Active and sparse methods in smoothed model checking

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Publication:832071

DOI10.1007/978-3-030-85172-9_12zbMATH Open1491.68112arXiv2104.09940OpenAlexW3183852024MaRDI QIDQ832071FDOQ832071

Jane Hillston, Paul Piho

Publication date: 24 March 2022

Abstract: Smoothed model checking based on Gaussian process classification provides a powerful approach for statistical model checking of parametric continuous time Markov chain models. The method constructs a model for the functional dependence of satisfaction probability on the Markov chain parameters. This is done via Gaussian process inference methods from a limited number of observations for different parameter combinations. In this work we consider extensions to smoothed model checking based on sparse variational methods and active learning. Both are used successfully to improve the scalability of smoothed model checking. In particular, we see that active learning-based ideas for iteratively querying the simulation model for observations can be used to steer the model-checking to more informative areas of the parameter space and thus improve sample efficiency. Online extensions of sparse variational Gaussian process inference algorithms are demonstrated to provide a scalable method for implementing active learning approaches for smoothed model checking.


Full work available at URL: https://arxiv.org/abs/2104.09940




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