Unifying Qualitative and Quantitative Safety Verification of DNN-Controlled Systems

The rapid advance of deep reinforcement learning techniques enables the oversight of safety-critical systems through the utilization of Deep Neural Networks (DNNs). This underscores the pressing need to promptly establish certified safety guarantees for such DNN-controlled systems. Most of the existing verification approaches rely on qualitative approaches, predominantly employing reachability analysis. However, qualitative verification proves inadequate for DNN-controlled systems as their behaviors exhibit stochastic tendencies when operating in open and adversarial environments. In this paper, we propose a novel framework for unifying both qualitative and quantitative safety verification problems of DNN-controlled systems. This is achieved by formulating the verification tasks as the synthesis of valid neural barrier certificates (NBCs). Initially, the framework seeks to establish almost-sure safety guarantees through qualitative verification. In cases where qualitative verification fails, our quantitative verification method is invoked, yielding precise lower and upper bounds on probabilistic safety across both infinite and finite time horizons. To facilitate the synthesis of NBCs, we introduce their $k$-inductive variants. We also devise a simulation-guided approach for training NBCs, aiming to achieve tightness in computing precise certified lower and upper bounds. We prototype our approach into a tool called $\textsf{UniQQ}$ and showcase its efficacy on four classic DNN-controlled systems.

Rethinking Variational Inference for Probabilistic Programs with Stochastic Support

We introduce Support Decomposition Variational Inference (SDVI), a new variational inference (VI) approach for probabilistic programs with stochastic support. Existing approaches to this problem rely on designing a single global variational guide on a variable-by-variable basis, while maintaining the stochastic control flow of the original program. SDVI instead breaks the program down into sub-programs with static support, before automatically building separate sub-guides for each. This decomposition significantly aids in the construction of suitable variational families, enabling, in turn, substantial improvements in inference performance.

Beyond Bayesian Model Averaging over Paths in Probabilistic Programs with Stochastic Support

The posterior in probabilistic programs with stochastic support decomposes as a weighted sum of the local posterior distributions associated with each possible program path. We show that making predictions with this full posterior implicitly performs a Bayesian model averaging (BMA) over paths. This is potentially problematic, as model misspecification can cause the BMA weights to prematurely collapse onto a single path, leading to sub-optimal predictions in turn. To remedy this issue, we propose alternative mechanisms for path weighting: one based on stacking and one based on ideas from PAC-Bayes. We show how both can be implemented as a cheap post-processing step on top of existing inference engines. In our experiments, we find them to be more robust and lead to better predictions compared to the default BMA weights.

Exact Bayesian Inference on Discrete Models via Probability Generating Functions: A Probabilistic Programming Approach

We present an exact Bayesian inference method for discrete statistical models, which can find exact solutions to many discrete inference problems, even with infinite support and continuous priors. To express such models, we introduce a probabilistic programming language that supports discrete and continuous sampling, discrete observations, affine functions, (stochastic) branching, and conditioning on events. Our key tool is probability generating functions: they provide a compact closed-form representation of distributions that are definable by programs, thus enabling the exact computation of posterior probabilities, expectation, variance, and higher moments. Our inference method is provably correct, fully automated and uses automatic differentiation (specifically, Taylor polynomials), but does not require computer algebra. Our experiments show that its performance on a range of real-world examples is competitive with approximate Monte Carlo methods, while avoiding approximation errors.

Nonparametric Involutive Markov Chain Monte Carlo

A challenging problem in probabilistic programming is to develop inference algorithms that work for arbitrary programs in a universal probabilistic programming language (PPL). We present the nonparametric involutive Markov chain Monte Carlo (NP-iMCMC) algorithm as a method for constructing MCMC inference algorithms for nonparametric models expressible in universal PPLs. Building on the unifying involutive MCMC framework, and by providing a general procedure for driving state movement between dimensions, we show that NP-iMCMC can generalise numerous existing iMCMC algorithms to work on nonparametric models. We prove the correctness of the NP-iMCMC sampler. Our empirical study shows that the existing strengths of several iMCMC algorithms carry over to their nonparametric extensions. Applying our method to the recently proposed Nonparametric HMC, an instance of (Multiple Step) NP-iMCMC, we have constructed several nonparametric extensions (all of which new) that exhibit significant performance improvements.

Guaranteed Bounds for Posterior Inference in Universal Probabilistic Programming

We propose a new method to approximate the posterior distribution of probabilistic programs by means of computing guaranteed bounds. The starting point of our work is an interval-based trace semantics for a recursive, higher-order probabilistic programming language with continuous distributions. Taking the form of (super-/subadditive) measures, these lower/upper bounds are non-stochastic and provably correct: using the semantics, we prove that the actual posterior of a given program is sandwiched between the lower and upper bounds (soundness); moreover the bounds converge to the posterior (completeness). As a practical and sound approximation, we introduce a weight-aware interval type system, which automatically infers interval bounds on not just the return value but also weight of program executions, simultaneously. We have built a tool implementation, called GuBPI, which automatically computes these posterior lower/upper bounds. Our evaluation on examples from the literature shows that the bounds are useful, and can even be used to recognise wrong outputs from stochastic posterior inference procedures.

Nonparametric Hamiltonian Monte Carlo

Probabilistic programming uses programs to express generative models whose posterior probability is then computed by built-in inference engines. A challenging goal is to develop general purpose inference algorithms that work out-of-the-box for arbitrary programs in a universal probabilistic programming language (PPL). The densities defined by such programs, which may use stochastic branching and recursion, are (in general) nonparametric, in the sense that they correspond to models on an infinite-dimensional parameter space. However standard inference algorithms, such as the Hamiltonian Monte Carlo (HMC) algorithm, target distributions with a fixed number of parameters. This paper introduces the Nonparametric Hamiltonian Monte Carlo (NP-HMC) algorithm which generalises HMC to nonparametric models. Inputs to NP-HMC are a new class of measurable functions called "tree representable", which serve as a language-independent representation of the density functions of probabilistic programs in a universal PPL. We provide a correctness proof of NP-HMC, and empirically demonstrate significant performance improvements over existing approaches on several nonparametric examples.

Expectation Programming

Building on ideas from probabilistic programming, we introduce the concept of an expectation programming framework (EPF) that automates the calculation of expectations. Analogous to a probabilistic program, an expectation program is comprised of a mix of probabilistic constructs and deterministic calculations that define a conditional distribution over its variables. However, the focus of the inference engine in an EPF is to directly estimate the resulting expectation of the program return values, rather than approximate the conditional distribution itself. This distinction allows us to achieve substantial performance improvements over the standard probabilistic programming pipeline by tailoring the inference to the precise expectation we care about. We realize a particular instantiation of our EPF concept by extending the probabilistic programming language Turing to allow so-called target-aware inference to be run automatically, and show that this leads to significant empirical gains compared to conventional posterior-based inference.

A Differential-form Pullback Programming Language for Higher-order Reverse-mode Automatic Differentiation

Building on the observation that reverse-mode automatic differentiation (AD) -- a generalisation of backpropagation -- can naturally be expressed as pullbacks of differential 1-forms, we design a simple higher-order programming language with a first-class differential operator, and present a reduction strategy which exactly simulates reverse-mode AD. We justify our reduction strategy by interpreting our language in any differential $\lambda$-category that satisfies the Hahn-Banach Separation Theorem, and show that the reduction strategy precisely captures reverse-mode AD in a truly higher-order setting.