Other tasks in recent years have included learning Mandarin — a move that was seen as a hint of his hopes of one day launching a version of Facebook in China — as well as meeting a new person every day and reading two books a month.
Taking on a difficult software coding challenge, however, represents a departure, and highlights the AI race that has broken out among the leading internet companies as they try to invent new ways for people to interact with machines.
Facebook has set up three artificial intelligence labs, in Silicon Valley, New York and Paris, and its high-profile hires in the field include Yann LeCun, a New York University professor who was one of the pioneers in deep learning — a form of AI that tries to mimic the functioning of layers of neurons in the human brain.
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Mr Zuckerberg said his work at Facebook often involved getting into deep technical issues with the company's engineers, and that building his own intelligent machine would bring a different perspective to that work.
He described his personal project as "a simple AI", taking an off-the-shelf system and teaching it to recognise his voice to "control everything in our home — music, lights, temperature and so on".
He also said he was interested in using voice and face recognition so the machine could identify who was in a room, for instance adjusting the temperature to reflect the fact that he prefers colder rooms compared with his wife.
To help with his work, Mr Zuckerberg added that he intended to teach the system to turn data into visual representations that he could see with a virtual reality headset.