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Detection and Quantification of Events in Stochastic Systems PhD defense, Hugo Bazille Under the supervision of Eric Fabre and Blaise Genest December 2nd, 2019 PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 1 / 48

Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

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Page 1: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Detection and Quantification ofEvents in Stochastic Systems

PhD defense, Hugo Bazille

Under the supervision of Eric Fabre and Blaise Genest

December 2nd, 2019

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 1 / 48

Page 2: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Context

Rise of the machines...

We rely more and more on automatized processes:

Banking Transportation Communication Health

... and the problems they induce

Security

Efficiency

Confidentiality

...

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 2 / 48

Page 3: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Imperfect information

In most systems, exact state is not known

Cost of sensors,

Opacity...

Challenge

We want to know if it is possible to recover some hidden information!

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 3 / 48

Page 4: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Imperfect information

In most systems, exact state is not known

Cost of sensors,

Opacity...

Challenge

We want to know if it is possible to recover some hidden information!

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 3 / 48

Page 5: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Imperfect information

In most systems, exact state is not known

Cost of sensors,

Opacity...

Challenge

We want to know if it is possible to recover some hidden information!

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 3 / 48

Page 6: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Imperfect information

In most systems, exact state is not known

Cost of sensors,

Opacity...

Challenge

We want to know if it is possible to recover some hidden information!

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 3 / 48

Page 7: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Historically: qualitative verification

Can one always recover some hidden information on this system?

A huge background literature on...

Deductive verification

Testing

Model-checking

Each approach has its advantages/drawbacks:For Model-checking, fully automated but need for a model.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 4 / 48

Page 8: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Recently: quantitative verification

Important quantitative properties

How likely can one recover some hidden information on this system?

How fast?

Quantification using stochastic models

Natural way to quantify for questions such as “how likely”: aprobability,

Natural representation for many real systems, eg telecommunications.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 5 / 48

Page 9: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Recently: quantitative verification

Important quantitative properties

How likely can one recover some hidden information on this system?

How fast?

Quantification using stochastic models

Natural way to quantify for questions such as “how likely”: aprobability,

Natural representation for many real systems, eg telecommunications.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 5 / 48

Page 10: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Model: Labeled Markov Chains

In this talk: discrete states, discrete time.

LMC

Markov chain with labels representing observations,

Sum of outgoing transition probabilities is 1.

xstart y

z

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12

Same expressive power as Hidden Markov Models (used in controlcommunity).The model is assumed to be known, but it may not be easy to obtain.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 6 / 48

Page 11: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Introduction

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 7 / 48

Page 12: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 8 / 48

Page 13: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

Diagnosability

Diagnosability

Ability to retrieve a binary information (occurrence of a “fault”) from anobservation of the system. In this talk: permanent faults.

s0start

s1

s2

s3

safefaulty

a, 12

a, 14

a, 14 a, 1

2

a, 1

b, 1

a, 12

aaaaab is faulty and non ambiguous: can diagnose.aaaaa is ambiguous: cannot diagnose.Can we detect any fault occurrence in bounded time?

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 9 / 48

Page 14: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

Diagnosability

Diagnosability

Ability to retrieve a binary information (occurrence of a “fault”) from anobservation of the system. In this talk: permanent faults.

s0start

s1

s2

s3

safefaulty

a, 12

a, 14

a, 14 a, 1

2

a, 1

b, 1

a, 12

aaaaab is faulty and non ambiguous: can diagnose.aaaaa is ambiguous: cannot diagnose.Can we detect any fault occurrence in bounded time?

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 9 / 48

Page 15: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

Faults and diagnosis

An LMC is

diagnosable if there is no faulty ambiguous infinite execution,

A-diagnosable if the probability of faulty ambiguous infinite executionis 0.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 10 / 48

Page 16: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

Diagnosability and twin machine

Twin machine

Synchronized (unprobabilized) product A1 × A1C .

s0start

s1

s2

s3

a, 12

a, 14

a, 14 a, 1

2

a, 1

b, 1

a, 12

s0, s0start

s1, s1

s2, s1

s3, s1

faulty ambiguous

aa

a a

a

a

LMC A1 its twin machine

Theorem[YL02]

A1 is diagnosable if there is no faulty ambiguous loop in the twin machine.(NLOGSPACE complete)

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 11 / 48

Page 17: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

Diagnosability and twin machine

Twin machine

Synchronized (unprobabilized) product A1 × A1C .

s0start

s1

s2

s3

a, 12

a, 14

a, 14 a, 1

2

a, 1

b, 1

a, 12

s0, s0start

s1, s1

s2, s1

s3, s1

faulty ambiguous

aa

a a

a

a

LMC A1 its twin machine

Theorem[YL02]

A1 is diagnosable if there is no faulty ambiguous loop in the twin machine.(NLOGSPACE complete)

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 11 / 48

Page 18: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

A-diagnosability and diagnoser

Diagnoser

Synchronized product A1 × 2A1 .

s0, {s0}start

s1,Q

s2,Q

s3,Q

s2, {s2}

Q = {s1, s2, s3}

a, 12

a, 14

a, 14

a, 12

b, 12

a, 1

b, 1

a, 12

Theorem[BHL14]

A1 is A-diagnosable if there is no faulty ambiguous loop in a BSCC of thediagnoser. (PSPACE-complete)

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 12 / 48

Page 19: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability State of the art

A-diagnosability and diagnoser

Diagnoser

Synchronized product A1 × 2A1 .

s0, {s0}start

s1,Q

s2,Q

s3,Q

s2, {s2}

Q = {s1, s2, s3}

a, 12

a, 14

a, 14

a, 12

b, 12

a, 1

b, 1

a, 12

Theorem[BHL14]

A1 is A-diagnosable if there is no faulty ambiguous loop in a BSCC of thediagnoser. (PSPACE-complete)

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 12 / 48

Page 20: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 13 / 48

Page 21: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Quantitative diagnosis

What can we say when not all faulty executions are diagnosable?What can we say about the time between a fault and its detection?

s0, {s0}start

s1,Q

s2,Q

s3,Q

s2, {s2}

Q = {s1, s2, s3}

a, 12

a, 14

a, 14

a, 12

b

a, 1

b, 1

a, 12

Probability of diagnosis: 1Mean time before detection (conditionally to detection occurring): 2

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 14 / 48

Page 22: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Quantitative diagnosis

What can we say when not all faulty executions are diagnosable?What can we say about the time between a fault and its detection?

s0, {s0}start

s1,Q

s2,Q

s3,Q

s2, {s2}

Q = {s1, s2, s3}

a, 12

a, 14

a, 14

a, 12

b

a, 1

b, 1

a, 12

Probability of diagnosis: 1Mean time before detection (conditionally to detection occurring): 2

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 14 / 48

Page 23: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Probability distribution

Be more precise than mean time?Can we have the whole probability distribution of time to diagnosis?

TimeSpace of trajectories

0 1 2 3 4 5 60

0.2

0.4

0.6

Probability distribution of detection delay

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 15 / 48

Page 24: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Moments

A computable quantity: moments

Moment of order n: µn = E[X n] =∑

xn P(x)

Mean time: µ1. Variance: µ2 − µ21...

Concentration bounds

Markov’s inequality: P(|X | ≥ α) ≤ µnαn

0 2 4 60

0.5

1T95%

Approximate the distribution?

0 2 4 60

0.2

0.4

0.6

Theorem [CDC17,FoSSaCS18]

One can compute the n first moments of the detection time distribution.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 16 / 48

Page 25: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Moments

A computable quantity: moments

Moment of order n: µn = E[X n] =∑

xn P(x)

Mean time: µ1. Variance: µ2 − µ21...

Concentration bounds

Markov’s inequality: P(|X | ≥ α) ≤ µnαn

0 2 4 60

0.5

1T95%

Approximate the distribution?

0 2 4 60

0.2

0.4

0.6

Theorem [CDC17,FoSSaCS18]

One can compute the n first moments of the detection time distribution.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 16 / 48

Page 26: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Moments

A computable quantity: moments

Moment of order n: µn = E[X n] =∑

xn P(x)

Mean time: µ1. Variance: µ2 − µ21...

Concentration bounds

Markov’s inequality: P(|X | ≥ α) ≤ µnαn

0 2 4 60

0.5

1T95%

Approximate the distribution?

0 2 4 60

0.2

0.4

0.6

Theorem [CDC17,FoSSaCS18]

One can compute the n first moments of the detection time distribution.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 16 / 48

Page 27: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Quantitative diagnosis

Moments

A computable quantity: moments

Moment of order n: µn = E[X n] =∑

xn P(x)

Mean time: µ1. Variance: µ2 − µ21...

Concentration bounds

Markov’s inequality: P(|X | ≥ α) ≤ µnαn

0 2 4 60

0.5

1T95%

Approximate the distribution?

0 2 4 60

0.2

0.4

0.6

Theorem [CDC17,FoSSaCS18]

One can compute the n first moments of the detection time distribution.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 16 / 48

Page 28: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 17 / 48

Page 29: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Combination of trajectories

Moment of order n on paths length of Π:

µn(Π) =∑

π∈Π |π|n P(π)

For disjoint union of paths

µn(Π1 ] Π2) = µn(Π1) + µn(Π2)

Π1

Π2

s

For concatenated paths

µn(Π1.Π2) =∑n

i=0

(ni

)µi (Π1)µn−i (Π2)

Π1 Π2

s

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 18 / 48

Page 30: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Deducing an appropriate semi-ring

Using adapted semiring: (R,⊕,⊗, 0, 1)Should represent :w(Π) = (

∑π∈Π P(π),

∑π∈Π P(π)|π|,

∑π∈Π P(π)|π|2, . . . )

Example for first two moments:

(x1, y1, z1)⊕ (x2, y2, z2) = (x1 + x2, y1 + y2, z1 + z2)(x1, y1, z1)⊗ (x2, y2, z2) = (x1x2, x1y2 + x2y1, x1z2 + 2y1y2 + x2z1)

Can be generalized for any number of moments with extended semirings.

Integration over a set of paths

w(π) =⊗

t w(t)w(Π) =

⊕π∈Π w(π)

Designing a recursive algorithm based on this information.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 19 / 48

Page 31: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Deducing an appropriate semi-ring

Using adapted semiring: (R,⊕,⊗, 0, 1)Should represent :w(Π) = (

∑π∈Π P(π),

∑π∈Π P(π)|π|,

∑π∈Π P(π)|π|2, . . . )

Example for first two moments:

(x1, y1, z1)⊕ (x2, y2, z2) = (x1 + x2, y1 + y2, z1 + z2)(x1, y1, z1)⊗ (x2, y2, z2) = (x1x2, x1y2 + x2y1, x1z2 + 2y1y2 + x2z1)

Can be generalized for any number of moments with extended semirings.

Integration over a set of paths

w(π) =⊗

t w(t)w(Π) =

⊕π∈Π w(π)

Designing a recursive algorithm based on this information.

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 19 / 48

Page 32: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Adaptation of Floyd Warshall algorithm

s sk s ′

Including all states one by one:w(Πk(s, s ′)) =w(Πk−1(s, s ′))⊕ w(Πk−1(s, sk))⊗ w(Πk−1(sk , sk))∗ ⊗ w(Πk−1(sk , s

′))

Theorem [CDC17,FoSSaCS18]

There is a polynomial algorithm that computes the m first moments of thedetection time distribution in a diagnoser with |S | states.Complexity : O(m2|S |3)

CDC17: Diagnosability Degree of Stochastic Discrete Event Systems, with Eric Fabre and BlaiseGenestFoSSaCS18: Symbolically Quantifying Response Time in Stochastic Models using Moments andSemirings, with Eric Fabre and Blaise Genest

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 20 / 48

Page 33: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Adaptation of Floyd Warshall algorithm

s sk s ′

Including all states one by one:w(Πk(s, s ′)) =w(Πk−1(s, s ′))⊕ w(Πk−1(s, sk))⊗ w(Πk−1(sk , sk))∗ ⊗ w(Πk−1(sk , s

′))

Theorem [CDC17,FoSSaCS18]

There is a polynomial algorithm that computes the m first moments of thedetection time distribution in a diagnoser with |S | states.Complexity : O(m2|S |3)

CDC17: Diagnosability Degree of Stochastic Discrete Event Systems, with Eric Fabre and BlaiseGenestFoSSaCS18: Symbolically Quantifying Response Time in Stochastic Models using Moments andSemirings, with Eric Fabre and Blaise Genest

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 20 / 48

Page 34: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Results on the use of moments

Concentration bounds [FoSSaCS18]

Given any two moments, one can compute optimal concentration bounds.

Ex: Tb = µ1 +√

1−αα (µ2 − µ2

1).

0 2 4 60

0.5

1TMkTb

Approximate the time distribution [FoSSaCS18]

The detection time distribution is totally determined by its moments.

One can approximate this distribution.

FoSSaCS18: Symbolically Quantifying Response Time in Stochastic Models using Moments andSemirings, with Eric Fabre and Blaise Genest

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 21 / 48

Page 35: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Diagnosability Computing the moments

Results on the use of moments

Concentration bounds [FoSSaCS18]

Given any two moments, one can compute optimal concentration bounds.

Ex: Tb = µ1 +√

1−αα (µ2 − µ2

1).

0 2 4 60

0.5

1TMkTb

Approximate the time distribution [FoSSaCS18]

The detection time distribution is totally determined by its moments.

One can approximate this distribution.

FoSSaCS18: Symbolically Quantifying Response Time in Stochastic Models using Moments andSemirings, with Eric Fabre and Blaise Genest

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 21 / 48

Page 36: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Classification Problem statement

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 22 / 48

Page 37: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Classification Problem statement

Classification

Classification

Being able to retrieve the source of an observation among several choices.

Let us take a randomly generated sequence:

“Despite the constant negative press covfefe”

Which stochastic system produced it?

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 23 / 48

Page 38: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Classification Problem statement

Classification

Classification

Being able to retrieve the source of an observation among several choices.

Let us take a randomly generated sequence:

“Despite the constant negative press covfefe”

Which stochastic system produced it?

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 23 / 48

Page 39: Detection and Quanti cation of Events in Stochastic Systemspeople.rennes.inria.fr/Hugo.Bazille/hugo_bazille_PhDslides.pdf · PhD defense, Hugo Bazille Detection and Quanti cation

Classification Problem statement

Classification

Classification

Being able to retrieve the source of an observation among several choices.

Let us take a randomly generated sequence:

“Despite the constant negative press covfefe”

Which stochastic system produced it?

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Classification Problem statement

Classification: more formally

Classification

Given one system chosen at random between A1,A2 and an observation wproduced by an execution of this system, decide which one was chosen.

start

x1

a, 110 , b,

910

x2

a, 910 , c ,

110

A1 A2

aaaab → A1.

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Classification Problem statement

Different classifications

Classifier

Function f : Σ∗ → {1, 2}

Does there exist f that answers correctly...

For sure: eventually

Almost sure: eventually with probability 1

Limit sure: with arbitrarily high confidence

x2

A2

b, 110 , c ,

910

x1

A1

a, 110 , b,

910

not surealmost surenot almost sure“limit sure”x1

A1

a, 110 , b,

910

x3

A3

a, 910 , b,

110

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Classification Problem statement

Different classifications

Classifier

Function f : Σ∗ → {1, 2}

Does there exist f that answers correctly...

For sure: eventually

Almost sure: eventually with probability 1

Limit sure: with arbitrarily high confidence

x2

A2

b, 110 , c ,

910

x1

A1

a, 110 , b,

910

not surealmost surenot almost sure“limit sure”x1

A1

a, 110 , b,

910

x3

A3

a, 910 , b,

110

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Classification Problem statement

Different classifications

Classifier

Function f : Σ∗ → {1, 2}

Does there exist f that answers correctly...

For sure: eventually

Almost sure: eventually with probability 1

Limit sure: with arbitrarily high confidence

x2

A2

b, 110 , c ,

910

x1

A1

a, 110 , b,

910

not surealmost surenot almost sure“limit sure”x1

A1

a, 110 , b,

910

x3

A3

a, 910 , b,

110

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Classification Problem statement

Different classifications

Classifier

Function f : Σ∗ → {1, 2}

Does there exist f that answers correctly...

For sure: eventually

Almost sure: eventually with probability 1

Limit sure: with arbitrarily high confidence

x2

A2

b, 110 , c ,

910

x1

A1

a, 110 , b,

910

not surealmost surenot almost sure“limit sure”x1

A1

a, 110 , b,

910

x3

A3

a, 910 , b,

110

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Classification Problem statement

Sure and almost-sure classification: easy problems

Theorem [YL02]

Sure classification is decidable in NLOGSPACE.

Theorem [BHL14]

Almost sure classification is PSPACE-complete.

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Classification Problem statement

Limit-sure classification

Two LMCs A1,A2 are limit-sure classifiable iff there exists a classifier, fsuch that P(ρ run of A1 of size k | f (obs(ρ)) = 2)→k→∞ 0, and similarlyfor ρ run of A2.

x1

A1

a, 910 , b,

110

x3

A3

a, 110 , b,

910

a limit-sure classifier f : outputs A1 if the proportion of a is greater than1/2, A2 else.

In general, use Maximum A Posteriori: MAP(w) = 1⇔ P1(w) > P2(w).

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Classification State of the art

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

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Classification State of the art

Language equivalence

Equivalence between stochastic languages

A1 ≡ A2 iff for all w ∈ Σ∗, P1(w) = P2(w).

Equivalence ⇒ non-classifiability.

Theorem [Bal93]

Checking equivalence between languages of two LMCs is PTIME.

Similar to [Tze89] for equivalence of PFAs.

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Classification State of the art

Related work: 1) Distinguishability

Monitor [KP16]

Function Mon : Σ∗ → {⊥, 1} such that if Mon(u) = 1 then for all v ,Mon(uv) = 1.

L(Mon) = {w ,Mon(w) = 1} ⊆ Σ∞.

Distinguishability for LMCs [KP16]

The LMCs A1,A2 are distinguishable if for all ε > 0 there exists a monitorMon such that PA1(L(Mon)) > 1− ε and PA2(L(Mon)) < ε.

Equivalent to limit-sure classification for LMCs.

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Classification State of the art

Related work: 1) Distinguishability

Theorem [CK14,KP16]

Distinguishability is PTIME.

Total variation metric between two LMCs:

TVM(A1,A2) = supW⊆Σ∞(P1(W )− P2(W ))

Theorem [KP16]

Checking distinguishability ⇔ checking TVM(A1,A2) = 1.

Theorem [CK14]

Checking if TVM(A1,A2) = 1 is PTIME.

Idea: find two equivalent (reachable) subdistributions.

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Classification State of the art

Related work: 1) Distinguishability

Theorem [CK14,KP16]

Distinguishability is PTIME.

Total variation metric between two LMCs:

TVM(A1,A2) = supW⊆Σ∞(P1(W )− P2(W ))

Theorem [KP16]

Checking distinguishability ⇔ checking TVM(A1,A2) = 1.

Theorem [CK14]

Checking if TVM(A1,A2) = 1 is PTIME.

Idea: find two equivalent (reachable) subdistributions.

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Classification State of the art

Related work: 1) Distinguishability

Theorem [CK14,KP16]

Distinguishability is PTIME.

Total variation metric between two LMCs:

TVM(A1,A2) = supW⊆Σ∞(P1(W )− P2(W ))

Theorem [KP16]

Checking distinguishability ⇔ checking TVM(A1,A2) = 1.

Theorem [CK14]

Checking if TVM(A1,A2) = 1 is PTIME.

Idea: find two equivalent (reachable) subdistributions.

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Classification State of the art

Related work: 2) initial step opacity

Probabilistic system opacity [KH18]∑w∈Σn min(P1(w),P2(w))→n 0?, ie the probability to make an error by

using the MAP decreases to 0 with the size of the observation.

Equivalent to limit-sure classification for LMCs.

Focus on the stationary distribution of the underlying Markov Chain.

x2start

a, 1/2, b, 1/21

x1start y1 start

a, 1/2 b, 1/2

a, 1/2

b, 1/21/2 1/2

1/2

1/2

Stationary distribution: (1/2, 1/2) Stationary distribution: (1)

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Classification State of the art

Related work: 2) initial step opacity

Probabilistic system opacity [KH18]∑w∈Σn min(P1(w),P2(w))→n 0?, ie the probability to make an error by

using the MAP decreases to 0 with the size of the observation.

Equivalent to limit-sure classification for LMCs.Focus on the stationary distribution of the underlying Markov Chain.

x2start

a, 1/2, b, 1/21

x1start y1 start

a, 1/2 b, 1/2

a, 1/2

b, 1/21/2 1/2

1/2

1/2

Stationary distribution: (1/2, 1/2) Stationary distribution: (1)

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Classification State of the art

Related work: 2) initial step opacity

Probabilistic system opacity [KH18]∑w∈Σn min(P1(w),P2(w))→n 0?, ie the probability to make an error by

using the MAP decreases to 0 with the size of the observation.

Equivalent to limit-sure classification for LMCs.Focus on the stationary distribution of the underlying Markov Chain.

x2start

a, 1/2, b, 1/21

x1start y1 start

a, 1/2 b, 1/2

a, 1/2

b, 1/21/2 1/2

1/2

1/2

Stationary distribution: (1/2, 1/2) Stationary distribution: (1)

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Classification State of the art

Related work: 2) initial step opacity

Theorem [KH18]

Suppose A1,A2 start in their stationary distribution and are ergodic:A1 and A2 are not limit-sure classifiable iff A1 ≡ A2.

Also, if for all state s, σ1(s) > 0, σ2(s) > 0 then

A1 and A2 are not classifiable iff

A1 and A2 are equivalent from stationary distribution.

x2startA1

a, 1/2, b, 1/2

x1 y1start start A2

a, 1/2 b, 1/2

a, 1/2

b, 1/2

A1 from stationary distribution ≡ A2 from stationary distribution.Hence, cannot limit-sure classify between them.

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Classification State of the art

Related work: 2) initial step opacity

Theorem [KH18]

Suppose A1,A2 start in their stationary distribution and are ergodic:A1 and A2 are not limit-sure classifiable iff A1 ≡ A2.Also, if for all state s, σ1(s) > 0, σ2(s) > 0 then

A1 and A2 are not classifiable iff

A1 and A2 are equivalent from stationary distribution.

x2startA1

a, 1/2, b, 1/2

x1 y1start start A2

a, 1/2 b, 1/2

a, 1/2

b, 1/2

A1 from stationary distribution ≡ A2 from stationary distribution.Hence, cannot limit-sure classify between them.

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Classification State of the art

Related work: 2) initial step opacity

Theorem [KH18]

Suppose A1,A2 start in their stationary distribution and are ergodic:A1 and A2 are not limit-sure classifiable iff A1 ≡ A2.Also, if for all state s, σ1(s) > 0, σ2(s) > 0 then

A1 and A2 are not classifiable iff

A1 and A2 are equivalent from stationary distribution.

x2startA1

a, 1/2, b, 1/2

x1 y1start start A2

a, 1/2 b, 1/2

a, 1/2

b, 1/2

A1 from stationary distribution ≡ A2 from stationary distribution.Hence, cannot limit-sure classify between them.

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Classification State of the art

Related work: 2) initial step opacity

In general, the assumption that all states are initial is crucial.

x1 y1

A1

start

a, 1/2

b, 1/2

a, 1/2 b, 1/2 x2 y2

A2

start

a, 1/2

b, 1/2

a, 1/2 b, 1/2

Stationary distribution: (1/2, 1/2) Stationary distribution: (1/2, 1/2)

A1 from stationary distribution ≡ A2 from stationary distribution.But the first letter is enough to classify!

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Classification Stationary distributions for LMCs

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

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Classification Stationary distributions for LMCs

Our goal

Our goal

Generalize the idea of [KH18],

Obtain a general and efficient algorithm and compare with[CK14,KP16].

Problem: all states of the LMC are not always reachable from oneobservation!

Our idea: consider stationary distributions given the set of states thesystem can be in after the observation.

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Classification Stationary distributions for LMCs

Bw : the possible states after observation w

Consider beliefs Bw = {s | s0 →w s} for all observation w .Ex: Ba = {x , y}

We will consider statistics knowing we are in belief B.

xstart y

z

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12

{x}

start

{z}{x, y}a

a

b

b

a

A 2A =Observer(A)

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Classification Stationary distributions for LMCs

Markov chain MB induced by a belief B

Markov chain MB

MB(y , x) is the probability in A× 2A to reach (x ,B) from (y ,B) withoutseeing ( ,B) in-between.

x, {x}start

x, {x, y} y, {x, y}

z, {z}

A× 2A

a, 12 a, 1

2

a, 12

a, 12

a, 12

b, 12

b, 14

b, 14

a, 12

M{x ,y}

x, {x, y} y, {x, y}

12

12

14

34 = 1

2 (a) + 14 (ba∗b)

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Classification Stationary distributions for LMCs

Stationary distribution wrt a belief

Stationary distribution wrt a belief

Let σB be the stationary distribution of MB.

M{x ,y}

x, {x, y} y, {x, y}

12

12

34

14

σ{x ,y} = (3/5, 2/5).

Compared to [KH18], consider the stochastic languages starting fromσ{x ,y} instead of σstat .

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Classification Stationary distributions for LMCs

Main result

start x y

z

A1

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12 start

x y

z

A2

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12

2A1×A2

start {x}, {z}

{z}, {x, y}{x, y}, {z}

a

b

b

aa

Theorem [FSTTCS19]

One cannot limit-surely classify between A1,A2 iff

There is B belief of A1 × A2 such that (A1, σ1B) ≡ (A2, σ

2B).

Problem: exponential number of beliefs.We use linear programming (similar to [CK14]) to find such a plausible B.FSTTCS19: Classification among Labeled Markov Chains, with S. Akshay, Eric Fabre and BlaiseGenest

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Classification Stationary distributions for LMCs

Main result

start x y

z

A1

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12 start

x y

z

A2

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12

2A1×A2

start {x}, {z}

{z}, {x, y}{x, y}, {z}

a

b

b

aa

Theorem [FSTTCS19]

One cannot limit-surely classify between A1,A2 iff

There is B belief of A1 × A2 such that (A1, σ1B) ≡ (A2, σ

2B).

Problem: exponential number of beliefs.We use linear programming (similar to [CK14]) to find such a plausible B.FSTTCS19: Classification among Labeled Markov Chains, with S. Akshay, Eric Fabre and BlaiseGenest

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Classification Stationary distributions for LMCs

Main result

start x y

z

A1

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12 start

x y

z

A2

a, 12a, 1

2

a, 12

b, 12

b, 14

b, 14

a, 12

2A1×A2

start {x}, {z}

{z}, {x, y}{x, y}, {z}

a

b

b

aa

Theorem [FSTTCS19]

One cannot limit-surely classify between A1,A2 iff

There is B belief of A1 × A2 such that (A1, σ1B) ≡ (A2, σ

2B).

Problem: exponential number of beliefs.We use linear programming (similar to [CK14]) to find such a plausible B.FSTTCS19: Classification among Labeled Markov Chains, with S. Akshay, Eric Fabre and BlaiseGenest

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Classification Stationary distributions for LMCs

Results

Algorithm [FSTTCS19]

Polynomial time algorithm to solve limit-sure classification,

Based on finding a plausible B with equivalent stochastic languages inA1 and A2.

Idea is an extension of [KH18],

the method is very different from [CK14],

but the resulting algorithm is similar to [CK14].

However, less variables in the Linear Program (search only in BSCCs).

Stationary distributions on beliefs allow one to solve additionalproblems, eg classification in a security context.

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Classification Stationary distributions for LMCs

Contributions on diagnosability and classification

Markovian models

Diagnosability of LMC

CDC’17

FoSSaCS’18

WODES’18

Opacity on ILMC

LATIN’20(?)

Classification

FSTTCS’19

Analysis of quantified diagnosabilityAlgorithm to compute the moments of detection time distributionLimit-sure classification: another approach for a PTIME algorithmUse a notion of stationary distribution on LMCsOpacity of Interval-LMCs

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Classification Stationary distributions for LMCs

Contributions on diagnosability and classification

Markovian models

Diagnosability of LMC

CDC’17

FoSSaCS’18

WODES’18

Opacity on ILMC

LATIN’20(?)

Classification

FSTTCS’19

Analysis of quantified diagnosabilityAlgorithm to compute the moments of detection time distribution

Limit-sure classification: another approach for a PTIME algorithmUse a notion of stationary distribution on LMCsOpacity of Interval-LMCs

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 42 / 48

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Classification Stationary distributions for LMCs

Contributions on diagnosability and classification

Markovian models

Diagnosability of LMC

CDC’17

FoSSaCS’18

WODES’18

Opacity on ILMC

LATIN’20(?)

Classification

FSTTCS’19

Analysis of quantified diagnosabilityAlgorithm to compute the moments of detection time distributionLimit-sure classification: another approach for a PTIME algorithmUse a notion of stationary distribution on LMCs

Opacity of Interval-LMCs

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 42 / 48

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Classification Stationary distributions for LMCs

Contributions on diagnosability and classification

Markovian models

Diagnosability of LMC

CDC’17

FoSSaCS’18

WODES’18

Opacity on ILMC

LATIN’20(?)

Classification

FSTTCS’19

Analysis of quantified diagnosabilityAlgorithm to compute the moments of detection time distributionLimit-sure classification: another approach for a PTIME algorithmUse a notion of stationary distribution on LMCsOpacity of Interval-LMCs

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 42 / 48

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Learning a Markov Chain

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

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Learning a Markov Chain

Learning a model

Obtaining a stochastic model is hard.

?

? ?

Our goal

Learn transition probabilities by observing the system,

Being able to give guarantees on the result,

Focus on global properties with CTL logic.

TACAS’20(?): Global PAC Bounds for Learning Discrete Time Markov Chains, with BlaiseGenest, Cyrille Jegourel and Sun Jun.

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Conclusion

Plan

1 Introduction

2 DiagnosabilityState of the artQuantitative diagnosisComputing the moments

3 ClassificationProblem statementState of the artStationary distributions for LMCs

4 Learning a Markov Chain

5 Conclusion

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Conclusion

Contributions

Markovian models

Learning

Learning Markov chains

TACAS’20(?)

Certification of DNN

AI&D’19

Diagnosability of LMC

CDC’17

FoSSaCS’18

WODES’18

Opacity on ILMC

LATIN’20(?)

Classification

FSTTCS’19

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Conclusion

Perspectives

What is the runtime on practical models?

Worst case complexity analysis, and some heuristics (WODES’18)

Experiments on use-cases?

More heuristics?

How to deal with uncertainty on probabilities?

Internship of K. Garg I co-supervised on Interval-LMCs and opacity(LATIN’20(?)),

Many problems are harder with uncertain probabilities,

Same questions as in this talk but with imprecise probabilities?

Guarantees for learning?

Use formal methods to obtain guarantees for learning MC(TACAS’20(?)),

Survey over verification of DNNs (AI&D’19),

How to more efficiently give different guarantees on different systems?

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Conclusion

Perspectives

What is the runtime on practical models?

Worst case complexity analysis, and some heuristics (WODES’18)

Experiments on use-cases?

More heuristics?

How to deal with uncertainty on probabilities?

Internship of K. Garg I co-supervised on Interval-LMCs and opacity(LATIN’20(?)),

Many problems are harder with uncertain probabilities,

Same questions as in this talk but with imprecise probabilities?

Guarantees for learning?

Use formal methods to obtain guarantees for learning MC(TACAS’20(?)),

Survey over verification of DNNs (AI&D’19),

How to more efficiently give different guarantees on different systems?

PhD defense, Hugo Bazille Detection and Quantification of Events in Stochastic Systems December 2nd, 2019 47 / 48

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Conclusion

Perspectives

What is the runtime on practical models?

Worst case complexity analysis, and some heuristics (WODES’18)

Experiments on use-cases?

More heuristics?

How to deal with uncertainty on probabilities?

Internship of K. Garg I co-supervised on Interval-LMCs and opacity(LATIN’20(?)),

Many problems are harder with uncertain probabilities,

Same questions as in this talk but with imprecise probabilities?

Guarantees for learning?

Use formal methods to obtain guarantees for learning MC(TACAS’20(?)),

Survey over verification of DNNs (AI&D’19),

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Conclusion

Thank you!

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Conclusion

In a security context

Attacker

Add some power to an attacker, by allowing him to reset the system,

Verify if there is a strategy for the attacker to be able to decide.

A1,A2 is limit-sure (resp. 1− ε) attack classifiable iff1 there is a reset strategy τ : Σ∗ → {⊥, reset} telling when to reset,

and which eventually stops resetting, with probability 1 on the resetruns, and

2 a limit-sure (resp. 1− ε) classifier for u, where u ∈ Σ∗ denotes thesuffix of observations since last reset.

x

y z

A1

a, 12 a, 1

2

a, 14, b, 3

4a, 3

4, b, 1

4

x′

y′

A2

a, 12

b, 12

a, 14, b, 3

4

x′′

y′′

A3

a, 910

b, 110

a, 14, b, 3

4

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Conclusion

Results on attack-classification

Theorem

Limit-sure attack-classification is PSPACE-complete.

Theorem

1− ε attack-classification is undecidable.

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