BELIEF FUSION AND BAYESIAN REASONING WITH SUBJECTIVE LOGIC FUSION 2014 Salamanca, 7 July 2014 Audun Jøsang, University of Oslo http://folk.uio.no/josang/ Audun Jøsang FUSION 2014 1 About me • Prof. Audun Jøsang, University of Oslo, 2008 • Research interests – Information Security – Belief Reasoning • Bio – – – – – MSc Telecom, NTH, 1988 Engineer, Alcatel Telecom MSc Security, London 1993 PhD Security, NTNU 1998 A.Prof. QUT, Australia, 2000 Audun Jøsang FUSION 2014 Department of Informatics @ University of Oslo 2 Tutorial overview 1. Representations of subjective opinions 2. Operators of subjective logic 3. Applications of subjective logic: – Information fusion; – Trust reasoning – Bayesian reasoning Audun Jøsang FUSION 2014 3 Objective vs. Subjective Reality (assumed) (perceived) Assumed Perceived objective reality subjective reality ≠ Audun Jøsang FUSION 2014 4 Probability and Uncertainty Frequentist: Subjective: • Certain when based on much observation evidence • Uncertain when based on little observation evidence • E.g.: Probability of heads when flipping coin is 1/2 • Certain when dynamics of situation are known • Uncertain when dynamics of situation are unknown • E.g. Probability of Oswald killed Kennedy is 1/2 Audun Jøsang FUSION 2014 6 Characteristics and Formalisms Assumed reality Perceived reality • Characteristics: • Characteristics: – Crisp, frequentist, quantum • Formalisms: • Formalisms: – Frequentist probabilities – Binary logic – Quantum logic Audun Jøsang – Vague, fuzzy, uncertain FUSION 2014 – – – – Subjective probabilities Fuzzy logic Probabilistic logics Subjective logic 7 Probabilistic and Subjective Logics Binary Logic + Probabilistic Logic Probability Calculus + Subjective logic – Proposition structures – Degrees of truth – Uncertainty Uncertainty Audun Jøsang FUSION 2014 8 Probabilistic Logic Examples Binary Logic Probabilistic logic AND: x∧y OR: x∨y MP: { x→y, x } ⇒ y p(x∧y) = p(x)p(y) p(x∨y) = p(x) + p(y) − p(x)p(y) p( y ) = p( x) p( y | x) + p( x ) p( y | x ) p( x | y) = a( x) p( y | x) a( x) p( y | x) + a( x ) p( y | x ) MT: { x→y, y } ⇒ x a( x) p( y | x) p( x | y ) = a( x) p( y | x) + a( x ) p( y | x ) p( x) = p( y ) p( x | y ) + p( y ) p( x | y ) Audun Jøsang FUSION 2014 a: base rate 9 Frames and opinions X Binary frame x1 Binomial opinion x2 X X n-ary frame Multinomial opinion Audun Jøsang x2 x1 n-ary frame Hypernomial opinion x3 FUSION 2014 x2 x1 x3 10 Binomial Opinion Multinomial Opinion Hypernomial Opinion Binary frame X Focal element x n-ary frame X Focal elements x ∈ X n-ary frame X Focal elements x ∈ R (X) X Frame X x1 x2 x1 X x2 x1 x2 x3 x3 Opinion representation Beta PDF Dirichle PDF over X PDF representation Audun Jøsang FUSION 2014 Hyper Dirichlet PDF over X 11 A Frame and its Reduce Powerset • • • • A frame X is a state space of distinct possibilities Powerset P (X) = 2X , set of subsets, including {X, ∅} Reduced powerset R (X) = P (X) \ {X, ∅} R (X) = { x1, x2, x3, x4, x5, x6 } in example below • Cardinality | X | X (= 3 in this example) • |P (X)| = x4 2|X| (= 8 in this example) x2 • |R (X)| = 2|X| − 2 x1 x6 x5 x3 (= 6 in this example) Audun Jøsang FUSION 2014 12 Binomial subjective opinions • Belief masses on binary frames – – – – bxA = b(x) is observer A’s belief in x d xA = b(x ) is observer A’s disbelief in x u xA = b( X ) is observer A’s uncertainty about x a xA is the base rate of x Binomial opinion ω xA = (bxA , d xA , u xA , a xA ) Binary frame Audun Jøsang X x x FUSION 2014 base rate of x b + d +u =1 A x A x A x 13 Barycentric Coordinate System State space of 3 dimensions θ1, θ2, θ3, • E.g. probability additivity: p(θ1) + p(θ2) + p(θ3) = 1 Audun Jøsang FUSION 2014 14 Opinions represented as point in a simplex • Simplex class of geometric shapes: – triangle is a 2D simplex – tetrahedron is a 3D simplex • Opinions represented as point inside a simplex. • The equation Σbi + u = 1 represents a barycentric coordinate system in a simplex. u axis 2D simplex is 3D Barycentric b1 coordinate system b2 Audun Jøsang axis b2 u FUSION 2014 b1 axis 15 ux Binomial opinions • axis Ordered quadruple: ω x = (bx , d x , u x , a x ) Director – bx : belief – dx : disbelief Opinion ωX – ux : uncertainty – ax : base rate • bx + d x + u x = 1 Projector dx Expectation value • Probability expectation value: Example ωx =(0.2, 0.5, 0.3, 0.6), Audun Jøsang bx axis FUSION 2014 Ex ax axis Base rate E (ω x ) = bx + a x u x E(ωx) = 0.38 16 What are base rates? • In probability and statistics, base rate refers to category probability unconditioned on evidence, often referred to as prior probabilities. • For example, if it were the case that 1% of the public are "medical professionals" and 99% of the public are not "medical professionals“, then the base rates in this case are 1% and 99%, respectively. • E.g. when picking a random person, the prior probability of being a medical professional is 1% Audun Jøsang FUSION 2014 17 Opinion types Absolute opinion: bx=1 . Equivalent to TRUE. Dogmatic opinion: ux=0 . Equivalent to probabilities. Vacuous opinion: ux=1 . Equivalent to UNDEFINED. General uncertain opinion: ux≠0 . Audun Jøsang FUSION 2014 18 Beta PDF representation Beta ( p | α , β ) = Γ(α + β ) α −1 p (1 − p ) β −1 Γ(α )Γ( β ) α = r + Wa β = s + W(1-a) r: # observations of x s: # observations of x Beta Probability Density Function a: base rate of x W = 2: non-informative prior weight Example: r = 7, Audun Jøsang s = 1, a = 0.5 (default), FUSION 2014 E(p) = 0.8 19 Binomial Opinion ↔ Beta PDF • (r,s,a) represents Beta PDF parameters. • (b,d,u,a) represents binomial opinion. r = Wb / u • Op → Beta: s = Wd / u b + d + u = 1 b = r + sr+W • Beta → Op: d = r + ss+W u = W r + s +W W=2 Audun Jøsang FUSION 2014 20 Online demo http://folk.uio.no/josang/sl/ Audun Jøsang FUSION 2014 21 Fuzzy verbal categories Very unlikely Unlikely Somewhat unlikely Chances about even Somewhat likely Likely Very likely Absolutely Certainty Categories: Absolutely not Likelihood Categories: 9 8 7 6 5 4 3 2 1 Completely uncertain E 9E 8E 7E 6E 5E 4E 3E 2E 1E Very uncertain D 9D 8D 7D 6D 5D 4D 3D 2D 1D Uncertain C 9C 8C 7C 6C 5C 4C 3C 2C 1C Slightly uncertain B 9B 8B 7B 6B 5B 4B 3B 2B 1B Completely certain A 9A 8A 7A 6A 5A 4A 3A 2A 1A Audun Jøsang FUSION 2014 22 Soliciting opinions from people • People find it difficult to express opinions as numerical values • Fuzzy verbal categories are intuitively easier • Opinions have 2-dimensional fuzzy categories – Likelihood dimension – Certainty dimension • Suitable categories depend on application – – – – Example shows 9 likelihoods and 5 certainties 1A corresponds to TRUE 9A corresponds to FALSE High uncertainty most natural around medium likelihood Audun Jøsang FUSION 2014 23 Mapping fuzzy category to opinion • Category mapped to corresponding field of triangle • Mapping depends on base rate • Non-existent categories depending on base-rates base rate a = 1/3 Audun Jøsang base rate a = 2/3 FUSION 2014 24 Mapping categories to opinions • Overlay category matrix with opinion triangle • Matrix skewed as a function of base rate • Not all categories map to opinions – For a low base rate, it is impossible to describe an event as highly likely and uncertain, but possible to describe it as highly unlikely and uncertain. – E.g. with regard to tuberculosis which has a low base rate, it would be wrong to say that a patient is likely to be infected, with high uncertainty. Similarly it would be possible to say that the patient is probably not infected, with high uncertainty Audun Jøsang FUSION 2014 25 n-ary frame of discernment • Generalisation of binary state space • Set of exclusive and exhaustive singletons. • Example Frame: X={x1, x2, x3, x4}, | X | = 4. X x1 x2 x3 x4 • |R (X)| = 2|X| − 2 (= 14 in this example). Audun Jøsang FUSION 2014 26 Opinions over binary and n-ary frames • Binary frames represent a single state / proposition and its complement. • n-ary frames represent multiple mutually exclusive states / propositions X x x X x1 x2 x3 x4 • Opinions over binary frames: → binomial opinions • Opinions over n-ary frames: → multinomial opinions and hyper opinions • Subjective logic operators for all types of opinions Audun Jøsang FUSION 2014 27 Multinomial Opinions • • • • Frame: X={x1…xk} Uncertainty mass: u Belief vector: b : {b( xi ) | i = 1 k}, u + Σb(xi) = 1 Base rates: a : {a ( xi ) | i = 1 k}, Σa(xi) = 1 • Multinomial opinion: • Expectation: Audun Jøsang ω = (b , u , a ) E( xi ) = b( xi ) + a ( xi )u FUSION 2014 28 Opinion tetrahedron (ternary frame) uX - axis Opinion ωX Projector bx3 - axis EX Expectation value vector point Audun Jøsang bx2 - axis aX bx1 - axis Base rate vector point FUSION 2014 29 Dirichlet PDF representation k Γ ∑ α ( xi ) k α ( xi )−1 i =1 Dir ( p | α ) = k p ( xi ) ∏ ∏ Γ(α ( xi )) i =1 Σ p(xi) = 1 α(xi) = r(xi) + Wa(xi) i =1 r (xi) : # observations of xi Trinomial Dirichlet Probability Density Function a (xi) : base rate of xi W = 2: non-informative prior weight Example: – 6 red balls – 1 yellow ball – 1 black ball Audun Jøsang FUSION 2014 30 Multinomial Opinion ↔ Dirichlet PDF • (r , a ) represents Dirichlet PDF parameters. • (b , u , a ) represents multinomial opinion. • Op → Dir: • Dir → Op: W=2 Audun Jøsang Wb( xi ) r x ( ) = i u u + ∑ b( xi ) = 1 r ( xi ) = ( ) b x i W + r(x ) ∑ i W u= W + ∑ r ( xi ) FUSION 2014 31 Non-informative prior weight: W • Value normally set to W = 2. • When W is equal to the frame cardinality, then the prior Dirichlet PDF is a uniform. • Normally required that the prior Beta is uniform, which dictates W = 2 • Beta PDF is a binomial Dirichlet PDF • If requiring uniform prior Dirichlet PDF for large multi-dimensional frames, then it would make Dirichlet PDF insensitive to new observations, which would be inadequate. Audun Jøsang FUSION 2014 32 Prior trinomial Dirichlet PDF, W = 2 Example: Urn with balls of 3 different colours. – t1: Red – t2: Yellow – t3: Black Ternary a priori probability density. Audun Jøsang FUSION 2014 33 Posterior trinomial Dirichlet PDF A posteriori probability density after picking: – 6 red balls (t1) – 1 yellow ball (t2) – 1 black ball (t3) – W=2 Audun Jøsang FUSION 2014 34 Posterior trinomial Dirichlet PDF A posteriori probability density after picking: – 20 red balls (t1) – 20 yellow balls (t2) – 20 black balls (t3) – W=2 Audun Jøsang FUSION 2014 35 Posterior trinomial Dirichlet PDF A posteriori probability density after picking: – 20 red balls (t1) – 20 yellow balls (t2) – 50 black balls (t3) – W=2 Audun Jøsang FUSION 2014 36 Hyper Opinions • • • • • Frame: X={x1…xk} Reduced powerset: R (X) = P (X) \ {X, ∅} Uncertainty mass: u k Belief vector: b : {b( xi ) | i = 1 (2 − 2)} , xi∈R (X) Base rates: a : {a ( xi ) | i = 1 k}, Σa(xi) = 1 • Hyper opinion: • Expectation: Audun Jøsang ω = (b , u , a ) E( xi ) = a ( x j / xi )b( xi ) + a ( xi )u FUSION 2014 37 Hyper Dirichlet PDF Audun Jøsang FUSION 2014 38 Opinions v. Fuzzy membership functions Fuzzy concept Subjective opinions Crisp concept Friendly aircraft Enemy aircraft Something else ω 250 cm Fuzzy membership functions Tall Average 200 cm 150 cm 100 cm Short 50 cm 0 cm Audun Jøsang FUSION 2014 39 Subjective Logic Operators Audun Jøsang FUSION 2014 40 Operator notation • Possible attributes of opinions: – Who: the belief owner (superscript) – What: the proposition (subscript) – Where: the frame (normally omitted) Subject combination Derived opinion ω f SC ( A, B ) f PL ( x , y )∈ f FC ( X ,Y ) Propositional logic Audun Jøsang Argument opinions = ω Frame composition FUSION 2014 Subjective logic operator A x∈ X Propositions ω Subjects B y∈Y Frames 41 Operator generalisation • Subjective logic is a generalisation of binary logic and probability calculus. – Probability calculus i.c.o. dogmatic opinions – Binary logic i.c.o. absolute opinions • Includes uncertainty. • Includes belief ownership • Operator types: – Classic operators, e.g. multiplication (AND) and deduction (MODUS PONENS) – Special operators: e.g. trust transitivity and consensus Audun Jøsang FUSION 2014 42 Homomorphism principle • Assuming that corresponding probability operator exists, then … • Expectation value of opinion operator result is equal to result of probability operator applied to the expectation values of opinion arguments. – e.g. E(ωx ·ωy) = E(ωx)· E(ωy) for multiplication • Same for corresponding binary logic operators – e.g. Let V(ωx) denote TRUE/FALSE valuation of absolute opinions, then V(ωx ·ωy) = V(ωx) ∧ V(ωy) Audun Jøsang FUSION 2014 43 Subjective logic operators 1 Opinion operator name Opinion Logic operator operator symbol symbol Addition + ∪ UNION Subtraction - \ DIFFERENCE Complement ¬ x NOT Expectation E(x) n.a. n.a. Multiplication · Division / Comultiplication п Codivision п Audun Jøsang FUSION 2014 ∧ ∧ ∨ ∨ Logic operator name AND UN-AND OR UN-OR 44 Subjective logic operators 2 Opinion operator name Opinion Logic operator operator symbol symbol Transitive discounting ⊗ : TRANSITIVITY Cumulative fusion ⊕ ◊ n.a. Averaging fusion ⊕ ◊ n.a. Constraint fusion & n.a. cc ♥ n.a. Consensus & Compromise Conditional deduction || Conditional abduction || Logic operator name DEDUCTION (Modus Ponens) ABDUCTION (Modus Tollens) Audun Jøsang FUSION 2014 45 Addition x • • • • x∪y Θ y z A A A Notation ω x∪ y = ω x + ω y Probability version: P(x∪y)=P(x) + P(y) Commutative and associative. No corresponding binary logic operator Audun Jøsang FUSION 2014 46 Subtraction x\y x Θ y z ω xA\ y = ω xA − ω yA • Notation • Probability version: P(x\y)=P(x) ‒ P(y) • No corresponding binary logic operator Audun Jøsang FUSION 2014 47 Complement • Notation: • Involutive: • Corresponds to NOT. x x ¬ω xA = ω xA ¬(¬ω ) = ω A x Audun Jøsang FUSION 2014 A x 48 Cartesian product of frames • Multiplication assumes a Cartesian product. • Product set has Cardinality = |X|·|Y| . • Coarsening needed as part of computation. X Y x y x × X×Y ( x, y ) ( x, y ) ( x, y ) ( x, y ) = y product: coproduct: Audun Jøsang FUSION 2014 49 Binomial conjunction (multiplication) • • • • Notation: Probability version: p(x∧y)=p(x)·p(y) Commutative and associative. Corresponds to AND and probability product. X Y x y ∧ ( x, y ) ( x, y ) ( x, y ) ( x, y ) = y x ω Audun Jøsang X×Y A x∧ y = ω ⋅ω A x FUSION 2014 A y 50 Binomial disjunction (comultiplication) • • • • Notation: Probability version: p(x∨y) = p(x) + p(y) – p(x)p(y) Commutative and associative. Corresponds to OR and probability coproduct. X Y x y x ∨ X×Y ( x, y ) ( x, y ) ( x, y ) ( x, y ) = y ω xA∨ y = ω xA ⋅ ω yA п Audun Jøsang FUSION 2014 51 Multinomial conjunction (multiplication) • • • • = ω ⋅ω Notation: ω Probability version: matrix multiplication Commutative and associative Produces hyper opinion A X A X ×Y A Y part of 2X×Y X x x Audun Jøsang Y ∧ ( x, y ) ( x, y ) ( X , y) ( x, y ) ( x, y ) ( X , y) ( x, Y ) ( x, Y ) ( X ,Y ) y = y FUSION 2014 52 Non-distributivity of products Multiplication is non-distributive on comultiplication for opinions: ω x ∧ ( y ∨ z ) ≠ ω ( x ∧ y )∨ ( x ∧ z ) and for probabilities p ( x ∧ ( y ∨ z )) ≠ p (( x ∧ y ) ∨ ( x ∧ z )) y x z ≠ x y x z Only applicable for binary logic: x ∧ (y∨z) = (x∧y) ∨ (x∧z) Audun Jøsang FUSION 2014 53 Algebraic properties • Product: E(ω x ∧ y ) = E(ω x )E(ω y ) • Coproduct: E(ω x ∨ y ) = E(ω x ) + E(ω y ) − E(ω x )E(ω y ) • Complement: E (ω x ) = 1 − E (ω x ) • De Morgan 1: ω x ∧ y = ω x ∨ y • De Morgan 2: ω x ∨ y = ω x ∧ y Audun Jøsang FUSION 2014 54 Cartesian quotient of frames • Division assumes a pre-existing Cartesian product K • Quotient set has Cardinality = |K|/|L| • Coarsening needed as part of computation X×Y = K ( x, y ) ( x, y ) Audun Jøsang ( x, y ) ( x, y ) X=L Y = K/L x y / = x FUSION 2014 y 55 Binomial un-conjunction (division) A A A ω ω ω = / • Notation: k ∧ l k l • Probability version: P( k∧l )=P( k )/P( l ) • Corresponds to UN-AND and probability division X X×Y ( x, y ) = k ( x, y ) ( x, y ) ( x, y ) Audun Jøsang ∧ x =l x FUSION 2014 Y y = k ∧l = y 56 Binomial un-disjunction (codivision) = ω ⋅ω • Notation: ω • Probability version: P( k∨l )=(P( k ) - P( l ))/(1 - P( l )) • Corresponds to UN-OR and probability codivision A k п A k ∨l A l X X×Y ( x, y ) ( x, y ) Audun Jøsang ( x, y ) =k ∨ x =l x ( x, y ) FUSION 2014 Y y =k ∨l = y 57 Truth table; Products and quotients F AND product x∧y F OR coproduct x∨y F UN-AND quotient x∧y T or F UN-OR coquotient x∨y F F T F T F undefined T F F T undefined T T T T T T T or F x y F Audun Jøsang FUSION 2014 58 Online demo of SL operators http://folk.uio.no/josang/sl/ Audun Jøsang FUSION 2014 59 Fusion in Subjective Logic Audun Jøsang FUSION 2014 60 Cumulative and Averaging Fusion • • • • = ω ⊕ω Notation: ω Cumulative fusion: independent evidence Averaging fusion: dependent evidence Reduced to weighted average i.c.o. dogmatic opinions. A◊B x A ω x A B Audun Jøsang ωBx A x x B x A◊B FUSION 2014 ω A◊B x x 61 Comparing Fusion and Conjunction A ω x A Fusion B ω Bx ωxA Conjunction Audun Jøsang A ωAy x A◊B x ω xA◊B = ω xA ⊕ ω xB x y x∧y A ω xA∧ y = ω xA ·ω yA FUSION 2014 62 Cumulative Fusion • Accumulates evidence from different sources • Symbol: ⊕ • Sum of Dirichlet evidence vectors 1. Convert opinions to Dir/Beta: ω → Dir ( p | r , α ) 2. Add evidence vectors r to get cumulative Dir/Beta 3. Convert Dir/Beta to opinion Dir ( p | r , α ) → ω • Commutative, Associative, Neutral element • Applicable to situations where collected evidence is independent – E.g. observed over different time periods Audun Jøsang FUSION 2014 63 Averaging Fusion • Average of evidence from different sources • Symbol: ⊕ • Average of Dirichlet evidence vectors 1. Convert opinions to Dir/Beta: ω → Dir ( p | r , α ) 2. Take average of evidence vectors r to produce an average Dir/Beta 3. Convert Dir/Beta to opinion Dir ( p | r , α ) → ω • Commutative, Idempotent, (not associative). • Applicable to situations where collected evidence is dependent – E.g. same event observed by different observers Audun Jøsang FUSION 2014 64 Example: Reaching a verdict • • • • J1, J2 , … Jn are n jury members. “guilty” is a binary statement. [J1, J2 , … Jn ] denotes the whole jury. ωBRD is a politically defined threshold value for “Beyond Reasonable Doubt”. J1 J2 Jn Audun Jøsang [J1, J2 , … Jn] “guilty” ω J1◊J 2 ◊◊Jn "guilty" “guilty” > ωBRD ? FUSION 2014 65 Belief Constraint Fusion • • • • • =ω ω Notation: ω Commutative, Associative, Neutral element No corresponding binary logic operator Can not be applied for conflicting dogmatic opinions. Extension of Dempster’s rule A& B x A ω x A B Audun Jøsang ωBx A x x B x A&B FUSION 2014 ωA&B x x 66 Example belief constraint fusion • Alice, Bob and Clark want to go to the cinema together • Options are films: “X”, “Y” and “Z”, i.e. frame Θ = {X, Y, Z} Preferences of Alice ω A Θ Bob ω B Θ Results of preference combination Clark Alice & Bob ω C Θ ω A& B Θ Alice & Bob & Clark ω A& B & C Θ b(X) = 0.99 0.00 0.00 0.00 N.A. b(Y) = 0.01 0.01 0.00 1.00 N.A. b(Z) = 0.00 0.99 0.00 0.00 N.A. b(X∪Z) = 0.00 0.00 1.00 0.00 N.A. • They can only agree on watching: “film Y” Audun Jøsang FUSION 2014 67 Comparing Averaging and Constraint Fusion A ω x A Averaging Fusion B ωBx x A◊B ωxA◊B x • Jurors A and B reach a consensus about truth of x Constraint Fusion A ω x A B ωBx x A&B A&B ωx x • Agents A and B agree on whether x is a good choice Audun Jøsang FUSION 2014 68 Comparing cumulative and constraint fusion • The values are from Zadeh’s example • Alice and Bob have conflicting beliefs • Options are: “X”, “Y” and “Z” , i,e, frame Θ = {X, Y,Z} Opinions of Alice ωΘA Bob ω B Θ Results of opinion fusion Cumulative ω A◊B Θ Constraint ω A& B Θ b(X) = 0.99 0.00 0.495 0.00 b(Y) = 0.01 0.01 0.010 1.00 b(Z) = 0.00 0.99 0.495 0.00 0.00 0.00 0.000 0.00 u(Θ) = • Constraint fusion is equivalent to Dempster’s rule Audun Jøsang FUSION 2014 69 Consensus & Compromise Fusion =ω ω • Notation: ω • Commutative, Semi-associative, Idempotent, Neutral element • No corresponding binary logic operator • Produces consensus i.c.o. agreement. • Produces compromise i.c.o. conflict A♥ B x A ω x A B Audun Jøsang ωBx A cc x B x A♥B ω x A♥B x x FUSION 2014 70 Selecting the right fusion operator (1) • It is assumed that in case two belief arguments are in total conflict, then no statement can be correct. ⇒ Constraining Fusion • It is assumed that in case two belief arguments are in total conflict, then all statements supported by the arguments can be correct in a statistical sense. ⇒ Cumulative Fusion or Averaging Fusion • It is assumed that in case two belief arguments are in total conflict, then one of the supported statements is correct, but it is uncertain which of them is correct. ⇒ Consensus & Compromise Fusion Audun Jøsang FUSION 2014 71 Selecting the right fusion operator (2) • Idempotent belief fusion is assumed, i.e. a belief argument fused with itself should always produce the same belief argument. ⇒ Averaging Fusion or Consensus & Compromise Fusion • Idempotent belief fusion is not assumed, i.e. a partially uncertain belief argument fused with itself should produce a fusion result with less uncertainty. ⇒ Cumulative Fusion or Constraining Fusion Audun Jøsang FUSION 2014 72 Exercise: Fusion of opinions Scenario 1: Belief about single egg Scenario 2: Predictive belief • Genetic engineering of eggs • Obs.1 of egg nr.1 – Male or Female (stochastic) • Obs.2 of egg nr.2 – Mutation X or Y (stochastic) • S-IA and S-IB observe gender • S-II observes mutation • Determine opinion about gender (M,F) and mutation (X,Y) of egg in Obs. 1 • Determine opinion about egg gender (M,F) and mutation (X,Y) in production process. Observation 1 Sensor IA Sensor IB Averaging Fusion ⊕ Sensor II Belief about single egg ⋅ Product Cumulative Fusion Predictive belief ⊕ Observation 2 Audun Jøsang FUSION 2014 73 Solution: Fusion of opinions Belief about single egg Predictive belief • Binary frame {M,F} • Quaternary frame Θ={MX,MY,FX,FY} ωMIA◊IB = ωMIA ⊕ ωMIB ωFIA◊IB = ¬ωMIA◊IB ωΘObs1◊Obs2 = ωΘObs1 ⊕ ωΘObs2 • Binary frame {X,Y} ωXII ωYII = ¬ωXII • Quaternary frame Θ={MX,MY,FX,FY} Obs1 ωMX = ωMIA◊IB ⋅ ωXII ωΘObs1 = ((bMX , bMY , bFX , bFY ), u , (aMX , aMY , aFX , aFY )) Audun Jøsang FUSION 2014 74 Trust modelling Audun Jøsang FUSION 2014 75 Trust transitivity Thanks to Bob’s advice, Alice Alice trusts Eric to be a good mechanic. Indirect functional trust 4 Direct referral trust 1 2 Bob has proven to Alice that he is knowledgeable in matters relating to car maintenance. Bob Direct functional Eric has proven to trust Bob that he is a good mechanic. 3 Recommendation Audun Jøsang Eric FUSION 2014 76 Trust scope • The trust scope defines the specific purpose(s) of trust assumed in a given trust relationship. • In other words, the trusted party is relied upon to have certain qualities, and the scope defines the trusting party’s view of what those qualities are. • Aka: Trust purpose, trust context, subject matter Audun Jøsang FUSION 2014 77 Types of Trust • Direct • Indirect Trust as a result of direct experience Trust as a result of recommendations (i.e. indirect knowledge) • Functional Trusting entity x for scope σ (e.g. “to be a good car mechanic”) • Referral Trusting x to recommend for scope σ (e.g. “to be reliable at recommending car mechanics) Audun Jøsang FUSION 2014 78 Functional trust derivation requirement Alice 2 rec. 1 referral trust Bob 2 rec. Claire 1 referral trust Eric 1 functional trust functional trust 3 • Derivation of functional trust through a transitive path, requires that the last trust arc represents functional trust, and all previous trust arcs represent referral trust. Audun Jøsang FUSION 2014 79 Trust scope consistency requirement Alice Bob referral trust σ1 Claire referral trust σ2 Eric functional trust σ3 functional trust σ4= σ1∩ σ2 ∩ σ3 • A valid transitive trust path requires that there exists a trust scope which is a common subset of all trust scopes in the path. The derived trust scope is then the largest common subset. Audun Jøsang FUSION 2014 80 Trust network building blocks Combination of serial and parallel trust paths Bob Alice Eric Claire Trusting party 1 df-trust Trusted party David Notation: (implicit scope) Audun Jøsang derived if-trust 3 [A, E] = (( [A,B] : [B,C] ) ◊ ( [A,D] : [D,C] )) : [C,E] FUSION 2014 81 Additional aspects of trust • Trust measure: µ – Binary (e.g. “Trusted”, “Not trusted”) – Discrete (strong-, weak-, trust or distrust) – Continuous (percentage, probability, belief) • Time: τ – Time stamp when trust was assessed and expressed. Very important as trust generally weakens with temporal distance. Audun Jøsang FUSION 2014 82 Trust transitivity characteristics Trust is diluted in a transitive chain. A B C rec. rec. trust trust D trust diluted trust Computed with transitivity operator of SL Graph notation: [A, D] = [A, B] : [B, C] : [C, D] Explicit notation: [A, D, ifσ] = [A, B, drσ] : [B, C, drσ] : [C, D, dfσ] Audun Jøsang FUSION 2014 83 Trust fusion characteristics B A rec. D trust trust trust C trust rec. concentrated diluted trust trust Strengthens trust confidence Computed with the fusion operator of subjective logic Graph notation: Audun Jøsang [A, D] = ([A, B] : [B, D]) ◊ ([A, C] : [C, D]) FUSION 2014 84 Indirect referral trust 3 B 1 2 A D E C 1 3 Beware! 2 incorrect trust 4 Perceived Reality: Audun Jøsang trust rec. ([A, B] : [B, E]) ◊ ([A, C] : [C, E]) ([A, B] : [B, D] : [D, E]) ◊ ([A, C] : [C, D] : [D, E]) FUSION 2014 85 Hidden and perceived topologies Perceived topology: Hidden topology: B A B E D A C E C D ([A, B] : [B, E]) ◊ ([A, C] : [C, E]) ≠ ([A, B] : [B, D] : [D, E]) ◊ ([A, C] : [C, D] : [D, E]) (D, E) is taken into account twice Audun Jøsang FUSION 2014 86 Correct indirect referral trust 1 1 B A D E C 1 correct trust 2 Perceived and real topologies are equal: Audun Jøsang SAFE trust rec. ( ([A, B] : [B, D]) ◊ ([A, C] : [C, D]) ) : [D, E] FUSION 2014 87 How to model trust relationships? Alice • • • • Probabilities: Min: Max: Average: Bob Claire p(A:C) = p(A:B)⋅p(B:C) T(A:C) = Min[ T(A:B), T(B:C) ] T(A:C) = Max[ T(A:B), T(B:C) ] T(A:C) = ( T(A:B) + T(B:C) )/2 • What is needed is a formalism that can express and compute with uncertainty, i.e. “I don’t know” • The answer is: Subjective Logic Audun Jøsang FUSION 2014 88 Trust transitivity in SL • • • • = ω ⊗ω Notation: ω Associative and non-commutative. Operator for transitive belief No correspondence to logic or probability. Audun Jøsang A:B x A B B x FUSION 2014 89 Trust notation with subjective logic • Agent A trust agent B for trust scope σ A – Explicit notation: ω B (σ ) A ω – Implicit notation: B (implicit trust scope) • Example: ([A, B] : [B, D]) ◊ ([A, C] : [C, D]) – SL notation: (ω ⊗ ω ) ⊕ (ω ⊗ ω ) A B B D A C C D B A D C Audun Jøsang FUSION 2014 90 Example: Weighing testimonies • Computing beliefs about statements in court. • J is the judge. • W1, W2 , W3 are witnesses providing testimonies. J ω Audun Jøsang W1 W2 W3 statement x ( J :W1 ) ◊ ( J :W2 ) ◊ ( J :W3 ) x FUSION 2014 91 Trust network analysis with subjective logic • Subjective logic can be used to analyse Directed Series Parallel Graphs (DSPG) • Complex networks must be simplified B Original graph: (non-DSPG) Simplified graph 1: (DSPG graph) A C E C E D B A D Audun Jøsang FUSION 2014 92 Building Directed Series-Parallel Graphs • Repeatedly apply – Series graph composition – Parallel graph composition Series graph composition: A A Audun Jøsang B Parallel graph composition: C A C C A C FUSION 2014 93 Example DSPG composition B A G D C F E Audun Jøsang FUSION 2014 94 PKI and trust transitivity User E CA B CA A User D CA C Trust in public keys (explicit through certificate chaining) Trust in CA’s (implicitly expressed through policies) Audun Jøsang FUSION 2014 95 Computational trust with subjective logic http://folk.uio.no/josang/sl/ Audun Jøsang FUSION 2014 96 Trust model exercise 1 Write the trust expressions corresponding to the trust networks. Try to write both network notation and subjective logic notation. C B A F 1.a) 1.b) E D A Audun Jøsang B C E D F FUSION 2014 97 Trust model exercise 2 • Write subjective logic expression corresponding to the certificate network below. B D A C ω A aut ( k D ) ω =ω A ( rel ( B ) ∧ ( aut ( k B )) ω =ω A ( rel ( C ) ∧ ( aut ( k C )) A B A C = Audun Jøsang FUSION 2014 98 Trust model exercise 3 Draw the trust network corresponding to the following expression: (((ω BA ⊗ (ω DB ⊗ ω FD ) ⊕ (ω EB ⊗ ω FE )) ⊕ (ωCA ⊗ ω FC )) ⊗ ωGF ) ⊕ ωGA Audun Jøsang FUSION 2014 99 Solutions to trust model exercises • 1a: ω FA = (ω BA ⊗ ω CB ⊗ ω FC ) ⊕ (ω DA ⊗ ω ED ⊗ ω FE ) • 1b: ω FA = (((ω BA ⊗ ω DB ) ⊕ (ωCA ⊗ ω DC )) ⊗ ω FD ) ⊕ (ω EA ⊗ ω FE ) • 2: B A A C A A A (( ) (( ) ) ω ω ω ω ωaut ω ω ⊕ ⋅ ⊗ = ⋅ ⊗ aut ( k ) ) rel ( C ) aut ( k ) aut ( k ) (k ) rel ( B ) aut ( k ) D B D C D D • 3: Audun Jøsang ω A G = B E F C A FUSION 2014 G 100 Bayesian belief reasoning Audun Jøsang FUSION 2014 101 Conditional deduction A A A A ω = ω ω ω ( y| x , y| x ) • Notation: y|| x x • Probability: p(y||x) = p(x)·p(y|x) + p(x)·p(y|x) • Corresponds to MODUS PONENS and conditional inference. • Ternary operator ω xA A ω A y|x ω Ay|x Audun Jøsang x x→y x→y FUSION 2014 A ωAy x y 102 Conditional abduction • Notation: • Corresponds to MODUS TOLLENS and reverse conditional inference. • Quaternary operator ω A ω xA ω Ax|y ω Ax|y a(y) Audun Jøsang A y ||x = ω (ω , ω , a ( y )) A x x y→x y→x y A x| y A FUSION 2014 A x| y ω Ay x y 103 Deductive vs. abductive reasoning Deductive Reasoning (reasoning with causal evidence) Likelihood of hypothesis, when the evidence is true; and when false. p(y|x), p(y|¬x) Evidence, x a(y) a(x) p(x) Hypothesis, y p(y) ? p(x|y), p(x|¬y) Abductive Reasoning (reasoning with derivative evidence) Audun Jøsang FUSION 2014 Likelihood of evidence, when the hypothesis is true; and when false. 105 The Base Rate Fallacy • The base rate fallacy is an error that occurs when p(y||x), the conditional probability of some hypothesis y given some evidence x, is assessed without taking account of the "base rate" of y, often as a result of wrongly assuming equality between the two inverse conditionals: p(y|x) = p(x|y). • The correct type of reasoning where the conditional p(y|x) is correctly derived, is commonly referred to as abduction. Audun Jøsang FUSION 2014 106 Deduction with subjective logic Y X y1 y2 ⋅⋅⋅ ωY | x1 x2 ωY | x2 . . . ωX . . . ωY | xk xk Conditionals ωY | X x1 yl Parent = ωY || X Child Audun Jøsang FUSION 2014 107 Deduction visualisation • Evidence pyramid is mapped inside hypothesis pyramid as a function of the conditionals. • Conclusion opinion is linearly mapped Opinions on parent frame X Opinions on child frame Y u ωY || X X ω X u Y ωY |x ωY || X ωX ωY |x ωY |x bx2 2 1 3 by2 bx3 bx1 by3 by 1 Audun Jøsang FUSION 2014 108 Deduction – online operator demo http://folk.uio.no/josang/sl/ Audun Jøsang FUSION 2014 109 Abduction with subjective logic Y X x1 y2 ⋅⋅⋅ yl Conditionals ωX | Y x2 . . . y1 ωX . ωX | y1 ωX | y2 . ωX | yl . xk Parent = ωY || X Child Audun Jøsang FUSION 2014 110 Abduction Visualisation uX X opinion triangle ω X ||Yˆ ωX |y ωX |y bx2 3 ωYˆ 2 Conditional uY Y opinion triangle ωX|Y ωX |y by2 1 bx3 bx1 by3 by1 Conditional opinion Inversion uX ωY || Xˆ ω X̂ X opinion triangle ωX Conditional bx2 ωY ||X ωY|X ωY |x 3 bx3 Audun Jøsang bx1 FUSION 2014 by3 uY Y opinion triangle ωY |x 2 ωY |x by2 1 by1 111 Example: Medical reasoning • A medical test has a reliability determined by the pharmaceutical company in terms of true positive rate and false positive rate. • ω(positive | infected) and ω(positive | not infected) • GP needs to determine ω(infected) , i.e. opinion about wether the patient has the disease. • GP derives ω(infected | positive) and ω(infected | negative) • Finally compute diagnosis ω(infected || test result) • Medical reasoning with subjective logic works even in the presence of high uncertainty Audun Jøsang FUSION 2014 112 Abduction – Online operator demo http://folk.uio.no/josang/sl/ Audun Jøsang FUSION 2014 113 Deduction and abduction notation • Binomial deduction ω y|| x • Multinomial deduction • Binomial abduction (ω y| x , ω y| x ) ωY || X = ω X ωY | X ω y|| x = ω x (ω x| y , ω x| y , a y ) • Multinomial abduction Audun Jøsang = ωx ωY || X = ω X FUSION 2014 (ω X |Y , aY ) 114 Bayesian logic • Subjective logic represents a calculus for Beta and Dirichlet PDFs • Analytically correct for 1st moment, i.e. expectation value. • Approximation for 2nd moment (i.e. variance) • Analytic or numeric combination of PDFs give high computational complexity • Subjective logic gives very low computational complexity • Bayesian logic Audun Jøsang FUSION 2014 115 Bayesian network representation Node R ωR Node X ωX || R Node S ωS ωX || S ⊕ Node Z ωX || (R,S,T) ωZ || X Node T ωT ⊕ ωX || T ωZ || ( X,Y) Node Y ωY Audun Jøsang FUSION 2014 ωZ || Y 116 Exercise: Bayesian networks 1. Draw Bayesian network corresponding to: ω Z = ω Z ||Y ⊕ ω Z ||Y ωY = ωY || X ⊕ ωY || X 2 ωY = ωY ||X 1 1 1 2 2 2 1 1 3 2. Write SL expressions corresponding to Bayesian network on previous slide Audun Jøsang FUSION 2014 117 Solution 1 – Bayesian network Node X1 ωX1 Node Y1 ωY1 || X1 Node Z ⊕ ωY1 ωZ || Y1 Node X2 ωX2 Audun Jøsang ⊕ ωY1 || X2 Node X3 Node Y2 ωX3 ωY2 || X3 FUSION 2014 ωZ ωZ || Y2 118 Solution 2 – Bayesian network ω Z = ω Z || X ⊕ ω Z ||Y ω X = ω X ||R ⊕ ω X ||S ⊕ ω X ||T Audun Jøsang FUSION 2014 119 Final remarks on Subjective Logic • Compatible with – Binary logic – Probabilistic logic – Includes degrees of uncertainty • Characteristics – – – – Fast computation Always correct probability expectation value Sometimes approximate variance values Analysis of situations with significant uncertainty, • Belief fusion • Bayesian networks • Trust networks Audun Jøsang FUSION 2014 120 References • Papers and online demo at: http://folk.uio.no/josang/ • Some relevant papers: – Subjective logic (draft book 2014) – Inverting Conditionals Opinions in Subjective Logic (2014) – Determining Model Correctness for Situations of Belief Fusion (2013) – Interpretation and Fusion of Hyper Opinions in Subjective Logic (2012) – Preference Combination using Subjective Logic (2011) – Cumulative and Averaging Fusion of Beliefs (2010) – Conditional Reasoning with Subjective Logic (2008) – Simplification and Analysis of Transitive Trust Networks (2006) – Analysis of Competing Hypotheses using Subjective Logic (2005) – Conditional Deduction Under Uncertainty (2005) – Multiplication and Co-multiplication of Beliefs (2004) – A Logic for Uncertain Probabilities (2001) Audun Jøsang FUSION 2014 121