Proving expected sensitivity of probabilistic programs with randomized variable-dependent termination time

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.

[1]  Krishnendu Chatterjee,et al.  Lexicographic ranking supermartingales: an efficient approach to termination of probabilistic programs , 2017, Proc. ACM Program. Lang..

[2]  Annabelle McIver,et al.  Probabilistic predicate transformers , 1996, TOPL.

[3]  Krishnendu Chatterjee,et al.  Computational Approaches for Stochastic Shortest Path on Succinct MDPs , 2018, IJCAI.

[4]  Joost-Pieter Katoen,et al.  Weakest Precondition Reasoning for Expected Run-Times of Probabilistic Programs , 2016, ESOP.

[5]  Benjamin Grégoire,et al.  Parallel Implementations of Masking Schemes and the Bounded Moment Leakage Model , 2017, EUROCRYPT.

[6]  Krishnendu Chatterjee,et al.  Algorithmic analysis of qualitative and quantitative termination problems for affine probabilistic programs , 2015, POPL.

[7]  Orna Kupferman,et al.  Modular Model Checking , 1997, COMPOS.

[8]  Marco Gaboardi,et al.  A semantic account of metric preservation , 2017, POPL.

[9]  Benjamin Grégoire,et al.  Formal certification of code-based cryptographic proofs , 2009, POPL '09.

[10]  Benjamin Grégoire,et al.  Coupling proofs are probabilistic product programs , 2016, POPL.

[11]  Hongfei Fu,et al.  Computing Game Metrics on Markov Decision Processes , 2012, ICALP.

[12]  Sumit Gulwani,et al.  Continuity analysis of programs , 2010, POPL '10.

[13]  Sriram Sankaranarayanan,et al.  Probabilistic Program Analysis with Martingales , 2013, CAV.

[14]  Andreas Haeberlen,et al.  A framework for adaptive differential privacy , 2017, Proc. ACM Program. Lang..

[15]  Krishnendu Chatterjee,et al.  Cost analysis of nondeterministic probabilistic programs , 2019, PLDI.

[16]  Patrick Schaumont,et al.  Quantitative Masking Strength: Quantifying the Power Side-Channel Resistance of Software Code , 2015, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems.

[17]  Dexter Kozen,et al.  A probabilistic PDL , 1983, J. Comput. Syst. Sci..

[18]  XuMing,et al.  Proving expected sensitivity of probabilistic programs with randomized variable-dependent termination time , 2019 .

[19]  Radha Jagadeesan,et al.  Metrics for labelled Markov processes , 2004, Theor. Comput. Sci..

[20]  James Worrell,et al.  Approximating and computing behavioural distances in probabilistic transition systems , 2006, Theor. Comput. Sci..

[21]  Krishnendu Chatterjee,et al.  Robustness of Structurally Equivalent Concurrent Parity Games , 2011, FoSSaCS.

[22]  Gilles Barthe,et al.  Probabilistic Relational Reasoning for Differential Privacy , 2012, TOPL.

[23]  Andreas Haeberlen,et al.  Linear dependent types for differential privacy , 2013, POPL.

[24]  Krishnendu Chatterjee,et al.  Stochastic invariants for probabilistic termination , 2016, POPL.

[25]  D. Aldous Random walks on finite groups and rapidly mixing markov chains , 1983 .

[26]  Bican Xia,et al.  Finding Polynomial Loop Invariants for Probabilistic Programs , 2017, ATVA.

[27]  J. Norris Appendix: probability and measure , 1997 .

[28]  David Williams,et al.  Probability with Martingales , 1991, Cambridge mathematical textbooks.

[29]  Cynthia Dwork,et al.  Calibrating Noise to Sensitivity in Private Data Analysis , 2006, TCC.

[30]  Zhenbang Wang,et al.  PSense: Automatic Sensitivity Analysis for Probabilistic Programs , 2018, ATVA.

[31]  Benjamin Grégoire,et al.  Proving expected sensitivity of probabilistic programs , 2017, Proc. ACM Program. Lang..

[32]  Yoram Singer,et al.  Train faster, generalize better: Stability of stochastic gradient descent , 2015, ICML.

[33]  Léon Bottou,et al.  Stochastic Gradient Descent Tricks , 2012, Neural Networks: Tricks of the Trade.

[34]  Krishnendu Chatterjee,et al.  Termination Analysis of Probabilistic Programs Through Positivstellensatz's , 2016, CAV.

[35]  Richard L. Tweedie,et al.  Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.

[36]  Krishnendu Chatterjee,et al.  New Approaches for Almost-Sure Termination of Probabilistic Programs , 2018, APLAS.

[37]  André Elisseeff,et al.  Stability and Generalization , 2002, J. Mach. Learn. Res..

[38]  Joost-Pieter Katoen,et al.  Kantorovich Continuity of Probabilistic Programs , 2019, ArXiv.

[39]  Van Chan Ngo,et al.  Bounded expectations: resource analysis for probabilistic programs , 2017, PLDI.

[40]  Krishnendu Chatterjee,et al.  Termination of Nondeterministic Probabilistic Programs , 2019, VMCAI.

[41]  Joost-Pieter Katoen,et al.  Approximate Model Checking of Stochastic Hybrid Systems , 2010, Eur. J. Control.

[42]  Aaron Roth,et al.  The Algorithmic Foundations of Differential Privacy , 2014, Found. Trends Theor. Comput. Sci..

[43]  Annabelle McIver,et al.  A new proof rule for almost-sure termination , 2017, Proc. ACM Program. Lang..

[44]  Benjamin C. Pierce,et al.  Distance makes the types grow stronger: a calculus for differential privacy , 2010, ICFP '10.