Bayesian inference and Gaussian processes are widely used in applications ranging from robotics and control to biological systems. Many of these applications are safety-critical and require a characterization of the uncertainty associated with the learning model and formal guarantees on its predictions. In this paper we define a robustness measure for Bayesian inference against input perturbations, given by the probability that, for a test point and a compact set in the input space containing the test point, the prediction of the learning model will remain @math close for all the points in the set, for @math Such measures can be used to provide formal guarantees for the absence of adversarial examples. By employing the theory of Gaussian processes, we derive tight upper bounds on the resulting robustness by utilising the Borell-TIS inequality, and propose algorithms for their computation. We evaluate our techniques on two examples, a GP regression problem and a fully-connected deep neural network, where we rely on weak convergence to GPs to study adversarial examples on the MNIST dataset.
Notions of safety for Gaussian processes have been recently studied in the context of system design for stochastic models (see, e.g. @cite_17 @cite_22 @cite_7 @cite_18 ). In @cite_7 , the authors synthesize safe controllers against specifications, which suffer from the issue illustrated in Example . Another related approach is that in @cite_18 , where the authors build on @cite_21 and introduce SAFEOPT, a Bayesian optimization algorithm that additionally guarantees that, for the optimized parameters, with high probability the resulting objective function (sampled from a GP) is greater than a threshold. However, they do not give guarantees against perturbation of the synthesized parameters. For instance, their method cannot guarantee that the resulting behaviour will still be safe and close to the optimal value if parameters corrupted by noise are applied. Our approach allows one to quantify such a probability. We should also stress that, while it is often the case that the guarantees provided by existing algorithms are statistical (i.e., given in terms of confidence intervals), the bounds presented in this paper are probabilistic.
@cite_18 @cite_22 @cite_7 @cite_21 @cite_17
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We consider sequential decision problems under uncertainty, where we seek to optimize an unknown function from noisy samples. This requires balancing exploration (learning about the objective) and exploitation (localizing the maximum), a problem well-studied in the multiarmed bandit literature. In many applications, however, we require that the sampled function values exceed some prespecified "safety" threshold, a requirement that existing algorithms fail to meet. Examples include medical applications where patient comfort must be guaranteed, recommender systems aiming to avoid user dissatisfaction, and robotic control, where one seeks to avoid controls causing physical harm to the platform. We tackle this novel, yet rich, set of problems under the assumption that the unknown function satisfies regularity conditions expressed via a Gaussian process prior. We develop an efficient algorithm called SAFEOPT, and theoretically guarantee its convergence to a natural notion of optimum reachable under safety constraints. We evaluate SAFEOPT on synthetic data, as well as two real applications: movie recommendation, and therapeutic spinal cord stimulation. Abstract Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity inherent in biological processes. A classical question in formal modelling with clear relevance to biological modelling is the model checking problem, i.e. calculate the probability that a behaviour, expressed for instance in terms of a certain temporal logic formula, may occur in a given stochastic process. However, one may not only be interested in the notion of satisfiability, but also in the capacity of a system to maintain a particular emergent behaviour unaffected by the perturbations, caused e.g. from extrinsic noise, or by possible small changes in the model parameters. To address this issue, researchers from the verification community have recently proposed several notions of robustness for temporal logic providing suitable definitions of distance between a trajectory of a (deterministic) dynamical system and the boundaries of the set of trajectories satisfying the property of interest. The contributions of this paper are twofold. First, we extend the notion of robustness to stochastic systems, showing that this naturally leads to a distribution of robustness degrees. By discussing three examples, we show how to approximate the distribution of the robustness degree and the average robustness . Secondly, we show how to exploit this notion to address the system design problem , where the goal is to optimise some control parameters of a stochastic model in order to maximise robustness of the desired specifications. Controller synthesis for hybrid systems that satisfy temporal specifications expressing various system properties is a challenging problem that has drawn the attention of many researchers. However, making the assumption that such temporal properties are deterministic is far from the reality. For example, many of the properties the controller has to satisfy are learned through machine learning techniques based on sensor input data. In this paper, we propose a new logic, Probabilistic Signal Temporal Logic (PrSTL), as an expressive language to define the stochastic properties, and enforce probabilistic guarantees on them. We further show how to synthesize safe controllers using this logic for cyber-physical systems under the assumption that the stochastic properties are based on a set of Gaussian random variables. One of the key distinguishing features of PrSTL is that the encoded logic is adaptive and changes as the system encounters additional data and updates its beliefs about the latent random variables that define the safety properties. We demonstrate our approach by synthesizing safe controllers under the PrSTL specifications for multiple case studies including control of quadrotors and autonomous vehicles in dynamic environments. Many applications require optimizing an unknown, noisy function that is expensive to evaluate. We formalize this task as a multiarmed bandit problem, where the payoff function is either sampled from a Gaussian process (GP) or has low norm in a reproducing kernel Hilbert space. We resolve the important open problem of deriving regret bounds for this setting, which imply novel convergence rates for GP optimization. We analyze an intuitive Gaussian process upper confidence bound (GP-UCB) algorithm, and bound its cumulative regret in terms of maximal in- formation gain, establishing a novel connection between GP optimization and experimental design. Moreover, by bounding the latter in terms of operator spectra, we obtain explicit sublinear regret bounds for many commonly used covariance functions. In some important cases, our bounds have surprisingly weak dependence on the dimensionality. In our experiments on real sensor data, GP-UCB compares favorably with other heuristical GP optimization approaches.