Gastvortrag: Sensitivity of probabilistic programs

Dienstag, 23.07.2018, 16:00 Uhr

Ort: RWTH Aachen University, Informatikzentrum - Ahornstr. 55, Erweiterungsgebäude E3, Raum 9u10

Vortragender: Federico Beron Olmedo

 

Program sensitivity refers to the level of variation that a program can present in its output as the result of a perturbation in its input and plays a fundamental role in assessing program robustness properties; for ordinary—deterministic—programs it is formally captured by the notion of Lipschitz continuity. In this talk I will present a notion of sensitivity for probabilistic programs based on the Kantorovich lifting technique, a powerful tool for constructing metrics over probability distributions. I will show that the notion of probabilistic sensitivity conservatively extends that of Lipschitz continuity for deterministic programs and preserves its clean compositional properties. Finally, I will show that program sensitivity is amenable to a Hoare-style reasoning and present a program logic for formally deriving sensitivity properties of probabilistic programs.

 

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