Indicator function: Difference between revisions

Content deleted Content added
top: clearer
m Fixed punctuation
 
(30 intermediate revisions by 20 users not shown)
Line 1:
{{Short description|Mathematical function characterizing set membership}}
{{About|the 0-–1 indicator function|the 0-–infinity indicator function|characteristic function (convex analysis)}}
{{More footnotes|date=December 2009}}
{{Use American English|date = March 2019}}
 
[[Image:Indicator function illustration.png|right|thumb|A three-dimensional plot of an indicator function, shown over a square two-dimensional ___domain (set {{mvar|X}}): the "raised" portion overlays those two-dimensional points which are members of the "indicated" subset ({{mvar|A}}).]]
In [[mathematics]], an '''indicator function''' or a '''characteristic function''' of a [[subset]] of a [[Set (mathematics)|set]] is a [[Function (mathematics)|function]] that maps elements of the subset to one, and all other elements to zero. That is, if {{mvar|A}} is a subset of some set {{mvar|X}}, onethen hasthe indicator function of {{mvar|A}} is the function <math>\mathbf{1}_A</math> defined by <math>\mathbf{1}_{A}\!(x) = 1</math> if <math>x \in A,</math> and <math>\mathbf{1}_{A}\!(x) = 0</math> otherwise, where <math>\mathbf{1}_A</math> is a common notation for the indicator function. Other common notations are <{{math>I_A,</math>|𝟙{{sub|''A''}}}} and <math>\chi_A.</math>{{efn|name=χαρακτήρ}}
 
The indicator function of {{mvar|A}} is the [[Iverson bracket]] of the property of belonging to {{mvar|A}}; that is,
 
:<math display="block">\mathbf{1}_{A}(x) = \left[\ x\in A\ \right].</math>
 
For example, the [[Dirichlet function]] is the indicator function of the [[rational number]]s as a subset of the [[real number]]s.
 
==Definition==
TheGiven an arbitrary set {{mvar|X}}, the indicator function of a subset {{mvar|A}} of a set {{mvar|X}} is athe function
<math display=block>\mathbf{1}_A \colon X \tomapsto \{ 0, 1 \} </math>
 
defined asby
<math display=block>\mathbf{1}_A \colon X \to \{ 0, 1 \} </math>
<math display="block" qid="Q371983">\operatorname\mathbf{1}_A\!( x ) :=
 
defined as
 
<math display=block>\mathbf{1}_A(x) :=
\begin{cases}
1 ~& \text{ if }~ x \in A~, \\
0 ~& \text{ if }~ x \notin A~ \,.
\end{cases}
</math>
 
The [[Iverson bracket]] provides the equivalent notation, <math>\left[\ x\in A\ \right]</math> or {{nowrapnobr|{{math|⟦&thinsp;''x'' ϵ ''A''&thinsp;⟧}},}} tothat can be used instead of <math>\mathbf{1}_{A}\!(x)\,.</math>
 
The function <math>\mathbf{1}_A</math> is sometimes denoted {{mvarmath|I<𝟙{{sub>|''A</sub>''}}}}, {{mvar|&chi;I<sub>A</sub>}}, {{mvar|K&chi;<sub>A</sub>}}, or even just {{mvar|A}}.{{efn|name=χαρακτήρ|
The [[Greek alphabet|Greek letter]] {{mvar|&chi;}} appears because it is the initial letter of the Greek word {{lang|grc|{{math|χαρακτήρ}}}}, which is the ultimate origin of the word ''characteristic''.
}} or even just {{mvar|A}}.{{efn|
The set of all indicator functions on {{mvar|X}} can be identified with the set operator <math>\mathcal{P}(X),</math> the [[power set]] of {{mvar|X}}. Consequently, both sets are sometimes denoted by the conventional [[abuse of notation]] as <math>2^X.,</math> in analogy to the relation for the count of elements in the powerset and the original set. This is a special case (<math>\left(Y = \{0,\, 1\} = 2\right)</math>) of the notation <math>Y^X</math> for the set of all functions <math>f</math> such that <math>f: X \tomapsto Y \,.</math>
}}
 
==Notation and terminology==
Line 35 ⟶ 37:
A related concept in [[statistics]] is that of a [[dummy variable (statistics)|dummy variable]]. (This must not be confused with "dummy variables" as that term is usually used in mathematics, also called a [[free variables and bound variables|bound variable]].)
 
The term "[[characteristic function (probability theory)|characteristic function]]" has an unrelated meaning in [[probability theory|classic probability theory]]. For this reason, [[List of probabilists|traditional probabilists]] use the term '''indicator function''' for the function defined here almost exclusively, while mathematicians in other fields are more likely to use the term ''characteristic function''{{efn|name=χαρακτήρ}} to describe the function that indicates membership in a set.
 
In [[fuzzy logic]] and [[Many-valued logic|modern many-valued logic]], predicates are the [[characteristic function (probability theory)|characteristic functions]] of a [[probability distribution]]. That is, the strict true/false valuation of the predicate is replaced by a quantity interpreted as the degree of truth.
 
==Basic properties==
The ''indicator'' or ''characteristic'' [[function (mathematics)|function]] of a subset {{mvar|A}} of some set {{mvar|X}} [[Map (mathematics)|maps]] elements of {{mvar|X}} to the [[Range of a function|rangecodomain]] <math>\{{closed-closed|0,\, 1}\}.</math>
 
This mapping is [[surjective]] only when {{mvar|A}} is a non-empty [[proper subset]] of {{mvar|X}}. If <math>A \equiv= X,</math> then <math>\mathbf{1}_A= \equiv 1.</math> By a similar argument, if <math>A\equiv = \emptyset</math> then <math>\mathbf{1}_A= \equiv 0.</math>
 
In the following, the dot represents multiplication, <math>1\cdot1 = 1,</math> <math>1\cdot0 = 0,</math> etc. "+" and "&minus;" represent addition and subtraction. "<math>\cap </math>" and "<math>\cup </math>" is intersection and union, respectively.
 
If <math>A</math> and <math>B</math> are two subsets of <math>X,</math> then
<math display=block>\begin{align}
\mathbf{1}_{A\cap B}(x) ~&=~ \min\bigl\{\mathbf{1}_A(x),\ \mathbf{1}_B(x)\bigr\} ~~=~ \mathbf{1}_A(x) \cdot\mathbf{1}_B(x), \\
\mathbf{1}_{A\cup B}(x) ~&=~ \max\{bigl\{\mathbf{1}_A(x),\ \mathbf{1}_B}(x)\bigr\} ~=~ \mathbf{1}_A(x) + \mathbf{1}_B(x) - \mathbf{1}_A(x) \cdot \mathbf{1}_B(x)\,,
\end{align}</math>
 
and the indicator function of the [[Complement (set theory)|complement]] of <math>A</math> i.e. <math>A^C\complement</math> is:
<math display=block>\mathbf{1}_{A^\complement} = 1 - \mathbf{1}_A.</math>
 
More generally, suppose <math>A_1, \dotsc, A_n</math> is a collection of subsets of {{mvar|X}}. For any <math>x \in X:</math>
 
<math display=block> \prod_{k \in I} \left(\ 1 - \mathbf{1}_{A_k}\!\left( x \right)\ \right)</math>
 
is clearly a product of {{math|0}}s and {{math|1}}s. This product has the value {{math|1}} at precisely those <math>x \in X</math> that belong to none of the sets <math>A_k</math> and is 0 otherwise. That is
 
<math display=block> \prod_{k \in I} ( 1 - \mathbf{1}_{A_k}) = \mathbf{1}_{X - \bigcup_{k} A_k} = 1 - \mathbf{1}_{\bigcup_{k} A_k}.</math>
Line 65:
Expanding the product on the left hand side,
 
<math display=block> \mathbf{1}_{\bigcup_{k} A_k}= 1 - \sum_{F \subseteq \{1, 2, \dotsc, n\}} (-1)^{|F|} \mathbf{1}_{\bigcap_F A_k} = \sum_{\emptyset \neq F \subseteq \{1, 2, \dotsc, n\}} (-1)^{|F|+1} \mathbf{1}_{\bigcap_F A_k} </math>
 
where <math>|F|</math> is the [[cardinality]] of {{mvar|F}}. This is one form of the principle of [[inclusion-exclusion]].
 
As suggested by the previous example, the indicator function is a useful notational device in [[combinatorics]]. The notation is used in other places as well, for instance in [[probability theory]]: if {{mvar|X}} is a [[probability space]] with probability measure <math>\operatornamemathbb{P}</math> and {{mvar|A}} is a [[Measure (mathematics)|measurable set]], then <math>\mathbf{1}_A</math> becomes a [[random variable]] whose [[expected value]] is equal to the probability of {{mvar|A}}:
 
<math display=block>\operatorname\mathbb{E}(_X\left\{\ \mathbf{1}_A(x)\ \right\}\ =\ \int_{X} \mathbf{1}_A( x )\,d \operatorname{d\ \mathbb{P} }(x) = \int_{A} d\operatorname{d\ \mathbb{P} }(x) = \operatorname\mathbb{P}(A).</math>
 
This identity is used in a simple proof of [[Markov's inequality]].
Line 80:
Given a [[probability space]] <math>\textstyle (\Omega, \mathcal F, \operatorname{P})</math> with <math>A \in \mathcal F,</math> the indicator random variable <math>\mathbf{1}_A \colon \Omega \rightarrow \mathbb{R}</math> is defined by <math>\mathbf{1}_A (\omega) = 1 </math> if <math> \omega \in A,</math> otherwise <math>\mathbf{1}_A (\omega) = 0.</math>
 
;[[Mean]]: <math>\ \operatorname\mathbb{E}(\mathbf{1}_A (\omega)) = \operatorname\mathbb{P}(A)\ </math> (also called "Fundamental Bridge").
 
;[[Variance]]: <math>\ \operatorname{Var}(\mathbf{1}_A (\omega)) = \operatorname\mathbb{P}(A)(1 - \operatorname\mathbb{P}(A)) .</math>
 
;[[Covariance]]: <math>\ \operatorname{Cov}(\mathbf{1}_A (\omega), \mathbf{1}_B (\omega)) = \operatorname\mathbb{P}(A \cap B) - \operatorname\mathbb{P}(A) \operatorname\mathbb{P}(B) .</math>
 
==Characteristic function in recursion theory, Gödel's and Kleene's representing function==
[[Kurt Gödel]] described the ''representing function'' in his 1934 paper "On undecidable propositions of formal mathematical systems" (the symbol "{{math|¬}}" indicates logical inversion, i.e. "NOT"):<ref name=Martin-1965>{{cite book |pages=41–74 |editor-link=Martin Davis (mathematician) |editor-first=Martin |editor-last=Davis |year=1965 |title=The Undecidable |publisher=Raven Press Books |place=New York, NY}}</ref>{{rp|page=42}}
 
{{blockquote|1=There shall correspond to each class or relation {{mvar|R}} a representing function <math>\phi(x_1, \ldots x_n) = 0</math> if <math>R(x_1,\ldots x_n)</math> and <math>\phi(x_1,\ldots x_n) = 1</math> if <math>\neg R(x_1,\ldots x_n).</math>}}
Line 93:
[[Stephen Kleene|Kleene]] offers up the same definition in the context of the [[primitive recursive function]]s as a function {{mvar|φ}} of a predicate {{mvar|P}} takes on values {{math|0}} if the predicate is true and {{math|1}} if the predicate is false.<ref name=Kleene1952>{{cite book |last=Kleene |first=Stephen |author-link=Stephen Kleene |year=1971 |orig-year=1952 |title=Introduction to Metamathematics |page=227 |publisher=Wolters-Noordhoff Publishing and North Holland Publishing Company |___location=Netherlands |edition=Sixth reprint, with corrections}}</ref>
 
For example, because the product of characteristic functions <math>\phi_1 * \phi_2 * \cdots * \phi_n = 0</math> whenever any one of the functions equals {{math|0}}, it plays the role of logical OR: IF <math>\phi_1 = 0\ </math> OR <math>\ \phi_2 = 0</math> OR&nbsp; ... OR <math>\phi_n = 0</math> THEN their product is {{math|0}}. What appears to the modern reader as the representing function's logical inversion, i.e. the representing function is {{math|0}} when the function {{mvar|R}} is "true" or satisfied", plays a useful role in Kleene's definition of the logical functions OR, AND, and IMPLY,<ref name=Kleene1952 />{{rp|228}} the bounded-<ref name=Kleene1952 />{{rp|228}} and unbounded-<ref name=Kleene1952 />{{rp|279 ff}} [[mu operator]]s and the CASE function.<ref name=Kleene1952 />{{rp|229}}
 
==Characteristic function in fuzzy set theory==
In classical mathematics, characteristic functions of sets only take values {{math|1}} (members) or {{math|0}} (non-members). In ''[[fuzzy set theory]]'', characteristic functions are generalized to take value in the real unit interval {{closed-closed|0, 1}}, or more generally, in some [[universal algebra|algebra]] or [[structure (mathematical logic)|structure]] (usually required to be at least a [[partially ordered set|poset]] or [[lattice (order)|lattice]]). Such generalized characteristic functions are more usually called [[membership function (mathematics)|membership function]]s, and the corresponding "sets" are called ''fuzzy'' sets. Fuzzy sets model the gradual change in the membership [[degree of truth|degree]] seen in many real-world [[predicate (mathematics)|predicate]]s like "tall", "warm", etc.
 
==Smoothness==
==Derivatives of the indicator function==
{{MainSee also|Laplacian of the indicator}}
In general, the indicator function of a set is not smooth; it is continuous if and only if its [[support (math)|support]] is a [[connected component (topology)|connected component]]. In the [[algebraic geometry]] of [[finite fields]], however, every [[affine variety]] admits a ([[Zariski topology|Zariski]]) continuous indicator function.<ref>{{Cite book|title=Course in Arithmetic|last=Serre|pages=5}}</ref> Given a [[finite set]] of functions <math>f_\alpha \in \mathbb{F}_q\left[\ x_1, \ldots, x_n\right]</math> let <math>V = \bigl\{\ x \in \mathbb{F}_q^n : f_\alpha(x) = 0\ \bigr\}</math> be their vanishing locus. Then, the function <math display="inline">\mathbb{P}(x) = \prod\left(\ 1 - f_\alpha(x)^{q-1}\right)</math> acts as an indicator function for <math>V.</math> If <math>x \in V</math> then <math>\mathbb{P}(x) = 1,</math> otherwise, for some <math>f_\alpha,</math> we have <math>f_\alpha(x) \neq 0</math> which implies that <math>f_\alpha(x)^{q-1} = 1,</math> hence <math>\mathbb{P}(x) = 0.</math>
A particular indicator function is the [[Heaviside step function]]. The Heaviside step function {{math|''H''(''x'')}} is the indicator function of the one-dimensional positive half-line, i.e. the ___domain {{closed-open|0, ∞}}. The [[distributional derivative]] of the Heaviside step function is equal to the [[Dirac delta function]], i.e.
 
Although indicator functions are not smooth, they admit [[weak derivative]]s. For example, consider [[Heaviside step function]] <math display="block">H(x) \equiv \operatorname\mathbb{I}\!\bigl(x > 0\bigr)</math> The [[distributional derivative]] of the Heaviside step function is equal to the [[Dirac delta function]], i.e. <math display=block>\frac{\mathrm{d}H(x)}{\mathrm{d}x}= \delta(x)</math>
<math display=block>\delta(x)=\tfrac{d H(x)}{dx}</math>
and similarly the distributional derivative of <math display="block">G(x) := \operatorname\mathbb{I}\!\bigl(x < 0\bigr)</math> is <math display=block>\frac{\mathrm{d}G(x)}{\mathrm{d}x} = -\delta(x).</math>
 
with the following property:
 
<math display=block>\int_{-\infty}^\infty f(x) \, \delta(x) dx = f(0).</math>
 
The derivative of the Heaviside step function can be seen as the ''inward normal derivative'' at the ''boundary'' of the ___domain given by the positive half-line. In higher dimensions, the derivative naturally generalises to the inward normal derivative, while the Heaviside step function naturally generalises to the indicator function of some ___domain {{mvar|D}}. The surface of {{mvar|D}} will be denoted by {{mvar|S}}. Proceeding, it can be derived that the [[Laplacian of the indicator#Dirac surface delta function|inward normal derivative of the indicator]] gives rise to a 'surface delta function', which can be indicated by <math>\delta_S(\mathbf{x}):</math>
 
<math display=block>\delta_S(\mathbf{x}) = -\mathbf{n}_x \cdot \nabla_x\mathbf{1}_{\mathbf{x}\in D}</math>
 
TheThus the derivative of the Heaviside step function can be seen as the ''inward normal derivative'' at the ''boundary'' of the ___domain given by the positive half-line. In higher dimensions, the derivative naturally generalises to the inward normal derivative, while the Heaviside step function naturally generalises to the indicator function of some ___domain {{mvar|D}}. The surface of {{mvar|D}} will be denoted by {{mvar|S}}. Proceeding, it can be derived that the inward [[Laplacian of the indicator#Dirac surface delta function|inward normal derivative]] of the indicator]] gives rise to a ''[[surface delta function]]'', which can be indicated by <math>\delta_S(\mathbf{x}):</math>:
<math display=block>\delta_S(\mathbf{x}) = -\mathbf{n}_x \cdot \nabla_x \mathbfoperatorname\mathbb{1I}_{\!\bigl(\ \mathbf{x}\in D}\ \bigr)\ </math>
where {{mvar|n}} is the outward [[Normal (geometry)|normal]] of the surface {{mvar|S}}. This 'surface delta function' has the following property:<ref>{{cite journal |last=Lange |first=Rutger-Jan |year=2012 |title=Potential theory, path integrals and the Laplacian of the indicator |journal=Journal of High Energy Physics |volume=2012 |issue=11 |pages=29–30 |arxiv=1302.0864 |bibcode=2012JHEP...11..032L |doi=10.1007/JHEP11(2012)032|s2cid=56188533 }}</ref>
<math display=block>-\int_{\R^n}f(\mathbf{x})\,\mathbf{n}_x\cdot\nabla_x \mathbfoperatorname\mathbb{1I}_{\!\bigl(\ \mathbf{x}\in D}\ \bigr) \; \operatorname{d}^{n}\mathbf{x} = \oint_{S}\,f(\mathbf{\beta}) \; \operatorname{d}^{n-1}\mathbf{\beta}.</math>
 
<math display=block>-\int_{\R^n}f(\mathbf{x})\,\mathbf{n}_x\cdot\nabla_x\mathbf{1}_{\mathbf{x}\in D}\;d^{n}\mathbf{x} = \oint_{S}\,f(\mathbf{\beta})\;d^{n-1}\mathbf{\beta}.</math>
 
By setting the function {{mvar|f}} equal to one, it follows that the [[Laplacian of the indicator#Dirac surface delta function|inward normal derivative of the indicator]] integrates to the numerical value of the [[surface area]] {{mvar|S}}.
 
==See also==
{{Div col|colwidth=40em15em}}
* [[Dirac measure]]
* [[Laplacian of the indicator]]
Line 126 ⟶ 120:
* [[Free variables and bound variables]]
* [[Heaviside step function]]
* [[Identity function]]
* [[Iverson bracket]]
* [[Kronecker delta]], a function that can be viewed as an indicator for the [[Equality (mathematics)|identity relation]]
Line 135 ⟶ 130:
* [[Statistical classification]]
* [[Zero-one loss function]]
*[[Subobject classifier]], a related concept from [[Topos theory|topos theory]].{{div col end}}
{{div col end}}
 
==Notes==
{{notelist|1}}
 
==References==
Line 144 ⟶ 139:
 
==Sources==
{{refbegin|30em25em}}
* {{cite book |last=Folland |first=G.B. |title=Real Analysis: Modern Techniques and Their Applications |publisher=John Wiley & Sons, Inc. |year=1999 |isbn=978-0-471-31716-6 |edition=Second}}
* {{cite book |last1=Cormen |first1=Thomas H. |title=Introduction to Algorithms |title-link=Introduction to Algorithms |last2=Leiserson |first2=Charles E. |last3=Rivest |first3=Ronald L. |last4=Stein |first4=Clifford |publisher=MIT Press and McGraw-Hill |year=2001 |isbn=978-0-262-03293-3 |edition=Second |pages=[https://archive.org/details/introductiontoal00corm_691/page/n116 94]–99 |chapter=Section 5.2: Indicator random variables |author-link=Thomas H. Cormen |author-link2=Charles E. Leiserson |author-link3=Ronald L. Rivest |author-link4=Clifford Stein}}