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Home > Events > Software Seminar Series > 2021 > A Pre-Expectation Calculus for Probabilistic Sensitivity

Alejandro Aguirre

Tuesday, March 9, 2021

11:00am Zoom3 - https://zoom.us/j/3911012202 (pass: s3)

Alejandro Aguirre, PhD Researcher, IMDEA Software Institute

A Pre-Expectation Calculus for Probabilistic Sensitivity

Abstract:

Sensitivity properties describe how changes to the input of a program affect the output, typically by upper bounding the distance between the outputs of two runs by a monotone function of the distance between the corresponding inputs. When programs are probabilistic, the distance between outputs is a distance between distributions. The Kantorovich lifting provides a general way of defining a distance between distributions by lifting the distance of the underlying sample space; by choosing an appropriate distance on the base space, one can recover other usual probabilistic distances, such as the Total Variation distance. We develop a relational pre-expectation calculus to upper bound the Kantorovich distance between two executions of a probabilistic program. We illustrate our methods by proving algorithmic stability of a machine learning algorithm, convergence of a reinforcement learning algorithm, and fast mixing for card shuffling algorithms. We also consider some extensions: proving lower bounds on the Total Variation distance and convergence to the uniform distribution. Finally, we describe an asynchronous extension of our calculus to reason about pairs of program executions with different control flow.