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Tengshun Yang

Publications and source records attributed to Tengshun Yang.

3 recordsLinked to original sources

Solving Stochastic Constraints by Oracle-based Gradient Descent and Interval Arithmetic

Stochastic constraints, which incorporate both deterministic parameters and random variables, extend classical deterministic constraints by explicitly accounting for uncertainty. These constraints are increasingly prevalent in data science, artificial intelligence, and bioinformatics; however, solving them requires addressing quantitative satisfaction problems that remain a significant challenge in computer science. In this paper, we propose a novel framework for deciding deterministic parameters that maximize the satisfaction probability. Our approach features a unique synergy between stochastic optimization and symbolic techniques: at the high level, it employs \emph{oracle-based stochastic gradient descent} to identify high-quality parameter candidates, while at the low level, it utilizes \emph{interval arithmetic} to compute rigorously certified lower bounds. This framework produces a sequence of sound and increasingly tight lower bounds for the true maximum satisfaction probability, supported by a high-probability convergence guarantee. We demonstrate the effectiveness and efficiency of our approach through its application to Stochastic Satisfiability Modulo Theories (SSMT) problems and a stochastic trajectory planning task.

cs.LO

Piecewise Analysis of Probabilistic Programs via $k$-Induction

In probabilistic program analysis, quantitative analysis aims at deriving tight numerical bounds for probabilistic properties such as expectation and assertion probability. Most previous works consider numerical bounds over the whole program state space monolithically and do not consider piecewise bounds. Not surprisingly, monolithic bounds are either conservative, or not expressive and succinct enough in general. To derive better bounds, we propose a novel approach for synthesizing piecewise bounds over probabilistic programs. First, we show how to extract useful piecewise information from latticed $k$-induction operators, and combine the piecewise information with Optional Stopping Theorem to obtain a general approach to derive piecewise bounds over probabilistic programs. Second, we develop algorithms to synthesize piecewise polynomial bounds, and show that the synthesis can be reduced to bilinear programming in the linear case, and soundly relaxed to semidefinite programming in the polynomial case. Experimental results show that our approach generates tight piecewise bounds for a wide range of benchmarks when compared with the state of the art.

cs.PL

Static Posterior Inference of Bayesian Probabilistic Programming via Polynomial Solving

In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this problem by Markov Chain Monte Carlo and variational inference, and therefore could not generate guaranteed outcomes within a finite time limit. Moreover, existing methods for exact inference either impose syntactic restrictions or cannot guarantee successful inference in general. In this work, we propose a novel automated approach to derive guaranteed bounds for NPD via polynomial solving. We first establish a fixed-point theorem for the wide class of score-at-end Bayesian probabilistic programs that terminate almost-surely and have a single bounded score statement at program termination. Then, we propose a multiplicative variant of Optional Stopping Theorem (OST) to address score-recursive Bayesian programs where score statements with weights greater than one could appear inside a loop. Finally, we use polynomial solving to implement our fixed-point theorem and OST variant. To improve the accuracy of the polynomial solving, we further propose a truncation operation and the synthesis of multiple bounds over various program inputs. Our approach can handle Bayesian probabilistic programs with unbounded while loops and continuous distributions with infinite supports. Experiments over a wide range of benchmarks show that compared with the most relevant approach (Beutner et al., PLDI 2022) for guaranteed NPD analysis via recursion unrolling, our approach is more time efficient and derives comparable or even tighter NPD bounds. Furthermore, our approach can handle score-recursive programs which previous approaches could not.

cs.PL