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Jan 17, 2023 •127 likes •748 views

Ranking and Repulsing Supermartingales for Reachability in in Probabilistic Programs Toru Takisaka 1 , Yuichiro Oyabu 2,3 , Natsuki Urabe 1 , Ichiro Hasuo 2,3 National Institute of Informatics, Japan 1 The Graduate University for Advanced

  1. Ranking and Repulsing Supermartingales for Reachability in in Probabilistic Programs Toru Takisaka 1 , Yuichiro Oyabu 2,3 , Natsuki Urabe 1 , Ichiro Hasuo 2,3 National Institute of Informatics, Japan 1 The Graduate University for Advanced Studies (SOKENDAI), Japan 2 University of Tokyo, Japan 3

  2. Formalize the extension procedure from metamathematical viewpoint Discrete → Category Formal Hybrid theory, Qualitative → method for logic, … Quantitative CPS • Software support Formal for CPS method for development software collaborate • Cost cut in quality assurance Machine learning Specification, • Theoretical basis for Optimization verification, future integrated Control theory Synthesis… development • … https://group-mmm.org/eratommsd/

  3. Formalize the extension procedure from metamathematical viewpoint Discrete → Category Formal Hybrid theory, Qualitative → method for logic, … Quantitative CPS • Software support Formal for CPS method for development software collaborate • Cost cut in quality assurance Machine learning Specification, • Theoretical basis for Optimization verification, future integrated Control theory Synthesis… development • … https://group-mmm.org/eratommsd/

  4. Outline • Introduction / preliminaries • Our topic: supermartingale for reachability analysis • What can supermartingale do? • What is supermartingale? / Why does it work? • Which property of SM techniques are we interested? - Soundness / completeness • Our contribution • Theoretical part: characterization of SM techniques via KT theorem • Implementation and experiments

  5. Problem formulation Input: probabilistic program

  6. Problem formulation Input: probabilistic program Nondet. / Prob. branching Nondet. / Prob. assignment

  7. Problem formulation Input: probabilistic program Problem What is the probability that the program terminates? Nondet. / Prob. (under angelic/demonic scheduler) branching We admit continuous variables ⇒ Generally one can’t compute Nondet. / Prob. assignment probability efficiently

  8. Problem formulation Input: probabilistic program Problem What is the probability that the program terminates? Nondet. / Prob. (under angelic/demonic scheduler) branching We admit continuous variables ⇒ Generally one can’t compute Nondet. / Prob. assignment probability efficiently ⇒ Reachability analysis by supermartingale

  9. Outline • Introduction / preliminaries • Our topic: supermartingale for reachability analysis • What can supermartingale do? • What is supermartingale? / Why does it work? • Which property of SM techniques are we interested? - Soundness / completeness • Our contribution • Theoretical part: characterization of SM techniques via KT theorem • Implementation and experiments

  10. Ranking supermartingale for a.s. termination (Chakarov-Sankaranarayanan , CAV’13 etc.) Probabilistic modification of real-world benchmarks (in Alias+, SAS’10) A.s. termination is certified in 20/28 examples (Agrawal+, POPL’18)

  11. Repulsing supermartingale for lower bound of safety probability (Steinhardt-Tedrake , IJRR’12; Chatterjee+, POPL’17 etc.) System: pendulum + noise Failure ⇔ 𝜄 𝜄 > 𝜌/6 at time 𝑢 ≤ 1hour The log-base-10 of the failure probability >99% safety is guaranteed (Pr(failure) <1%) (Steinhardt-Tedrake , IJRR’12)

  12. Outline • Introduction / preliminaries • Our topic: supermartingale for reachability analysis • What can supermartingale do? • What is supermartingale? / Why does it work? • Which property of SM techniques are we interested? - Soundness / completeness • Our contribution • Theoretical part: characterization of SM techniques via KT theorem • Implementation and experiments

  13. Semantics: Control flow graph (Agrawal+, POPL’18 etc.) ∗ ∗ 𝑚 3 𝑚 2 𝑚 4 𝑦 > 0 𝑢 ≔ 𝑢 + 1 𝑢 ≔ 𝑢 + 3 𝑞 ≔ Bernoulli(0.9) 𝑦 ≔ 𝑦 − 1 𝑚 1 𝑦 ≔ 𝑦 − 𝑞 Start 𝑦 ≤ 0 𝑚 5 • A state is a pair (program location, memory state) • Nondet. / prob. branching ℝ V finite

  14. Semantics: Control flow graph (Agrawal+, POPL’18 etc.) ∗ ∗ 𝑚 3 𝑚 2 𝑚 4 𝑦 > 0 𝑢 ≔ 𝑢 + 1 𝑢 ≔ 𝑢 + 3 𝑞 ≔ Bernoulli(0.9) 𝑦 ≔ 𝑦 − 1 𝑚 1 𝑦 ≔ 𝑦 − 𝑞 Start 𝑦 ≤ 0 𝑚 5 • A state is a pair (program location, memory state) • Nondet. / prob. branching ℝ V finite

  15. Semantics: Control flow graph (Agrawal+, POPL’18 etc.) ∗ ∗ 𝑚 3 𝑚 2 𝑚 4 𝑦 > 0 𝑢 ≔ 𝑢 + 1 𝑢 ≔ 𝑢 + 3 𝑞 ≔ Bernoulli(0.9) 𝑦 ≔ 𝑦 − 1 𝑚 1 𝑦 ≔ 𝑦 − 𝑞 Start 𝑦 ≤ 0 𝑚 5 • A state is a pair (program location, memory state) • Nondet. / prob. branching ℝ V finite

  16. Semantics: Control flow graph (Agrawal+, POPL’18 etc.) ∗ ∗ 𝑚 3 𝑚 2 𝑚 4 𝑦 > 0 𝑢 ≔ 𝑢 + 1 𝑢 ≔ 𝑢 + 3 𝑞 ≔ Bernoulli(0.9) 𝑦 ≔ 𝑦 − 1 𝑚 1 𝑦 ≔ 𝑦 − 𝑞 Start 𝑦 ≤ 0 𝑚 5 • A state is a pair (program location, memory state) • Nondet. / prob. branching ℝ V finite

  17. Semantics: Control flow graph (Agrawal+, POPL’18 etc.) ∗ ∗ 𝑚 3 𝑚 2 𝑚 4 𝑦 > 0 𝑢 ≔ 𝑢 + 1 𝑢 ≔ 𝑢 + 3 𝑞 ≔ Bernoulli(0.9) 𝑦 ≔ 𝑦 − 1 𝑚 1 𝑦 ≔ 𝑦 − 𝑞 Start 𝑦 ≤ 0 𝑚 5 0.4 0.6 • A state is a pair (program location, memory state) • Nondet. / prob. branching ℝ V finite

  18. Semantics: Control flow graph (Agrawal+, POPL’18 etc.) ∗ ∗ 𝑚 3 𝑚 2 𝑚 4 𝑦 > 0 𝑢 ≔ 𝑢 + 1 𝑢 ≔ 𝑢 + 3 𝑞 ≔ Bernoulli(0.9) 𝑦 ≔ 𝑦 − 1 𝑚 1 𝑦 ≔ 𝑦 − 𝑞 Start 𝑦 ≤ 0 𝑚 5 0.4 Problem 0.6 𝑫 = (terminating states) = 𝒎 𝟔 × 𝒚, 𝒖, 𝒒 | 𝒖 ≤ 𝟑𝟏 • A state is a pair (program location, memory state) ⇒ Pr(the system eventually • Nondet. / prob. branching ℝ V finite visits the region 𝐷 )?

  19. Semantics: Control flow graph (Agrawal+, POPL’18 etc.) ∗ ∗ 𝑚 3 𝑚 2 𝑚 4 𝑦 > 0 𝑢 ≔ 𝑢 + 1 𝑢 ≔ 𝑢 + 3 𝑞 ≔ Bernoulli(0.9) 𝑦 ≔ 𝑦 − 1 𝑚 1 𝑦 ≔ 𝑦 − 𝑞 Start 𝑦 ≤ 0 𝑚 5 0.4 Problem 0.6 𝑫 = (terminating states) = 𝒎 𝟔 × 𝒚, 𝒖, 𝒒 | 𝒖 ≤ 𝟑𝟏 • A state is a pair (program location, memory state) ⇒ Pr(the system eventually …under • Nondet. / prob. branching ℝ V finite angelic/demonic visits the region 𝐷 )? scheduler

  20. Supermartingale = a function over states that is “non - increasing” through transitions f = 𝑦 − 1 f = 1 f = 𝑦 𝑚 3 ∗ 𝑦 ≔ Bernoulli(0.9) ∀𝑚 𝑚 2 → 𝑚 … (angelic) 𝑚 2 𝑚 1 ∃𝑚 𝑚 2 → 𝑚 …(demonic) ∗ the value of 𝑔 𝔽 = 0.9 𝑚 4 at the next state f = −3

  21. Ranking function

  22. Ranking function 4 3 1 3 2 0

  23. Ranking function ℕ -valued > > 4 3 1 > > > > 3 2 0

  24. Ranking function ℕ -valued > > 4 3 1 > > > > 3 2 0 The system eventually visits (under any nondeterministic choice)

  25. Ranking function ℕ -valued 2 > > 4 3 1 1 0 > > > > 3 2 0 The system eventually visits (under any nondeterministic choice)

  26. Ranking supermartingale 1 2 1 2 1

  27. Ranking supermartingale 2 1 2 1 2 0 1

  28. Ranking supermartingale [0, +∞) - valued the value of 𝑔 𝔽 decreases at least 1 2 1 at the next state 2 1 2 0 1

  29. Ranking supermartingale [0, +∞) - valued the value of 𝑔 𝔽 decreases at least 1 2 1 at the next state 2 1 2 0 1 The system eventually visits almost surely

  30. Barrier certificate Safe region Unsafe region 𝑦 init

  31. Barrier certificate Safe region Unsafe region 𝑔 < 0 𝑦 init

  32. Barrier certificate Safe region 𝑔 ≥ 0 Unsafe region 𝑔 < 0 𝑔 ≥ 0 𝑦 init

  33. Barrier certificate Safe region 𝑔 ≥ 0 Unsafe region 𝑔 < 0 𝑔 ≥ 0 𝑦 init

  34. Barrier certificate Safe region 𝑔 ≥ 0 Unsafe region 𝑔 < 0 𝑔 ≥ 0 𝑦 init The system does not enter the unsafe region

  35. Probabilistic barrier certificate ( a.k.a. nonneg. repulsing supermartingale) Safe region Unsafe region 𝑦 init

  36. Probabilistic barrier certificate ( a.k.a. nonneg. repulsing supermartingale) [0,1] - Safe region valued Unsafe region 𝑔 ≤ 𝜀 𝑦 init

  37. Probabilistic barrier certificate ( a.k.a. nonneg. repulsing supermartingale) [0,1] - Safe region valued 𝑔 = 1 Unsafe region 𝑔 ≤ 𝜀 𝑔 = 1 𝑦 init

  38. Probabilistic barrier certificate ( a.k.a. nonneg. repulsing supermartingale) [0,1] - Safe region valued 𝑔 = 1 Unsafe region 𝑔 ≤ 𝜀 𝑔 = 1 𝑦 init

  39. Probabilistic barrier certificate ( a.k.a. nonneg. repulsing supermartingale) [0,1] - Safe region valued 𝑔 = 1 Unsafe region 𝑔 ≤ 𝜀 𝑔 = 1 𝑦 init Pr(the system enters the unsafe region) ≤ 𝜀

  40. Outline • Introduction / preliminaries • Our topic: supermartingale for reachability analysis • What can supermartingale do? • What is supermartingale? / Why does it work? • Which property of SM techniques are we interested? - Soundness / completeness • Our contribution • Theoretical part: characterization of SM techniques via KT theorem • Implementation and experiments

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