Algorithmic Analysis of Qualitative and Quantitative Termination Problems for Affine Probabilistic Programs

In this paper, we consider termination of probabilistic programs with real-valued variables. The questions concerned are: 1. qualitative ones that ask (i) whether the program terminates with probability 1 (almost-sure termination) and (ii) whether the expected termination time is finite (finite termination); 2. quantitative ones that ask (i) to approximate the expected termination time (expectation problem) and (ii) to compute a bound B such that the probability to terminate after B steps decreases exponentially (concentration problem). To solve these questions, we utilize the notion of ranking supermartingales which is a powerful approach for proving termination of probabilistic programs. In detail, we focus on algorithmic synthesis of linear ranking-supermartingales over affine probabilistic programs (APP's) with both angelic and demonic non-determinism. An important subclass of APP's is LRAPP which is defined as the class of all APP's over which a linear ranking-supermartingale exists. Our main contributions are as follows. Firstly, we show that the membership problem of LRAPP (i) can be decided in polynomial time for APP's with at most demonic non-determinism, and (ii) is NP-hard and in PSPACE for APP's with angelic non-determinism; moreover, the NP-hardness result holds already for APP's without probability and demonic non-determinism. Secondly, we show that the concentration problem over LRAPP can be solved in the same complexity as for the membership problem of LRAPP. Finally, we show that the expectation problem over LRAPP can be solved in 2EXPTIME and is PSPACE-hard even for APP's without probability and non-determinism (i.e., deterministic programs). Our experimental results demonstrate the effectiveness of our approach to answer the qualitative and quantitative questions over APP's with at most demonic non-determinism.Comment: 24 pages, full version to the conference paper on POPL 201

Synthesizing Probabilistic Invariants via Doob's Decomposition

When analyzing probabilistic computations, a powerful approach is to first find a martingale---an expression on the program variables whose expectation remains invariant---and then apply the optional stopping theorem in order to infer properties at termination time. One of the main challenges, then, is to systematically find martingales. We propose a novel procedure to synthesize martingale expressions from an arbitrary initial expression. Contrary to state-of-the-art approaches, we do not rely on constraint solving. Instead, we use a symbolic construction based on Doob's decomposition. This procedure can produce very complex martingales, expressed in terms of conditional expectations. We show how to automatically generate and simplify these martingales, as well as how to apply the optional stopping theorem to infer properties at termination time. This last step typically involves some simplification steps, and is usually done manually in current approaches. We implement our techniques in a prototype tool and demonstrate our process on several classical examples. Some of them go beyond the capability of current semi-automatic approaches

Finding polynomial loop invariants for probabilistic programs

Quantitative loop invariants are an essential element in the verification of probabilistic programs. Recently, multivariate Lagrange interpolation has been applied to synthesizing polynomial invariants. In this paper, we propose an alternative approach. First, we fix a polynomial template as a candidate of a loop invariant. Using Stengle's Positivstellensatz and a transformation to a sum-of-squares problem, we find sufficient conditions on the coefficients. Then, we solve a semidefinite programming feasibility problem to synthesize the loop invariants. If the semidefinite program is unfeasible, we backtrack after increasing the degree of the template. Our approach is semi-complete in the sense that it will always lead us to a feasible solution if one exists and numerical errors are small. Experimental results show the efficiency of our approach.Comment: accompanies an ATVA 2017 submissio

Proving uniformity and independence by self-composition and coupling

Proof by coupling is a classical proof technique for establishing probabilistic properties of two probabilistic processes, like stochastic dominance and rapid mixing of Markov chains. More recently, couplings have been investigated as a useful abstraction for formal reasoning about relational properties of probabilistic programs, in particular for modeling reduction-based cryptographic proofs and for verifying differential privacy. In this paper, we demonstrate that probabilistic couplings can be used for verifying non-relational probabilistic properties. Specifically, we show that the program logic pRHL---whose proofs are formal versions of proofs by coupling---can be used for formalizing uniformity and probabilistic independence. We formally verify our main examples using the EasyCrypt proof assistant

Generating Functions for Probabilistic Programs

This paper investigates the usage of generating functions (GFs) encoding measures over the program variables for reasoning about discrete probabilistic programs. To that end, we define a denotational GF-transformer semantics for probabilistic while-programs, and show that it instantiates Kozen's seminal distribution transformer semantics. We then study the effective usage of GFs for program analysis. We show that finitely expressible GFs enable checking super-invariants by means of computer algebra tools, and that they can be used to determine termination probabilities. The paper concludes by characterizing a class of -- possibly infinite-state -- programs whose semantics is a rational GF encoding a discrete phase-type distribution

Ranking and Repulsing Supermartingales for Reachability in Probabilistic Programs

Computing reachability probabilities is a fundamental problem in the analysis of probabilistic programs. This paper aims at a comprehensive and comparative account on various martingale-based methods for over- and under-approximating reachability probabilities. Based on the existing works that stretch across different communities (formal verification, control theory, etc.), we offer a unifying account. In particular, we emphasize the role of order-theoretic fixed points---a classic topic in computer science---in the analysis of probabilistic programs. This leads us to two new martingale-based techniques, too. We give rigorous proofs for their soundness and completeness. We also make an experimental comparison using our implementation of template-based synthesis algorithms for those martingales

IST Austria Technical Report

We consider the problem of developing automated techniques to aid the average-case complexity analysis of programs. Several classical textbook algorithms have quite efficient average-case complexity, whereas the corresponding worst-case bounds are either inefficient (e.g., QUICK-SORT), or completely ineffective (e.g., COUPONCOLLECTOR). Since the main focus of average-case analysis is to obtain efficient bounds, we consider bounds that are either logarithmic, linear, or almost-linear (O(log n), O(n), O(n · log n), respectively, where n represents the size of the input). Our main contribution is a sound approach for deriving such average-case bounds for randomized recursive programs. Our approach is efficient (a simple linear-time algorithm), and it is based on (a) the analysis of recurrence relations induced by randomized algorithms, and (b) a guess-and-check technique. Our approach can infer the asymptotically optimal average-case bounds for classical randomized algorithms, including RANDOMIZED-SEARCH, QUICKSORT, QUICK-SELECT, COUPON-COLLECTOR, where the worstcase bounds are either inefficient (such as linear as compared to logarithmic of average-case, or quadratic as compared to linear or almost-linear of average-case), or ineffective. We have implemented our approach, and the experimental results show that we obtain the bounds efficiently for various classical algorithms

Non-polynomial Worst-Case Analysis of Recursive Programs

We study the problem of developing efficient approaches for proving worst-case bounds of non-deterministic recursive programs. Ranking functions are sound and complete for proving termination and worst-case bounds of nonrecursive programs. First, we apply ranking functions to recursion, resulting in measure functions. We show that measure functions provide a sound and complete approach to prove worst-case bounds of non-deterministic recursive programs. Our second contribution is the synthesis of measure functions in nonpolynomial forms. We show that non-polynomial measure functions with logarithm and exponentiation can be synthesized through abstraction of logarithmic or exponentiation terms, Farkas' Lemma, and Handelman's Theorem using linear programming. While previous methods obtain worst-case polynomial bounds, our approach can synthesize bounds of the form $\mathcal{O}(n\log n)$ as well as $\mathcal{O}(n^r)$ where $r$ is not an integer. We present experimental results to demonstrate that our approach can obtain efficiently worst-case bounds of classical recursive algorithms such as (i) Merge-Sort, the divide-and-conquer algorithm for the Closest-Pair problem, where we obtain $\mathcal{O}(n \log n)$ worst-case bound, and (ii) Karatsuba's algorithm for polynomial multiplication and Strassen's algorithm for matrix multiplication, where we obtain $\mathcal{O}(n^r)$ bound such that $r$ is not an integer and close to the best-known bounds for the respective algorithms.Comment: 54 Pages, Full Version to CAV 201