2020
DOI: 10.48550/arxiv.2006.15722
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Deep Probabilistic Accelerated Evaluation: A Robust Certifiable Rare-Event Simulation Methodology for Black-Box Safety-Critical Systems

Abstract: Evaluating the reliability of intelligent physical systems against rare catastrophic events poses a huge testing burden for real-world applications. Simulation provides a useful, if not unique, platform to evaluate the extremal risks of these AI-enabled systems before their deployments. Importance Sampling (IS), while proven to be powerful for rare-event simulation, faces challenges in handling these systems due to their black-box nature that fundamentally undermines its efficiency guarantee. To overcome this … Show more

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Cited by 6 publications
(6 citation statements)
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“…[122] uses GMM for IS distribution and further analyzes the efficiency of GMM based IS distribution for random forest and neural network classifiers [123]. ReLUactivated deep neural network is considered in [124] to estimate the dangerous set and compute an IS estimator for a risk upper bound for Gaussian case, with a more general case presented in [54]. The Adaptive IS approach is used to construct adversarial environments to accelerate policy evaluation [125].…”
Section: Adversarial Policymentioning
confidence: 99%
“…[122] uses GMM for IS distribution and further analyzes the efficiency of GMM based IS distribution for random forest and neural network classifiers [123]. ReLUactivated deep neural network is considered in [124] to estimate the dangerous set and compute an IS estimator for a risk upper bound for Gaussian case, with a more general case presented in [54]. The Adaptive IS approach is used to construct adversarial environments to accelerate policy evaluation [125].…”
Section: Adversarial Policymentioning
confidence: 99%
“…We benchmark the proposed Deep IS framework with two other accelerated evaluation methods. First is the Deep Probabilistic Accelerated Evaluation approach first proposed in [29], which we called Robust Deep IS here. The 'robustness' of this approach stems from its nature of estimating an upper-bound of the safety risk, instead of the true target, providing some level of hedging against unmeasurable risk.…”
Section: Benchmark #1: Robust Deep Ismentioning
confidence: 99%
“…The use of outer-approximation guarantees the theoretical efficiency of Robust Deep IS estimator when the dangerous set S γ is orthogonally monotone. The robustness of this estimator is due to its interesting use-case to estimate an upper bound μRobustDeepIS that is guaranteed to avoid underestimating the risk [29], with a property that E μRobustDeepIS ≥ µ . The tuning method for κ provides a way to minimize the conservativeness of the estimator, hence to some extent, can be viewed as a minimax estimator for the risk (i.e.…”
Section: Benchmark #1: Robust Deep Ismentioning
confidence: 99%
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“…Motivated by the rare nature of safety-critical events in lab and field tests [76,57], there is a rich literature on rare event probability estimation [7,14,66,54] devoting to maximize the sampling efficiency, among which importance sampling [56,48,55,4] and multi-level splitting [29,67,8] stand as two powerhouses. However, few literature addresses the issue under the setting of Markov decision process (MDP).…”
Section: Related Workmentioning
confidence: 99%