TY - JOUR
T1 - Proving expected sensitivity of probabilistic programs with randomized variable-dependent termination time
AU - Wang, Peixin
AU - Fu, Hongfei
AU - Chatterjee, Krishnendu
AU - Deng, Yuxin
AU - Xu, Ming
N1 - Publisher Copyright:
© 2020 Copyright held by the owner/author(s).
PY - 2020/1
Y1 - 2020/1
N2 - The notion of program sensitivity (aka Lipschitz continuity) specifies that changes in the program input result in proportional changes to the program output. For probabilistic programs the notion is naturally extended to expected sensitivity. A previous approach develops a relational program logic framework for proving expected sensitivity of probabilistic while loops, where the number of iterations is fixed and bounded. In this work, we consider probabilistic while loops where the number of iterations is not fixed, but randomized and depends on the initial input values. We present a sound approach for proving expected sensitivity of such programs. Our sound approach is martingale-based and can be automated through existing martingale-synthesis algorithms. Furthermore, our approach is compositional for sequential composition of while loops under a mild side condition. We demonstrate the effectiveness of our approach on several classical examples from Gambler's Ruin, stochastic hybrid systems and stochastic gradient descent.We also present experimental results showing that our automated approach can handle various probabilistic programs in the literature.
AB - The notion of program sensitivity (aka Lipschitz continuity) specifies that changes in the program input result in proportional changes to the program output. For probabilistic programs the notion is naturally extended to expected sensitivity. A previous approach develops a relational program logic framework for proving expected sensitivity of probabilistic while loops, where the number of iterations is fixed and bounded. In this work, we consider probabilistic while loops where the number of iterations is not fixed, but randomized and depends on the initial input values. We present a sound approach for proving expected sensitivity of such programs. Our sound approach is martingale-based and can be automated through existing martingale-synthesis algorithms. Furthermore, our approach is compositional for sequential composition of while loops under a mild side condition. We demonstrate the effectiveness of our approach on several classical examples from Gambler's Ruin, stochastic hybrid systems and stochastic gradient descent.We also present experimental results showing that our automated approach can handle various probabilistic programs in the literature.
KW - Expected Sensitivity
KW - Martingales
KW - Probabilistic Programs
UR - https://www.scopus.com/pages/publications/85089759075
U2 - 10.1145/3371093
DO - 10.1145/3371093
M3 - 文章
AN - SCOPUS:85089759075
SN - 2475-1421
VL - 4
JO - Proceedings of the ACM on Programming Languages
JF - Proceedings of the ACM on Programming Languages
IS - POPL
M1 - 25
ER -