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Teoria da Informa¸c˜ ao e Dinˆ amica Coletiva em Redes Complexas Jean Martins, [email protected] Danilo Vargas, [email protected] Universidade de S˜ ao Paulo Instituto de Ciˆ encias Matem´ aticas e Computa¸ ao ao Carlos/SP, 9 de junho de 2011.

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Page 1: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria da Informacao e Dinamica Coletiva emRedes Complexas

Jean Martins,[email protected]

Danilo Vargas,[email protected]

Universidade de Sao PauloInstituto de Ciencias Matematicas e Computacao

Sao Carlos/SP, 9 de junho de 2011.

Page 2: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Sumario I

1 Teoria da Informacao em Redes ComplexasCaracterısticas de Redes

Heterogeneidade e Correlacao

Teoria da InformacaoEntropiaMutual Information

Teoria da Informacao em Redes ComplexasAplicacao a modelos de Redes

Redes em GradeRedes Estrela

Page 3: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

RC – Heterogeneidade eCorrelacao

Figura: Figura originalmente publicada em [Sole and Valverde, 2004].

Page 4: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

RC – Heterogeneidade eCorrelacao

1 Heterogeneidade:• medida pela diversidade de grau dos nos,

2 Correlacao entre graus dos nos:• relacao causa/efeito quanto ao grau dos nos e a

ocorrencias de arestas entre eles.• quanto maior o grau de um no, maior a probabilidade de

que esse receba novas conexoes.

3 Como medir tais caracterısticas do ponto de vista daTeoria da Informacao?

Page 5: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

TI – Entropia

Entropia:

1 Medida da incerteza media de uma variavel aleatoria,

2 O numero medio de bits (logaritmo base 2) necessariopara descrever tal variavel.

Definicao (Entropia [Cover et al., 1991])

Seja X uma variavel aleatoria discreta em um alfabeto ξ,funcao de probabilidade p(X = x), com x ∈ ξ. A entropiaH(X) e definida como:

H(X) = −∑x ∈ ξ

p(x) log p(x) (1)

O que pode-se concluir?

Page 6: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

TI – Entropia

Conclusao: A entropia pode ser utilizada como medida para aheterogeneidade de uma rede.

Page 7: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

TI – Mutual Information

Mutual Information:

1 Mutual Information se refere a quantidade de informacaoque uma variavel aleatoria possui sobre outra variavel.

2 E a reducao de incerteza de uma variavel aleatoria, dado oconhecimento sobre outra variavel aleatoria.

Definicao (Mutual Information [Cover et al., 1991])

Considere duas variaveis aleatorias X e Y com uma funcao deprobabilidade conjunta p(X = x, Y = y), e probabilidadesmarginais p(X = x) e p(Y = y). A Mutual Information edefinida como:

I(X,Y ) =∑x ∈ ξ

∑y ∈ ξ

p(x)p(y) logp(x, y)

p(x)p(y)(2)

Page 8: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

TI – Mutual Information

O que pode-se concluir?A mutual information pode ser utilizada como medida decorrelacao em redes complexas.

I(X,Y ) = H(X)−H(X|Y )

Page 9: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Resumo RC & TI

Caracterısticas da rede que serao avaliadas:

• Heterogeneidade da rede, medida pela Entropia.

• Quantidade de correlacao entre os nos da rede: MutualInformation,

Page 10: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Teoria da Inf. & Redes Complexas[Sole and Valverde, 2004]

• Foco na distribuicao de grau “restante” (remainingdegree distribution),

• Que e definida como o numero de arestas deixando overtice i excluindo-se a aresta pela qual chegou-se a talvertice:

q(k) =(k + 1)Pk+1

〈k〉(3)

Page 11: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Teoria da Inf. & Redes Complexas

• Tem-se tambem a distribuicao conjunta de grau“restante” q(k, k′), a qual assume o valor q(k)q(k′) emredes com baixa correlacao.

• Caso contrario, tem-se a Equacao (4), onde π(k|k′) e aprobabilidade de se observar um vertice com grau k, dadoque o outro vertice pertencendo a mesma aresta possuagrau k′.

q(k, k′) =π(k|k′)q(k′)

(4)

Page 12: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

TI & RC – Entropia

Utilizando a distribuicao Q = (q(1), . . . , q(i), . . . , q(n)),podemos descrever a entropia e a mutual information de umarede.

H(Q) = −n∑k=1

q(k) log q(k). (5)

I(Q) =

n∑k=1

n∑k′=1

q(k, k′) logq(k, k′)

q(k)q(k′). (6)

Page 13: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Aplicacao

Como aplicar as funcoes previamente definidas para aclassificacao em redes complexas?

Figura: (a) Redes em Grade, (b) Rede Estrela, (c) Rede Aleatorias.

Page 14: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Redes em Grade

Em uma grade, todos os vertices possuem o mesmo grau,portanto:Observando que δk,z = 1 se k = z e 0 caso contrario.

Pk = δk,z (7)

1 Desta forma q(k) pode ser simplificado:

q(k) =(k + 1) Pk+1

〈k〉q(k) ≡ δk,(z−1)

Q = {0, 0, 0, 0, 1, 0, . . . , 0}

H(Q) = −n∑

k=1

q(k) log q(k) = 0

Page 15: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Redes em Grade

1 Todos vertices possuem o mesmo grau, portanto:

q(k, k′) = q(k) q(k′)

= δk,(z−1) δk′,(z−1)

2 Desta forma a Mutual Information e zero, o que implicaque nao ha correlacao.

I(Q) =

n∑k=1

n∑k′=1

q(k, k′) logq(k, k′)

q(k)q(k′)

=

n∑k=1

n∑k′=1

δk,(z−1) δk′,(z−1) logδk,(z−1) δk′,(z−1)

δk,(z−1)δk′,(z−1)

I(Q) = 0

Page 16: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Rede EstrelaPadrao comumente encontrado em redes scale-free.

1 Um vertice de grau n− 1, demais vertices grau 1:

Pk =n− 1

nδk,1 +

1

nδk,(n−1)

2 Portanto, grau medio da rede e dado por:

〈k〉 =n∑k

kPk = 2n− 1

n

3 Substituindo tais valores na equacao do grau “restante” q(k),tem-se.

q(k) =1

2(δk,0 + δk,(n−2))

Q = {0.5, 0, 0, . . . , 0.5, 0, 0}

H(Q) = −2(12log

1

2= −2(1

2(log 1− log 2)) = 1

Page 17: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

Teoria daInformacao emRedesComplexas

Caracterısticasde Redes

Heterogeneidadee Correlacao

Teoria daInformacao

Entropia

MutualInformation

Teoria daInformacao emRedesComplexas

Aplicacao amodelos deRedes

Redes em Grade

Redes Estrela

Rede Estrela

1 A distribuicao de grau “restante” obtida atraves da equacaooriginal e:

q(k, k′) = q(k′)π(k|k′)

=1

2

[δk,0 + δk,(n−2)

][δk′,0 + δk′,(n−2)]

q(k, k′) =1

2(δk,0δk′,(n−2) + δk,(n−2)δk′,0)

2 Usando os resultados anteriores, calculamos uma medida dacorrelacao de uma rede estrela.

I(Q) =

n∑k=1

n∑k′=1

q(k, k′) logq(k, k′)

q(k)q(k′)

= 2

[1

2log

(2δk,0δk′,(n−2)

δk,0 + δk,(n−2)

)]I(Q) = log 2 = 1 (8)

Page 18: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Sumario I

2 Collective Dynamics

3 Identical Oscillators

4 Non-identical Oscillators

5 Unusual Behavior in Chaotic Oscillators

6 Network Learning Dynamics

Page 19: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Motivation

• The use of networks of dynamical systems are widespread.But what can be said of the collective dynamics of suchsystems when they are coupled together?

• Answer: little[Strogatz, 2001].

• It may unravel new ways of doing things. Bioinspiration:The brain uses it, so should not we?.

Page 20: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Sumario I

2 Collective Dynamics

3 Identical Oscillators

4 Non-identical Oscillators

5 Unusual Behavior in Chaotic Oscillators

6 Network Learning Dynamics

Page 21: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Master Stability FunctionThe master stability function (MSF) is a framework developedto study the synchronization state complex of networktopologies independent of the peculiarities of the oscillators. Itis based on the premise that all nodes are identical dynamicalunits, described by the following equation:

∂xi∂t

= F (xi), (9)

where xi is a m-dimensional vector and F (xi) is its evolutionfunction (which is the same for every node). The output of thesystem is described by H(xi), which is also identical for all Ndynamical units and is a coupling map of the nodes. Forexample, in y-coupled oscillators H(xi) = (0, y, 0), where theyare only communicating with each other through the ycomponent. The complex network is defined by the node’sadjacencies aij and their respective weights wij (for unweightedmatrix consider wij = 1) expressed by the Equation 10.

Page 22: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

∂xi∂t

= F (xi) + σ∑N

i=1 aijwij(H(xj)−H(xi)) (10)

= F (xi) +−σ∑N

j=1Gij(H(xj)), (11)

where σ is the uniform coupling strength (σ > 0 for diffusivecoupling) and G is a coupling matrix defined by next Equation.

Gij =

{−aijwij i 6= j∑N

j=1 aijwij i = j, (12)

it follows that G has zero row-sum. Then the synchronizationoccurs when for all nodes the coupling term vanishes. Whenthis occurs, the nodes will be based solely on their internaldynamics which happen to be the same for all N nodes.Resulting in a state called synchronization manifold, whichhappens when:

x1(t) = x2(t) = ... = xN (t) = xs(t). (13)

Page 23: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

The synchronization manifold occurs as a consequence ofEquation 13 because the matrix is a zero row-sum and thefunction H(x) is the same for any node. The stability ofsynchronization is secured when the system remains entirelyinside the synchronization manifold. However, in the real worldsystem are susceptible to perturbations, in this scenario thefollowing equation holds:

∂xi∂t

= [JF (xs)− σλiJH(xs)]xi, (14)

where xi is the deviation from the xs(t) for xi(t), J is theJacobian operator and λ is the eigenvalue of the respective mconditional Lyapunov exponents. Conditional Lyapunovexponents for each value of σλi can now be acquired.

Page 24: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Lyapunov exponent

The Lyapunov exponent is defined as the rate of separation oftwo orbits. It is a measure of sensitivity of a given dynamicsystem from its initial conditions, exactly calculated by:

λ = limt→∞

limδx0→0

1

tln|δx(t)||δx0|

, (15)

where δx0 is the initial difference between the two orbits andδx(t) is the difference between the two orbits in instant t. Adynamics system with m-dimensional phase space will have mexponents, forming the Lyapunov spectrum λ1, λ2, ..., λm. Thelargest value of the Lyapunov spectrum is known as themaximum Lyapunov exponent (MLE) or simply λmax.

Page 25: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

• Lyapunov exponents are used in synchronization to verifythe stability of a system under small perturbations of itsorbit.

• If λmax < 0 the system is stable because all the remainingLyapunov is also smaller than λmax which is negative.

• On the other hand, if λmax ≥ 0 the system is said to beunstable, because one exponent is already positive and thesystem will have by definition an exponential divergence oforbits.

• Not a sufficient condition! - It is important to note thatalthough necessary the Lyapunov exponents do not offer asufficient condition for the stability of the system. As itwill be seen later in the unusual behavior of chaoticsystems.

Extensions of the master stability function are still underresearch, recent results are the MSF near identical systems[Sun et al., 2009].

Page 26: Teoria da Informação e Dinâmica Coletiva em Redes Complexaswiki.icmc.usp.br/images/0/0a/Slides-Teoria-da-In... · S~ao Carlos/SP, 9 de junho de 2011. Teoria da Informa˘c~ao em

CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Identical Oscillators

• Synchronize or form network dependent patternWhen the set of identical oscillators are coupled bysmooth interactions. They often synchronize or formpatterns dependent of the network symmetry[Collins and Stewart, 1993].

• Integrate-and-fire oscillator will fire in unison,independent of network When oscillators communicateby sudden impulses as commonly found in biology such asneuron spikes. It was proved that N identicalintegrate-and-fire oscillators (IFO) connected in a all-to-allnetwork will end up firing in unison independent of theirinitial state [Peskin, 1975], [Mirollo and Strogatz, 1990].

• Synchrony or self-organized criticality With such simplemodels it is yet possible to observe systems which result insynchronization or self-organized criticality[Corral et al., 1995].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Self-Organized Criticality Example

Sandpile Example [Funch, 2008]

ForestFire Model

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Self-Organized Criticality• Critical point as attractor The behavior of a system to

self-organize around a critical point is called self-organizedcriticality (SOC) [Bak et al., 1987],[Turcotte, 1999]. Theself-organize capacity is defined as a inner dynamicproperty of the system. Which independent of itsparameters or interferences would drive the system towarda given state.

• Varied Definitions Critical point has a varied number ofdefinitions depending on the context it is applied. Inmathematics it is the point where either the derivative is 0or it is non differentiable [Stewart, 2008]. In physics it iswhere a phase boundary (such as the vapor-liquid point)ceases to exist [Cengel and Boles, 2006].

• Skepticism Sometimes, a broad definition definition isused defining a point where a system properties changesuddenly to be a critical point. This concept wasdeveloped in 1987 but is still view with skepticism.

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Sumario I

2 Collective Dynamics

3 Identical Oscillators

4 Non-identical Oscillators

5 Unusual Behavior in Chaotic Oscillators

6 Network Learning Dynamics

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Kuramoto ModelThe Kuramoto model is composed of N oscillators in acomplete graph (all-to-all connections, illustrated in Figure 3)and each one has the following dynamics [Kuramoto, 2003]:

∂θi∂t

= ωi +K

N

N∑j=1

sin(θj − θi), i = 1 . . . N, (16)

where ωi is the natural frequency of the ith oscillator, θi is itsphase and K is the coupling strength (identical for all edges).The ωi were drawn from a Lorentzian distribution defined by:

f(ω;ω0, γ) =1

π

(ω − ω0)2 + γ2

], (17)

Figura: Diagram of a complete graph illustrating the scenario wherethe Kuramoto model is applied.

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

To solve this model analytically when N →∞, Kuramotoapplied the following transformation:

reiψ =1

N

N∑j=1

eiθj , (18)

where ψ is the average phase and r measures the coherence ofthe oscillators. Resulting in the following equation:

∂θi∂t

= ωi +Kr sin(ψ − θi) (19)

In the limit (as N →∞ and t→∞), Kuramoto found that thefollowing behavior occurs:

r =

{0, K < Kc√

1− KcK , K ≥ Kc

, (20)

where Kc = 2γ.

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

• K < Kc the oscillators are not synchronized.

• K ≥ Kc part of the oscillators synchronize, or morespecifically lock their phases (∂θi∂t = 0) and part arerotating out of synchrony.

• When coupling increases to the limit as K →∞, theoscillators become totally synchronized approximately totheir average phase θi ≈ ψ at the same time that r → 1.

• Extensions to the Kuramoto model are still in research[Martens et al., 2009], for the complete proof or moreinformation on variations of the Kuramoto model, such asgeneral frequency distributions, refer to[Acebron et al., 2005].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Sumario I

2 Collective Dynamics

3 Identical Oscillators

4 Non-identical Oscillators

5 Unusual Behavior in Chaotic Oscillators

6 Network Learning Dynamics

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Bursting

In y-coupled Rossler systems, after reaching synchronous stateabove a coupling threshold (i.e., after the longest-wavelengthmode becomes stable), they still present a difference betweenthe average x and its component x shown in Figure 4. Thisdifference is expected to be close to 0 in synchronized systems[Ashwin et al., 1994],[Pecora et al., 1997]. This may appearbecause of unstable periodic orbits (UPO).

Figura: The difference from the average observed in the x variable ofRossler systems. Image from [Pecora et al., 1997].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Short-length Bifurcation

Figura: Stability diagram showing the short-length bifurcation ofx-coupled Rossler systems. Image from [Pecora et al., 1997].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Size Effect

Figura: Stability diagram showing the size effect of 16 x-coupledRossler systems. Image from [Pecora et al., 1997].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Robustness of Scale-free Networksand its Synchronization

Consequences

• Random removal of nodes in a scale-free network will notaffect greatly.

• Reason: there are exponentially more nodes with lowerdegree than higher degree nodes.

• However, scale-free networks are more susceptible tointentional attacks than random networks[Cohen et al., 2001].

• This robustness (or vulnerability) also affects the collectivedynamics of scale-free networks, since synchronizationinside scale-free networks can sustain random removal of5% of its nodes with minor affects in behavior. While 1%of wisely selected nodes might destroy completely thesynchronization [Lu et al., 2004], [Wang and Chen, 2002].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Sumario I

2 Collective Dynamics

3 Identical Oscillators

4 Non-identical Oscillators

5 Unusual Behavior in Chaotic Oscillators

6 Network Learning Dynamics

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Teacher and StudentThe situation where a student node learn from a teacher node.Which is exactly the interaction defined in supervised learning[Kotsiantis et al., 2007]. The unique difference is that in thesupervised learning setting the teacher is not specificallydefined as a network node. Dynamics in this simple situationare well defined and studied, an example using two perceptronsis shown on Figure 7.

Figura: Example of dynamics between teacher and student. WhereW variables are weights, X are input, B are the bias, f(x) is theactivation function and Y is the result from the teacher. Therectangles represent the nodes in this small network of two units.

Supposing the student has a multilayer-perceptron node, it isknown that independent of the function present in the teachernode, the student will be able to learn it. Provided that thestudent has a sufficient number of hidden nodes using aback-propagation or equivalent learning algorithm[Engel and Broeck, 2001].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

Self-Interacting

Suppose now the situation where an already trained node isinteracting with itself [Bornholdt et al., 2003]. The node canbe trained in any arbitrary sequence. This time, however, thenode is learning the opposite of its own prediction. Which leadsto a situation where its prediction error is 100% and thesequence produced by the node is close to random[Metzler et al., 2001]. When a second Boolean perceptron isadded to predict the sequence, it has 78% of prediction error.Which is somewhat better than the self-interacting node, butstill worse than a 50% random guessing [Zhu and Kinzel, 1998].

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CollectiveDynamics

Motivation

IdenticalOscillators

Master StabilityFunction

Lyapunovexponent

IdenticalOscillators

Self-OrganizedCriticalityExample

Self-OrganizedCriticality

Non-identicalOscillators

Kuramoto Model

UnusualBehavior inChaoticOscillators

Bursting

Short-lengthBifurcation

Size Effect

Robustness ofScale-freeNetworks and itsSynchronizationConsequences

NetworkLearningDynamics

Teacher andStudent

Self-Interacting

The Figure 8 illustrates the example with two perceptrons, notethat this example can be extended to other learning machines.

Figura: Example of dynamics a self teaching node and anotherperceptron trying to learn the output. Where W variables areweights, X are input, B are the bias, f(x) is the activation functionand Y is the result from the teacher. The rectangles isolate thenodes of the two units.

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Referencias

Referencias I

Acebron, J., Bonilla, L., Vicente, C., Ritort, F., andSpigler, R. (2005).The kuramoto model: A simple paradigm forsynchronization phenomena.Reviews of modern physics, 77(1):137.

Ashwin, P., Buescu, J., and Stewart, I. (1994).Bubbling of attractors and synchronisation of chaoticoscillators.Physics Letters A, 193(2):126–139.

Bak, P., Tang, C., and Wiesenfeld, K. (1987).Self-organized criticality: An explanation of the 1/f noise.Physical Review Letters, 59(4):381–384.

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Referencias

Referencias II

Bornholdt, S., Schuster, H., and Wiley, J. (2003).Handbook of graphs and networks.Wiley Online Library.

Cengel, Y. and Boles, M. (2006).Thermodynamics: an engineering approach, volume 988.McGraw-Hill Higher Education.

Cohen, R., Erez, K., Ben-Avraham, D., and Havlin, S.(2001).Breakdown of the internet under intentional attack.Physical Review Letters, 86(16):3682–3685.

Collins, J. and Stewart, I. (1993).Coupled nonlinear oscillators and the symmetries of animalgaits.Journal of Nonlinear Science, 3(1):349–392.

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Referencias

Referencias III

Corral, A., Perez, C., Diaz-Guilera, A., and Arenas, A.(1995).Self-organized criticality and synchronization in a latticemodel of integrate-and-fire oscillators.Physical review letters, 74(1):118–121.

Cover, T., Thomas, J., Wiley, J., et al. (1991).Elements of information theory, volume 306.Wiley Online Library.

Engel, A. and Broeck, C. (2001).Statistical mechanics of learning.Cambridge Univ Pr.

Funch, F. (2008).Self-organized criticality.

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Referencias

Referencias IV

Kotsiantis, S., Zaharakis, I., and Pintelas, P. (2007).Supervised machine learning: A review of classificationtechniques.Emerging artificial intelligence applications in computerengineering: real word AI systems with applications ineHealth, HCI, information retrieval and pervasivetechnologies, 160:3.

Kuramoto, Y. (2003).Chemical oscillations, waves, and turbulence.Dover Pubns.

Lu, J., Chen, G., and Cheng, D. (2004).A new chaotic system and beyond: the generalizedlorenz-like system.Int. J. Bifurc. Chaos, 14(5):1507–1537.

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Referencias

Referencias V

Martens, E., Barreto, E., Strogatz, S., Ott, E., So, P., andAntonsen, T. (2009).Exact results for the kuramoto model with a bimodalfrequency distribution.Physical Review E, 79(2):026204.

Metzler, R., Kinzel, W., Ein-Dor, L., and Kanter, I. (2001).

Generation of unpredictable time series by a neuralnetwork.Physical Review E, 63(5):056126.

Mirollo, R. and Strogatz, S. (1990).Synchronization of pulse-coupled biological oscillators.SIAM Journal on Applied Mathematics, 50(6):1645–1662.

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Referencias

Referencias VI

Pecora, L., Carroll, T., Johnson, G., Mar, D., and Heagy,J. (1997).Fundamentals of synchronization in chaotic systems,concepts, and applications.Chaos: An Interdisciplinary Journal of Nonlinear Science,7:520.

Peskin, C. (1975).Mathematical aspects of heart physiology.Courant Institute of Mathematical Sciences, New YorkUniversity.

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Referencias

Referencias VII

Sole, R. and Valverde, S. (2004).Information theory of complex networks: On evolution andarchitectural constraints.In Ben-Naim, E., Frauenfelder, H., and Toroczkai, Z.,editors, Complex Networks, volume 650 of Lecture Notes inPhysics, pages 189–207. Springer Berlin / Heidelberg.10.1007/978-3-540-44485-5 9.

Stewart, J. (2008).Calculus: early transcendentals.Cengage Learning EMEA.

Strogatz, S. (2001).Exploring complex networks.Nature, 410(6825):268–276.

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Referencias

Referencias VIII

Sun, J., Bollt, E., and Nishikawa, T. (2009).Master stability functions for coupled nearly identicaldynamical systems.EPL (Europhysics Letters), 85:60011.

Turcotte, D. (1999).Self-organized criticality.Reports on progress in physics, 62:1377.

Wang, X. and Chen, G. (2002).Synchronization in scale-free dynamical networks:robustness and fragility.Circuits and Systems I: Fundamental Theory andApplications, IEEE Transactions on, 49(1):54–62.

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Referencias

Referencias IX

Zhu, H. and Kinzel, W. (1998).Antipredictable sequences: harder to predict than randomsequences.Neural computation, 10(8):2219–2230.