Information Theory of Individuality

We consider biological individuality in terms of information theoretic and graphical principles. Our purpose is to extract through an algorithmic decomposition system-environment boundaries supporting individuality. We infer or detect evolved individuals rather than assume that they exist. Given a set of consistent measurements over time, we discover a coarse-grained or quantized description on a system, inducing partitions (which can be nested). Legitimate individual partitions will propagate information from the past into the future, whereas spurious aggregations will not. Individuals are therefore defined in terms of ongoing, bounded information processing units rather than lists of static features or conventional replication-based definitions which tend to fail in the case of cultural change. One virtue of this approach is that it could expand the scope of what we consider adaptive or biological phenomena, particularly in the microscopic and macroscopic regimes of molecular and social phenomena.

q-bio.PE↗

arXiv2014

Reconsidering unique information: Towards a multivariate information decomposition

The information that two random variables $Y$, $Z$ contain about a third random variable $X$ can have aspects of shared information (contained in both $Y$ and $Z$), of complementary information (only available from $(Y,Z)$ together) and of unique information (contained exclusively in either $Y$ or $Z$). Here, we study measures $\widetilde{SI}$ of shared, $\widetilde{UI}$ unique and $\widetilde{CI}$ complementary information introduced by Bertschinger et al., which are motivated from a decision theoretic perspective. We find that in most cases the intuitive rule that more variables contain more information applies, with the exception that $\widetilde{SI}$ and $\widetilde{CI}$ information are not monotone in the target variable $X$. Additionally, we show that it is not possible to extend the bivariate information decomposition into $\widetilde{SI}$, $\widetilde{UI}$ and $\widetilde{CI}$ to a non-negative decomposition on the partial information lattice of Williams and Beer. Nevertheless, the quantities $\widetilde{UI}$, $\widetilde{SI}$ and $\widetilde{CI}$ have a well-defined interpretation, even in the multivariate setting.

cs.IT↗

arXiv2014

Quantifying unique information

We propose new measures of shared information, unique information and synergistic information that can be used to decompose the multi-information of a pair of random variables $(Y,Z)$ with a third random variable $X$. Our measures are motivated by an operational idea of unique information which suggests that shared information and unique information should depend only on the pair marginal distributions of $(X,Y)$ and $(X,Z)$. Although this invariance property has not been studied before, it is satisfied by other proposed measures of shared information. The invariance property does not uniquely determine our new measures, but it implies that the functions that we define are bounds to any other measures satisfying the same invariance property. We study properties of our measures and compare them to other candidate measures.

cs.IT↗

arXiv2012

Shared Information -- New Insights and Problems in Decomposing Information in Complex Systems

How can the information that a set ${X_{1},...,X_{n}}$ of random variables contains about another random variable $S$ be decomposed? To what extent do different subgroups provide the same, i.e. shared or redundant, information, carry unique information or interact for the emergence of synergistic information? Recently Williams and Beer proposed such a decomposition based on natural properties for shared information. While these properties fix the structure of the decomposition, they do not uniquely specify the values of the different terms. Therefore, we investigate additional properties such as strong symmetry and left monotonicity. We find that strong symmetry is incompatible with the properties proposed by Williams and Beer. Although left monotonicity is a very natural property for an information measure it is not fulfilled by any of the proposed measures. We also study a geometric framework for information decompositions and ask whether it is possible to represent shared information by a family of posterior distributions. Finally, we draw connections to the notions of shared knowledge and common knowledge in game theory. While many people believe that independent variables cannot share information, we show that in game theory independent agents can have shared knowledge, but not common knowledge. We conclude that intuition and heuristic arguments do not suffice when arguing about information.

cs.IT↗

arXiv2010

Hysteresis effects of changing parameters of noncooperative games

We adapt the method used by Jaynes to derive the equilibria of statistical physics to instead derive equilibria of bounded rational game theory. We analyze the dependence of these equilibria on the parameters of the underlying game, focusing on hysteresis effects. In particular, we show that by gradually imposing individual-specific tax rates on the players of the game, and then gradually removing those taxes, the players move from a poor equilibrium to one that is better for all of them.

cs.GT↗

arXiv2010

Knockouts, Robustness and Cell Cycles

The response to a knockout of a node is a characteristic feature of a networked dynamical system. Knockout resilience in the dynamics of the remaining nodes is a sign of robustness. Here we study the effect of knockouts for binary state sequences and their implementations in terms of Boolean threshold networks. Beside random sequences with biologically plausible constraints, we analyze the cell cycle sequence of the species Saccharomyces cerevisiae and the Boolean networks implementing it. Comparing with an appropriate null model we do not find evidence that the yeast wildtype network is optimized for high knockout resilience. Our notion of knockout resilience weakly correlates with the size of the basin of attraction, which has also been considered a measure of robustness.

q-bio.MN↗

arXiv2009

Quantifying structure in networks

We investigate exponential families of random graph distributions as a framework for systematic quantification of structure in networks. In this paper we restrict ourselves to undirected unlabeled graphs. For these graphs, the counts of subgraphs with no more than k links are a sufficient statistics for the exponential families of graphs with interactions between at most k links. In this framework we investigate the dependencies between several observables commonly used to quantify structure in networks, such as the degree distribution, cluster and assortativity coefficients.

cond-mat.dis-nn↗

arXiv2008

Complexity Measures from Interaction Structures

We evaluate new complexity measures on the symbolic dynamics of coupled tent maps and cellular automata. These measures quantify complexity in terms of $k$-th order statistical dependencies that cannot be reduced to interactions between $k-1$ units. We demonstrate that these measures are able to identify complex dynamical regimes.

nlin.CD↗

arXiv2000

Local estimates for entropy densities in coupled map lattices

We present a method to derive an upper bound for the entropy density of coupled map lattices with local interactions from local observations. To do this, we use an embedding technique being a combination of time delay and spatial embedding. This embedding allows us to identify the local character of the equations of motion. Based on this method we present an approximate estimate of the entropy density by the correlation integral.

nlin.CD↗