Guest Talk: Sensitivity of probabilistic programs

Wednesday, 23.07.2018, 16:00am

Location: RWTH Aachen University, Department of Computer Science - Ahornstr. 55, building E3, room 9u10

Speaker: 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.