Reflections on Mathematical Economics in the Algorithmic Mode

Non-standard analysis can be harnessed by the recursion theorist. But as a computable economist, the conundrums of the Löwenheim-Skolem theorem and the associated Skolem paradox, seem to pose insurmountable epistemological difficulties against the use of algorithmic non-standard analysis. Discontinuities can be tamed by recursive analysis. This particular kind of taming may be a way out of the formidable obstacles created by the difficulties of Diophantine Decision Problems. Methods of existence proofs, used by the classical mathematician - even if not invoking the axiom of choice - cannot be shown to be equivalent to the exhibition of an instance in the sense of a constructive proof. These issues were prompted by the fertile and critical contributions to this special issue.

Approximations in Learning & Program Analysis

In this work we compare and contrast the approximations made in the problems of Data Compression, Program Analysis and Supervised Machine Learning. G\uf6del\u2019s Incompleteness Theorem mandates that any formal system rich enough to include integers will have unprovable truths. Thus non computable problems abound, including, but not limited to, Program Analysis, Data Compression and Machine Learning. Indeed, it can be shown that there are more non-computable functions than computable. Due to non- computability, precise solutions for these problems are not feasible, and only approximate solutions may be computed. Presently, each of these problems of Data Compression, Machine Learning and Program Analysis is studied independently. Each problem has it\u2019s own multitude of abstractions, algorithms and notions of tradeoffs among the various parameters. It would be interesting to have a unified framework, across disciplines, that makes explicit the abstraction specifications and ensuing tradeoffs. Such a framework would promote inter-disciplinary research and develop a unified body of knowledge to tackle non-computable problems. As a small step to that larger goal, we propose an Information Oriented Model of Computation that allows comparing the approximations used in Data Compression, Program Analysis and Machine Learning. To the best of our knowledge, this is the first work to propose a method for systematic comparison of approximations across disciplines. The model describes computation as set reconstruction. Non-computability is then presented as inability to perfectly reconstruct sets. In an effort to compare and contrast the approximations, select algorithms for Data Compression, Machine Learning and Program Analysis are analyzed using our model. We were able to relate the problems of Data Compression, Machine Learning and Program Analysis as specific instances of the general problem of approximate set reconstruction. We demonstrate the use of abstract interpreters in compression schemes. We then compare and contrast the approximations in Program Analysis and Supervised Machine Learning. We demonstrate the use of ordered structures, fixpoint equations and least fixpoint approximation computations, all characteristic of Abstract Interpretation (Program Analysis) in Machine Learning algorithms. We also present the idea that widening, like regression, is an inductive learner. Regression generalizes known states to a hypothesis. Widening generalizes abstract states on a iteration chain to a fixpoint. While Regression usually aims to minimize the total error (sum of false positives and false negatives), Widening aims for soundness and hence errs on the side of false positives to have zero false negatives. We use this duality to derive a generic widening operator from regression on the set of abstract states. The results of the dissertation are the first steps towards a unified approach to approximate computation. Consequently, our preliminary results lead to a lot more interesting questions, some of which we have tried to discuss in the concluding chapter

Representations versus numberings: on the relationship of two computability notions

AbstractThis paper gives an answer to Weihrauch's (Computability, Springer, Berlin, 1987) question whether and, if not always, when an effective map between the computable elements of two represented sets can be extended to a (partial) computable map between the represented sets. Examples are known showing that this is not possible in general. A condition is introduced and for countably based topological T0-spaces it is shown that exactly the (partial) effective maps meeting the requirement are extendable. For total effective maps the extra condition is satisfied in the standard cases of effectively given separable metric spaces and continuous directed-complete partial orders, in which the extendability is already known. In the first case a similar result holds also for partial effective maps, but not in the second

ADEV: Sound Automatic Differentiation of Expected Values of Probabilistic Programs

Optimizing the expected values of probabilistic processes is a central problem in computer science and its applications, arising in fields ranging from artificial intelligence to operations research to statistical computing. Unfortunately, automatic differentiation techniques developed for deterministic programs do not in general compute the correct gradients needed for widely used solutions based on gradient-based optimization. In this paper, we present ADEV, an extension to forward-mode AD that correctly differentiates the expectations of probabilistic processes represented as programs that make random choices. Our algorithm is a source-to-source program transformation on an expressive, higher-order language for probabilistic computation, with both discrete and continuous probability distributions. The result of our transformation is a new probabilistic program, whose expected return value is the derivative of the original program's expectation. This output program can be run to generate unbiased Monte Carlo estimates of the desired gradient, which can then be used within the inner loop of stochastic gradient descent. We prove ADEV correct using logical relations over the denotations of the source and target probabilistic programs. Because it modularly extends forward-mode AD, our algorithm lends itself to a concise implementation strategy, which we exploit to develop a prototype in just a few dozen lines of Haskell (https://github.com/probcomp/adev).Comment: to appear at POPL 202

Simplified Energy Landscape for Modularity Using Total Variation

Networks capture pairwise interactions between entities and are frequently used in applications such as social networks, food networks, and protein interaction networks, to name a few. Communities, cohesive groups of nodes, often form in these applications, and identifying them gives insight into the overall organization of the network. One common quality function used to identify community structure is modularity. In Hu et al. [SIAM J. App. Math., 73(6), 2013], it was shown that modularity optimization is equivalent to minimizing a particular nonconvex total variation (TV) based functional over a discrete domain. They solve this problem, assuming the number of communities is known, using a Merriman, Bence, Osher (MBO) scheme. We show that modularity optimization is equivalent to minimizing a convex TV-based functional over a discrete domain, again, assuming the number of communities is known. Furthermore, we show that modularity has no convex relaxation satisfying certain natural conditions. We therefore, find a manageable non-convex approximation using a Ginzburg Landau functional, which provably converges to the correct energy in the limit of a certain parameter. We then derive an MBO algorithm with fewer hand-tuned parameters than in Hu et al. and which is 7 times faster at solving the associated diffusion equation due to the fact that the underlying discretization is unconditionally stable. Our numerical tests include a hyperspectral video whose associated graph has 2.9x10^7 edges, which is roughly 37 times larger than was handled in the paper of Hu et al.Comment: 25 pages, 3 figures, 3 tables, submitted to SIAM J. App. Mat

Formal methods for resilient control

Many systems operate in uncertain, possibly adversarial environments, and their successful operation is contingent upon satisfying specific requirements, optimal performance, and ability to recover from unexpected situations. Examples are prevalent in many engineering disciplines such as transportation, robotics, energy, and biological systems. This thesis studies designing correct, resilient, and optimal controllers for discrete-time complex systems from elaborate, possibly vague, specifications. The first part of the contributions of this thesis is a framework for optimal control of non-deterministic hybrid systems from specifications described by signal temporal logic (STL), which can express a broad spectrum of interesting properties. The method is optimization-based and has several advantages over the existing techniques. When satisfying the specification is impossible, the degree of violation - characterized by STL quantitative semantics - is minimized. The computational limitations are discussed. The focus of second part is on specific types of systems and specifications for which controllers are synthesized efficiently. A class of monotone systems is introduced for which formal synthesis is scalable and almost complete. It is shown that hybrid macroscopic traffic models fall into this class. Novel techniques in modular verification and synthesis are employed for distributed optimal control, and their usefulness is shown for large-scale traffic management. Apart from monotone systems, a method is introduced for robust constrained control of networked linear systems with communication constraints. Case studies on longitudinal control of vehicular platoons are presented. The third part is about learning-based control with formal guarantees. Two approaches are studied. First, a formal perspective on adaptive control is provided in which the model is represented by a parametric transition system, and the specification is captured by an automaton. A correct-by-construction framework is developed such that the controller infers the actual parameters and plans accordingly for all possible future transitions and inferences. The second approach is based on hybrid model identification using input-output data. By assuming some limited knowledge of the range of system behaviors, theoretical performance guarantees are provided on implementing the controller designed for the identified model on the original unknown system

Nachweislich sichere Bewegungsplanung für autonome Fahrzeuge durch Echtzeitverifikation

This thesis introduces fail-safe motion planning as the first approach to guarantee legal safety of autonomous vehicles in arbitrary traffic situations. The proposed safety layer verifies whether intended trajectories comply with legal safety and provides fail-safe trajectories when intended trajectories result in safety-critical situations. The presented results indicate that the use of fail-safe motion planning can drastically reduce the number of traffic accidents.Die vorliegende Arbeit führt ein neuartiges Verifikationsverfahren ein, mit dessen Hilfe zum ersten Mal die verkehrsregelkonforme Sicherheit von autonomen Fahrzeugen gewährleistet werden kann. Das Verifikationsverfahren überprüft, ob geplante Trajektorien sicher sind und generiert Rückfalltrajektorien falls diese zu einer unsicheren Situation führen. Die Ergebnisse zeigen, dass die Verwendung des Verfahrens zu einer deutlichen Reduktion von Verkehrsunfällen führt

Line Defects, Tropicalization, and Multi-Centered Quiver Quantum Mechanics

We study BPS line defects in N=2 supersymmetric four-dimensional field theories. We focus on theories of "quiver type," those for which the BPS particle spectrum can be computed using quiver quantum mechanics. For a wide class of models, the renormalization group flow between defects defined in the ultraviolet and in the infrared is bijective. Using this fact, we propose a way to compute the BPS Hilbert space of a defect defined in the ultraviolet, using only infrared data. In some cases our proposal reduces to studying representations of a "framed" quiver, with one extra node representing the defect. In general, though, it is different. As applications, we derive a formula for the discontinuities in the defect renormalization group map under variations of moduli, and show that the operator product algebra of line defects contains distinguished subalgebras with universal multiplication rules. We illustrate our results in several explicit examples.Comment: 76 pages, 10 figures; v2: minor revisions, correction to Coulomb branch calculation for defects in SU(2) SY