Abstract
Both the nonadditivity index and nonmodularity index have emerged as valuable indicators for characterizing the interaction phenomenon within the realm of fuzzy measures. The axiomatic representation plays a crucial role in distinguishing and elucidating the relationship and distinctions between these two interaction indices. In this paper, we employ a set of fundamental and intuitive properties related to interactions, such as equality, additivity, maximality, and minimality, to establish a comprehensive axiom system that facilitates a clear comprehension of the interaction indices. To clarify the impact of new elements’ participation on the type and density of interactions within an initial coalition, we investigate and confirm the existence of proportional and linear effects in relation to null and dummy partnerships, specifically concerning the nonadditivity and nonmodularity indices. Furthermore, we propose the concept of the t-interaction index to depict a finer granularity for the interaction situations within a coalition, which involves subsets at different levels and takes the nonadditivity index and nonmodularity index as special cases. Finally, we establish and discuss the axiomatic theorems and empirical examples of this refined interaction index. In summary, the contributions of this work shed light on the axiomatic characteristics of the t-interaction indices, making it a useful reference for comprehending and selecting appropriate indices within this category of interactions.
Introduction
Nonadditivity and nonmodularity are the two fundamental characteristics of fuzzy measures [15] or capacities [6] that distinguish them from probabilistic or additive measures and play a crucial role in capturing and explaining the interaction among coalitions [11, 14]. The nonadditivity index and nonmodularity index have been successively proposed in recent studies [17, 18] as metrics to quantify the nature and intensity of interaction among elements or variables within a coalition.
The two interaction indices share several common properties [1]. For instance, they both condense diverse types of interactions into a unified range of values between -1 and 1. They attain their extreme values of 1 and -1 in unanimity games and their dual counterparts, while they achieve a middle value of 0 for additive measures. Additionally, these indices consistently maintain the same sign for superadditive and subadditive measures [19]. These similarities often result in confusion when selecting the appropriate index. Consequently, the axiomatic representation of these interaction indices becomes crucial from both theoretical and practical standpoints [8, 12].
In this paper, we establish an axiomatic representation system based on intuitive and fundamental properties of interactions. The first property, referred to as the equality property, asserts that all or a portion of subsets within a coalition contribute equally to the interaction index. The second property, called additivity, states that the interaction index of additive measures is always zero, indicating independence among the elements or variables. Additionally, we consider the properties of maximality and minimality, which indicate that the extreme values of the interaction index should only be achieved by the minimum and maximum fuzzy measures. We observe that nonadditivity and nonmodularity indices share common characteristics. Both indices are linear functions of fuzzy measures and adhere to the principles of additivity, maximality, and minimality. The primary distinction lies in the equality property, where nonadditivity requires equality among all subsets, while nonmodularity requires equality between the top and bottom levels of subsets.
Indeed, in reference [2], a specific axiomatic representation investigation has been carried out, focusing on the nonmodularity index within the context of dummy or independent partnerships. The consideration of null and dummy coalitions or partnerships [12] is highly valuable for effectively exploring and evaluating the impact of new elements’ participation on the type and density of interactions within an initial coalition. Therefore, the second contribution of this paper involves confirming the presence of proportional and linear effects in relation to null and dummy partnerships, specifically with regard to the nonadditivity and nonmodularity indices, see Theorems 3, 4, 5 and 6.
The third and final objective of this paper is to achieve a higher level of granularity in describing interactions. To accomplish this, we introduce the concept of the t-interaction index, which serves as an intermediary index between the nonadditivity and nonmodularity indices. By incorporating different levels of subsets in the interaction indices, we enable a more comprehensive analysis of various intermediate interaction situations.
The structure of the remaining sections in this paper is as follows: Section 2 provides an brief overview of fuzzy measures, nonadditivity index, and nonmodularity index which lays the foundation for the subsequent discussions. In Section 3, we introduce a set of axiomatic theorems and engage in detailed discussions concerning their implications. The investigation into the null and dummy partnerships regarding both the nonadditivity and nonmodularity indices is presented in Section 4. Section 5 introduces the concept of the t-interaction index, discussing its properties, axiomatic representations, and presenting some empirical analyses. Finally, the paper is concluded in Section 6.
Preliminaries
Let N = {1, …, n}, n ≥ 2, be the multiple elements set,
Boundary condition: μ (∅) =0, μ (N) =1 ; Monotonicity condition: ∀A, B ⊆ N, if A ⊆ B then μ (A) ≤ μ (B).
The nonadditivity and modularity indices serve as the explicit representations of monotonicity in a fuzzy measure, providing intuitive insights into the diverse range of interaction phenomena observed among elements.
Moreover, μ is classified as supermodular, submodular, strictly supermodular, or strictly submodular based on the direction of the inequality in the aforementioned equation, where the equality "=" is replaced by "≥", "≤", "> ", or "< " respectively.
Nonmodularity is a broader concept compared to nonadditivity. Nonmodularity implies nonadditivity, but the reverse is not necessarily true. Typically, an additive or modular fuzzy measure indicates a degree of independence among all elements. Similarly, a strictly superadditive/supermodular, strictly subadditive/submodular, superadditive/supermodular, or subadditive/submodular fuzzy measure represents varying degrees of complementarity, substitutability, non-substitutability, and non-complementarity among the elements, respectively.
For convenience, we will utilize the notation "
A fuzzy measure μ on N is called ★-additive within S ⊆ N, if
To explicitly capture the nature and intensity of interactions among elements, nonadditivity and nonmodularity indices have been sequentially introduced [1, 18]. These indices provide a framework for quantifying and characterizing different types of interactions.
Nonadditivity and nonmodularity indices possess several desirable properties, including additivity, uniform range, maximality, and minimality [1, 18]. ★-modularity and ★-additivity: If a fuzzy measure μ on N is ★-modular or ★-additive, then n
μ (A) , d
μ (A) overset ★ =0, ∀A ⊆ N, |A|≥2. If a fuzzy measure μ on N is ★-modular or ★-additive, then n
μ (A) , d
μ (A) overset ★ =0, ∀A ⊆ N, |A|≥2. Uniform Range: -1 ≤ n
μ (A) , d
μ (A) ≤1, ∀A ⊆ N. Maximality and Minimality: n
μ (A) , d
μ (A) =1 ⇔
Indeed, we can designate
We first confine that nonadditivity index and nonmodularity index as linear function of fuzzy measure. For a linear function of μ,
Equality for All Subsets (EAS), i.e., all the proper subsets’ coefficients in linear function l
μ (A) are same and not equal to zero:
Additivity (Add), i.e., the linear function l of A, |A|>1, is zero if the fuzzy measure is additive within A:
Maximality (Max), i.e., the maximum value of the linear function l of A, |A|≥1, is obtained by the minimum fuzzy measure on A:
Minimality (Min), i.e., the minimum value of the linear function l of A, |A|>1, is obtained by the maximum fuzzy measure on A:
l
μ (A) has properties (EAS), (Max) and (Add) l
μ (A) has properties (EAS), (Max) and (Min)
Since l
μ (A) has properties (EAS), we can let α
B
= y ≠ 0, ∀ B ⊂ A and α
A
= x ≠ 0, Then from the property (Max), if μ is the minimum fuzzy measure on A, we have
We have From above, we have x = 1 from the properties of (EAS) and (Max). Then from the property (Min), if μ is the maximum fuzzy measure on A, we have
We have
Actually, the Singleton Value Unchanged (SVU) property will hold usually for a linear function of μ, i.e., the value of the linear function l of singleton equals to its fuzzy measure value:
We notice that in Equation (2), only one dimensional sets as well as their complementary sets are involved in the nonmodularity index. Here we can introduce another property of linear function of fuzzy measure as: 1-dimension sets and their complements involved with equality (1-DCI), i.e., besides the subset itself, only the one dimensional subsets and their complement sets, the |A|-1 dimensional subsets, are equally involved in the linear function l
μ (A) , |A|>1:
l
μ (A) has properties (1-DCI), (Max) and (Add) l
μ (A) has properties (1-DCI), (Max) and (Min)
From the properties (1-DCI) and (Add), if μ is additive within A, we have
From the properties (1-DCI) and (Min), if μ is the maximum fuzzy measure on A, we have
We have
The properties about null elements
In the above definition, if let A = C ∪ B, we have μ (A) = μ (A \ B), i.e., B is null for A \ B.
From the definition of null elements and Equation (1). nonaddi of fuzzy measure, we get
From the definition of null elements and Equation (2), we get
The above Theorem 6 has been extensively investigated in reference [2]. In fact, the nonmodularity index exhibits various other desirable properties in different scenarios, including dummy coalition, dummy partnership, and non-interacting cases. For a comprehensive understanding of these properties and their implications, we recommend referring to the detailed discussions in [2].
Nonadditivity index and nonmodularity index as special cases of t-interaction index
Upon examining the mathematical structures of the aforementioned indices, it becomes apparent that nonadditivity encompasses all subsets within A, while the nonmodularity index only involves subsets at two levels: singleton subsets and subsets of size |A|-1. By considering nonadditivity and nonmodularity as two extreme cases that encompass all subsets of A, we can establish intermediate cases of interaction indices, such as those solely involving subsets at a specific level, such as t-level subsets. This allows for the exploration of various levels of granularity when describing and analyzing the interactions within A.
When t = 1, the t-interaction index collapses into nonmodularity index. When t = |A|/2, the t-interaction index is just the nonadditivity index.
□
Here we can introduce another property of linear function of fuzzy measure fro t-level interaction index as: t-dimension sets and their complements involved with equality (t-DCI), i.e., besides the subset itself, only the t and less dimensional subsets and their complement sets are equally involved in the linear function l
μ (A) , |A|≥2t:
l
μ (A) has properties (t-DCI), (Max) and (Add) l
μ (A) has properties (t-DCI), (Max) and (Min)
From the properties (t-DCI) and (Add), if μ is additive within A, we have
We have From the properties (t-DCI) and (Min), if μ is the maximum fuzzy measure on A, we have
□
In the following subsection, we present empirical examples to provide a more detailed description of the interaction among subsets with different t-level of interaction indices.
Using the random generation methods in [3], we obtain fuzzy measures on sets of 6 and 8 elements respectively and then select 10 representative examples for each. Tables 1 and 2 present empirical results for the nonadditivity index (with columns for t = 3 and t = 4), the nonmodularity index (with columns for t = 1), and the t-interaction indices.
Some instances of t-interaction indices about 6 elements
Some instances of t-interaction indices about 6 elements
Some instances of t-interaction indices about 8 elements
First, in general, the signs of the different t-level indices can exhibit consistency, as observed in Tables 1 (rows 1–3, 8–10) and 2 (rows 1–2, 7–10). However, it is important to note that this consistency does not apply to all rows in these tables, as there may be variations in the signs of the indices for other rows.
Second, a lower value of t generally corresponds to a smaller absolute value of the index, showing relatively minor fluctuations. Specifically, in Tables 1 and 2, the absolute value of the nonmodularity index (with t = 1) is typically lower compared to that of the nonadditivity index (with t = 3 and t = 4).
Finally, it is important to note that the magnitude difference between neighboring level interaction indices can vary significantly. These variations among the different level indices reflect the complexity of the interaction situations when different levels of element subsets are involved. The varying magnitudes highlight the diverse and intricate nature of the interactions within the coalition.
In this paper, we established the axiomatic representation of the t-interaction index, which encompasses nonadditivity and nonmodularity as two extreme cases. We achieved this by exploring the linearity, equality, maximality, and minimality properties with respect to fuzzy measures of associated subsets. While the null and dummy partnership yielded proportional and linear formula results for nonadditivity and nonmodularity indices, it is important to note that these results do not encompass all t-interaction indices. For more details and approximate results, please refer to the appendix.
In the domain of multicriteria decision making [9] and multimodel ensemble learning [4], the decision maker or trainer often desires to express their subjective preferences regarding the dependencies or interactions among individual criteria and models. In this context, the following recommendations hold practical value for choosing these types of interaction indices: The t-interaction index provides fine granularity to investigate different levels of interaction within a coalition, allowing for a more nuanced analysis. The nonadditivity index considers all subsets and captures the overall interaction among members, providing equality among members and their various combinations. It tends to exhibit more drastic interaction values, leading to a high discrimination ability for interaction cases. The nonmodularity index focuses on the least combination of members to assess and differentiate interaction cases. It possesses desirable axiomatic properties and is particularly suitable for handling large-scale coalitions and sparse structures of fuzzy measures.
These insights can assist researchers and practitioners in selecting the appropriate interaction indices based on their specific needs and contexts.
Indeed, the nonadditivity index, nonmodularity index, and t-interaction index all pertain to the internal type of interactions, which solely consider the interactions within the coalition and disregards the presence and influence of elements or variables outside the coalition. Consequently, future research can concentrate on establishing the axiomatic representation of comprehensive interaction indices, such as the probabilistic bipartition interaction index [19] and comprehensive nonmodularity index [20]. These endeavors would involve the development of an expanded axiom system that encompasses a broader scope, taking into account the interactions between the coalitions and the effects of external elements or variables. This would provide a more comprehensive understanding of the complex interaction situations.
Acknowledgements
The work was supported by the Australian Research Council Discovery project DP210100227.
Appendix
The t-interaction index with null elements
If B is null for A \ B with respect to fuzzy measure μ on N, |A \ B|≥2t, then from the definition of null elements and Equation (15), we get
If A and B, A∩ B = ∅ are mutually independent with respect to μ, then
since |A|, |B|>2t
Similarly, one can conclude that the above approximation aims to seek the similar formulas with Equations (13) and (14).
