CS 591 Complex Adaptive Systems Spring 2008 Measures of Complexity Professor Melanie Moses 1/28/07

1. CS 591Complex Adaptive SystemsSpring 2008Measures of ComplexityProfessor Melanie Moses1/28/07

2. Topics • Why do we need formal definitions of complexity? • Complex Adaptive Systems • Definitions of Complexity • Holland • Flake Computational Definitions of complexity • Running time complexity • Kolmogorov (or Algorithmic) complexity • Contrast to Shannon information and randomness • Logical (thermodynamic) Depth • Others • Murray Gell-Mann • Stuart Kauffman • Wolfram and Langton’s complexity of CAs

3. Why define complexity? • To estimate how long a particular system will take to solve a problem • To estimate difficulty in engineering complex systems • To understand the limits of prediction, approximation, and simulation • To answer fundamental scientific questions • How can complexity arise when entropy should always increase? • Does (why does) complexity increase through evolution? “As evolution proceeded on the surface of the earth, there has been a progressive increase in size and complexity” J. T. Bonner Evolution of Complexity. “Evolution tends to push systems towards the edge of chaos, where complex, interesting behaviors such as life can occur? “ Chris Langton “The universe, the biosphere, the econosphere have all become more complex” Stuart Kauffmann Are these statements correct? Can we quantify increases in complexity over time

4. What are Complex Adaptive Systems? • Collections of agents: • Molecules, cells, animals, planets, stars, economic agents. • Agents interact (locally) with one another and with their environment: • No central controller. • Interaction rules may be trivial or nontrivial, i.e. nonlinear. • Chemical reactions, cellular interactions, mating, buy/sell decisions. • Unanticipated properties often result from the interactions: • Immune system responses, flocks of animals, settlement patterns, earthquakes, speculative bubbles and crashes. • Agents adapt their behavior to other agents and environmental constraints: • Imitation, adaptation, learning. • System behavior evolves over time: • Rules change, unfolding of complex behavior.

5. Example Complex Adaptive Systems • Biological systems • Cells • Organs • Immune systems • Organisms • ecosystems • Food webs • Symbioses • Colonies: ants, bees, termites, wasps; bacteria, corals… • Social/Economic Systems • Nations • Firms • Households • Cities • Universities • Technological Systems • The Internet • Peer to peer networks • Botnets • Computers?

6. Characteristics of Complex Systems • What makes a system complex? • Nonlinear interactions among components. • Multi-scale phenomena and hierarchy. • Evolution of underlying components and environments. • How to measure a system’s complexity? • By its unpredictability? • By how difficult it is to describe? • Length of most concise description. • No single model adequate to describe system---the more models that are required, the more complex the system. (Lee Segel) • By measuring how long before it halts, if ever? By how long until it repeats itself? • Entropy? • Multiple levels of organization? • Number of interdependencies? • Is complexity inherent in the system or in our understanding of it?

7. Caveat Some believe that there is no general science of complex systems: • “It’s becoming apparent that a theory of complexity in some sense of a great and transforming body of knowledge that applies to a whole range of casesmay be untenable.” Sir Robert May (2001)

8. Holland’s Definition of Complexity • CAS: multiple diverse agents, stimulus response rules and adaptation • Match environmental conditions at various time scales • Stimulus causes an immediate change in action (response) • Cumulative stimulus causes changes in rules (adaptation, learning, evolution) • 7 principles • Aggregation: how we model CAS; emergent behavior of CAS • Tags: identifiers that allow interaction and aggregation of agents • Nonlinearity: esp. interactions, e.g. predator prey; linear math does not apply • Flows: over networks of interactions: multiplier effect vs. recycling effect • Diversity: results from progressive, distributed adaptation: perpetual novelty • Internal models (Schema): internal structure changes in response to stimulus • Building blocks: repetition, higher level laws derive from laws of building blocks

9. G.W. Flake’s Definition of Complexity Flake’s scientific view • An intermediate view between Reductionism and Holism • The interactions of agents…bind one level of understanding to the next • Nature is Frugal: Occam’s Razor • CAS characterized by • Emergence, self-similarity, unpredictability, self-organizing • Collections/Multiplicity/Parallelism • Iteration, Recursion, Feedback • Adaptation, Learning, Evolution • Conversion of the sciences facilitated by computation

10. Representative Measures of Complexity • Computational complexity (Cook): • How long a program runs (or how much memory it uses). • Asymptotic. • Language complexity: • Classes of languages that can be computed (recognized) by different kinds of abstract machines. • Decidability, computability. • Information-theoretic approaches: • Algorithmic Complexity (Solomonoff, Komogorov, and Chaitin): • Length of the shortest program that can produce the phenomenon. • Mutual information (many authors) • Logical depth (Bennett). • Thermodynamic depth (Lloyd and Pagels) • Effective complexity (Gell-Mann and Lloyd)

11. Computational Complexity • Introduced by Steve Cook (~1970). • Asymptotic running time, and/or memory consumption of an algorithm. • Worst-case versus average-case. • Important computational complexity classes: • NP (Can be verified in polynomial time). O(p(n)) on a non-deterministic Turing Machine. • NC (polylogarithmic time,Ologk n, using polynomial # of parallel processors). • P (polynomial time using a single processor). • C,k areconstant, and n is the size (length) of the input. • Polynomial time algorithms P are O(p(n)) • for some polynomial function p: Cnk where c and K are constants independent of n • Drawbacks: • Says nothing about transient behaviors. Many interesting systems never reach asymptote • Constants can matter, special cases vs worst cases, approximations may suffice

12. Algorithmic Complexity (AC)(also known as Kolmogorov-Chaitin complexity) • The Kolomogorov-Chaitin complexity K(x) is the length, in bits, of the smallest program that when run on a Universal Turing Machine outputs (prints) x and then halts. • Example: What is K(x) where x is the first 10 even natural numbers? Where x is the first 5 million even natural numbers? • Possible representations: • 0, 2, 4, 6, 8, 10, 12, 14, 16, 18, … (2n - 2) • for (j = 0; j < n: j++) printf(“%d\n”, j * 2); • How many bits? • Alternative 1: O(n log n) • Alternative 2: K(x) = O(log n) • Two problems: • Calculation of K(x) depends on the machine we have available (e.g., what if we have a machine with an instruction “print the first 10 even natural numbers”?) • In general, it is an uncomputable problem to determine K(x) for arbitrary x.

13. Algorithmic Complexity cont. • AC formalizes what it means for a set of numbers to be compressible and incompressible. • Data that are redundant can be more easily described and have lower AC. • Data that have no clear pattern and no easy algorithmic description have high AC. • What about random numbers? If a string is random, then it possesses no regularities: • K(x) = | Print(x) | • The shortest program to produce x is to input to the computer a copy of x and say “print this.” • Implication: The more random a system, the greater its AC. • AC is related to entropy: • The entropy rate of a symbolic sequence measures the unpredictability (in bits per symbol) of the sequence. • The entropy rate is also known as the entropydensity or the metric density. • The average growth rate of K(x) is equal to the entropy rate • For a sequence of n random variables, how does the entropy of the sequence grow with n?

14. Randomness h Randomness h m m Measures of Complexity that Capture Properties Distinct from Randomness AlgorithmicComplexity Structural Complexity Measures of randomness do not capture structure or organization.

15. Logical Depth • Bennett 1986;1990: • The Logical depth of x is the run time of the shortest program that will cause a UTM to produce x and then halt. • Logical depth is not a measure of randomness; it is small both for trivially ordered and random strings. • Drawbacks: • Uncomputable. • Loses the ability to distinguish between systems that can be described by computational models less powerful than Turing Machines (e.g., finite-state machines).

16. Turing Machines

17. Shannon Information • Shannon Entropy H to measure basic information capacity: • For a random variable X with a probability mass function p(x), the entropy of X is defined as: • Entropy is measured in bits. • H measures the average uncertainty in the random variable. • Example 1: • Consider a random variable with uniform distribution over 32 outcomes. • To identify an outcome, we need a label that takes on 32 different values, e.g., 5-bit strings.

18. More generally, the entropy of a random variable is a lower bound on the average number of bits required to represent the random variable. • The uncertainty (complexity) of a random variable can be extended to define the descriptive complexity of a single string. • E.g., Kolmogorov (or algorithmic) complexity is the length of the shortest computer program that prints out the string. • Entropy is the uncertainty of a single random variable. • Conditional entropy is the entropy of a random variable given another random variable.

19. Mutual Information • Measures the amount of information that one random variable contains about another random variable. • Mutual information is a measure of reduction of uncertainty due to another random variable. • That is, mutual information measures the dependence between two random variables. • It is symmetric in X and Y, and is always non-negative. • Recall: Entropy of a random variable X is H(X). • Conditional entropy of a random variable X given another random variable Y = H(X | Y). • The mutual information of two random variables X and Y is:

20. Measures of Simplicity, Flake ch 9 • Algorithmic Regularity = Simplicity? • Things that can be compressed are simpler • Formally quantified as Algorithmic Complexity (AC) or Kolomogorov Complexity: the shortest program to produce a result • Redundant or enumerable data are simple • AC depends on the computer (or complex system) that runs the ‘program’ • Random data are complex because you cannot represent them excatly except by explicitly listing them • AC translates between time complexity and space complexity • Contrasts with Statistical simplicity • Randomness can be simple because you can approximate them statistically • Coin toss, random walks, Gaussian (normal distributions) • You can compress random numbers with statistical descriptions and only a few parameters

21. Other Definitions Per Bak: Sandpile model and the ‘edge of chaos’ 1. A powerlaw size distribution of extinction events: many small and few large 2. The powerlaw lifetime distribution of species and genera. 3. The powerlaw distribution of species per genus, genera per family, and so on. Stuart Kauffmann: The Adjacent possible • Autonomous agents have to live the most complex game that they can • There is a tendency for self-constructing biospheres to enlarge their workspace, the dimensionality of their adjacent possible • Murray Gell-Mann: Effective Complexity • Complexity is highest for things that are neither strictly regular nor strictly random • Kolmogorov Complexity is based on the length of a concise description of a set • Effective complexity is based on the length of a concise description of a set’s regularities

22. Neither random nor regular • Complex systems occur at a transition point between two extremes • Often the only way to predict a future state of a complex system is to simulate it • It cannot be described by a tractable formula or short program • It cannot be described statistically • Some cellular automata are complex: the results of running them are neither regular nor random • Langton’s lambda parameter and Wolfram’s CA classification schemes go from regular to chaotic, with ‘complex’ in the middle

23. Summary of Complexity Measures • Computational complexity: • How many resources does it take to compute a function? • The language/machine hierarchy: • How complex a machine is needed to compute a function? • Information-theoretic methods: • Entropy • Algorithmic complexity • Mutual information • Logical depth: • Run-time of the shortest program that generates the phenomena and halts. • Asymptotic behavior of dynamical systems: • Fixed points, limit cycles, chaos. • Wolfram’s CA classification: the outcome of complex CA can not be predicted any faster than it can be simulated. • Effective Complexity: • Neither regular nor random

24. Suggested References • Computational Complexity by Papadimitriou. Addison-Wesley (1994). • Elements of Information Theory by Cover and Thomas. Wiley (1991). • Kaufmann, At Home in the Universe (1996)and Investigations (2002). • Per Bak, How Nature Works: The Science of Self-Organized Criticality (1988) • Gell-Mann, The Quark and the Jaguar (1994) • Reading for Wednesday 1/30 (to be posted) • Lansing, Complex Adaptive Systems, Ann Rev Anthropology 2003 www.ic.arizona.edu/~lansing/CompAdSys.pdf • Gell Mann, What is complexity? 1995 http://www.santafe.edu/~mgm/complexity.html

26. What is a Random Variable? • A function defined on a sample space. • Should be called “random function.” • Independent variable is a point in a sample space (e.g., the outcome of an experiment). • A function of outcomes, rather than a single given outcome. • Probability distribution of the random variable X: • Example: • Toss 3 fair coins. • Let X denote the number of heads appearing. • X is a random variable taking on one of the values (0,1,2,3). • P{X=0} = 1/8; P{X=1} = 3/8; P{X=2} = 3/8; P{X=3} = 1/8.

27. Detour into Information Theory cont. • Example 2: • A horse race with 8 horses competing. • The probabilities of 8 horses are: • Calculate the entropy H of the horse race: • Suppose that we wish to send a (short) message to another person indicating which horse won the race. • Could send the index of the winning horse (3 bits). • Alternatively, could use the following set of labels: • 0, 10, 110, 1110, 111100, 111101, 111110, 11111. • Average description length is 2 bits (instead of 3).

28. the study of cellular automata, from the early discoveries of Stanislaw Ulam and John von Neumann through to John Conway's Game of Life and the extensive work of Stephen Wolfram, made it clear that complexity could be generated as an emergent feature of extended systems with simple local interactions. • Over a similar period of time, Benoît Mandelbrot's large body of work on fractals showed that much complexity in nature could be described by certain ubiquitous mathematical laws, while the extensive study of phase transitions carried out in the 1960s and '70s showed how scale invariant phenomena such as fractals and power laws emerged at the critical point between phases.

29. Computers are complex systems • Even though we build them, we don’t necessarily understand how they work. • Complexity is overwhelming design strategies based on functional decomposition (reductionism): • Context-free languages. • Object-oriented programming. • Conventional parallel and concurrent programming models. • Need new methods for engineering nonlinear computations: • Neural networks, Genetic algorithms, Simulated annealing. • Emergent computation?