Report
Formal Verification of Markov Processes with Learned Parameters
العنوان: | Formal Verification of Markov Processes with Learned Parameters |
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المؤلفون: | Maaz, Muhammad, Chan, Timothy C. Y. |
سنة النشر: | 2025 |
المجموعة: | Computer Science Mathematics |
مصطلحات موضوعية: | Computer Science - Machine Learning, Computer Science - Artificial Intelligence, Mathematics - Optimization and Control, 68Q60 (primary) 90C30, 60J20, 60J22 (secondary), F.4.1, G.1.6, I.2.3 |
الوصف: | We introduce the problem of formally verifying properties of Markov processes where the parameters are the output of machine learning models. Our formulation is general and solves a wide range of problems, including verifying properties of probabilistic programs that use machine learning, and subgroup analysis in healthcare modeling. We show that for a broad class of machine learning models, including linear models, tree-based models, and neural networks, verifying properties of Markov chains like reachability, hitting time, and total reward can be formulated as a bilinear program. We develop a decomposition and bound propagation scheme for solving the bilinear program and show through computational experiments that our method solves the problem to global optimality up to 100x faster than state-of-the-art solvers. We also release $\texttt{markovml}$, an open-source tool for building Markov processes, integrating pretrained machine learning models, and verifying their properties, available at https://github.com/mmaaz-git/markovml. Comment: 8 pages (main manuscript), 3 figures, 1 table |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/2501.15767 |
رقم الانضمام: | edsarx.2501.15767 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |