论文标题

通过差异传播对复合系统的验证

Validation of Composite Systems by Discrepancy Propagation

论文作者

Reeb, David, Patel, Kanil, Barsim, Karim, Schiegg, Martin, Gerwinn, Sebastian

论文摘要

由于大量所需的现实世界测试,评估现实世界系统在给定质量标准方面的有效性是工业应用中的一项常见任务。通过模拟验证此类系统提供了一种有希望且较便宜的替代方案,但需要评估模拟精度,因此需要评估端到端的测量。此外,模拟和实际用法之间的协变量转移可能会导致估计此类系统可靠性的困难。在这项工作中,我们提出了一种验证方法,该方法通过复合系统扩展了分布差异度量的界限,从而使我们能够从可能不准确的模拟中得出实际系统的故障概率上的上限。每个传播步骤都有一个优化问题,其中 - 对于诸如最大平均差异(MMD)之类的措施 - 我们基于半决赛程序进行了紧密的凸松弛。我们证明,我们的传播方法为表现出各种现实效果的复合系统产生有效且有用的界限。特别是,我们表明所提出的方法可以成功地说明实验设计中的数据变化以及模型中的模型不正确。

Assessing the validity of a real-world system with respect to given quality criteria is a common yet costly task in industrial applications due to the vast number of required real-world tests. Validating such systems by means of simulation offers a promising and less expensive alternative, but requires an assessment of the simulation accuracy and therefore end-to-end measurements. Additionally, covariate shifts between simulations and actual usage can cause difficulties for estimating the reliability of such systems. In this work, we present a validation method that propagates bounds on distributional discrepancy measures through a composite system, thereby allowing us to derive an upper bound on the failure probability of the real system from potentially inaccurate simulations. Each propagation step entails an optimization problem, where -- for measures such as maximum mean discrepancy (MMD) -- we develop tight convex relaxations based on semidefinite programs. We demonstrate that our propagation method yields valid and useful bounds for composite systems exhibiting a variety of realistic effects. In particular, we show that the proposed method can successfully account for data shifts within the experimental design as well as model inaccuracies within the simulation.

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