Bounded Expectations: Resource Analysis for Probabilistic Programs

This paper presents a new static analysis for deriving upper bounds on the expected resource consumption of probabilistic programs. The analysis is fully automatic and derives symbolic bounds that are multivariate polynomials of the inputs. The new technique combines manual state-of-the-art reasoning techniques for probabilistic programs with an effective method for automatic resource-bound analysis of deterministic programs. It can be seen as both, an extension of automatic amortized resource analysis (AARA) to probabilistic programs and an automation of manual reasoning for probabilistic programs that is based on weakest preconditions. As a result, bound inference can be reduced to off-the-shelf LP solving in many cases and automatically-derived bounds can be interactively extended with standard program logics if the automation fails. Building on existing work, the soundness of the analysis is proved with respect to an operational semantics that is based on Markov decision processes. The effectiveness of the technique is demonstrated with a prototype implementation that is used to automatically analyze 39 challenging probabilistic programs and randomized algorithms. Experimental results indicate that the derived constant factors in the bounds are very precise and even optimal for many programs

Typable Fragments of Polynomial Automatic Amortized Resource Analysis

Being a fully automated technique for resource analysis, automatic amortized resource analysis (AARA) can fail in returning worst-case cost bounds of programs, fundamentally due to the undecidability of resource analysis. For programmers who are unfamiliar with the technical details of AARA, it is difficult to predict whether a program can be successfully analyzed in AARA. Motivated by this problem, this article identifies classes of programs that can be analyzed in type-based polynomial AARA. Firstly, it is shown that the set of functions that are typable in univariate polynomial AARA coincides with the complexity class PTime. Secondly, the article presents a sufficient condition for typability that axiomatically requires every sub-expression of a given program to be polynomial-time. It is proved that this condition implies typability in multivariate polynomial AARA under some syntactic restrictions

Automatic Amortized Resource Analysis with Regular Recursive Types

The goal of automatic resource bound analysis is to statically infer symbolic bounds on the resource consumption of the evaluation of a program. A longstanding challenge for automatic resource analysis is the inference of bounds that are functions of complex custom data structures. This article builds on type-based automatic amortized resource analysis (AARA) to address this challenge. AARA is based on the potential method of amortized analysis and reduces bound inference to standard type inference with additional linear constraint solving, even when deriving non-linear bounds. A key component of AARA is resource functions that generate the space of possible bounds for values of a given type while enjoying necessary closure properties. Existing work on AARA defined such functions for many data structures such as lists of lists but the question of whether such functions exist for arbitrary data structures remained open. This work answers this questions positively by uniformly constructing resource polynomials for algebraic data structures defined by regular recursive types. These functions are a generalization of all previously proposed polynomial resource functions and can be seen as a general notion of polynomials for values of a given recursive type. A resource type system for FPC, a core language with recursive types, demonstrates how resource polynomials can be integrated with AARA while preserving all benefits of past techniques. The article also proposes the use of new techniques useful for stating the rules of this type system and proving it sound. First, multivariate potential annotations are stated in terms of free semimodules, substantially abstracting details of the presentation of annotations and the proofs of their properties. Second, a logical relation giving semantic meaning to resource types enables a proof of soundness by a single induction on typing derivations.Comment: 15 pages, 5 figures; to be published in LICS'2

Work Analysis with Resource-Aware Session Types

While there exist several successful techniques for supporting programmers in deriving static resource bounds for sequential code, analyzing the resource usage of message-passing concurrent processes poses additional challenges. To meet these challenges, this article presents an analysis for statically deriving worst-case bounds on the total work performed by message-passing processes. To decompose interacting processes into components that can be analyzed in isolation, the analysis is based on novel resource-aware session types, which describe protocols and resource contracts for inter-process communication. A key innovation is that both messages and processes carry potential to share and amortize cost while communicating. To symbolically express resource usage in a setting without static data structures and intrinsic sizes, resource contracts describe bounds that are functions of interactions between processes. Resource-aware session types combine standard binary session types and type-based amortized resource analysis in a linear type system. This type system is formulated for a core session-type calculus of the language SILL and proved sound with respect to a multiset-based operational cost semantics that tracks the total number of messages that are exchanged in a system. The effectiveness of the analysis is demonstrated by analyzing standard examples from amortized analysis and the literature on session types and by a comparative performance analysis of different concurrent programs implementing the same interface.Comment: 25 pages, 2 pages of references, 11 pages of appendix, Accepted at LICS 201

QUANTIFYING GAINS TO RISK DIVERSIFICATION USING CERTAINTY EQUIVALENCE IN A MEAN-VARIANCE MODEL: AN APPLICATION TO FLORIDA CITRUS

The marginal benefit and cost of diversification for Florida orange producers is analyzed using certainty equivalents. Results indicate that for moderate and high levels of risk aversion, diversification into strawberry, grapefruit, or additional orange production is not optimal. However, moderately risk averse Florida orange producers can gain by diversifying into grapefruit production if the annual amortized fixed costs can be reduced by as little as 10 percent.Risk and Uncertainty,

A Simple and Scalable Static Analysis for Bound Analysis and Amortized Complexity Analysis

We present the first scalable bound analysis that achieves amortized complexity analysis. In contrast to earlier work, our bound analysis is not based on general purpose reasoners such as abstract interpreters, software model checkers or computer algebra tools. Rather, we derive bounds directly from abstract program models, which we obtain from programs by comparatively simple invariant generation and symbolic execution techniques. As a result, we obtain an analysis that is more predictable and more scalable than earlier approaches. Our experiments demonstrate that our analysis is fast and at the same time able to compute bounds for challenging loops in a large real-world benchmark. Technically, our approach is based on lossy vector addition systems (VASS). Our bound analysis first computes a lexicographic ranking function that proves the termination of a VASS, and then derives a bound from this ranking function. Our methodology achieves amortized analysis based on a new insight how lexicographic ranking functions can be used for bound analysis