PSense: Automatic Sensitivity Analysis for Probabilistic Programs

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Abstract

PSense is a novel system for sensitivity analysis of probabilistic programs. It computes the impact that a noise in the values of the parameters of the prior distributions and the data have on the program’s result. PSense relates the program executions with and without noise using a developer-provided sensitivity metric. PSense calculates the impact as a set of symbolic functions of each noise variable and supports various non-linear sensitivity metrics. Our evaluation on 66 programs from the literature and five common sensitivity metrics demonstrates the effectiveness of PSense.

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Huang, Z., Wang, Z., & Misailovic, S. (2018). PSense: Automatic Sensitivity Analysis for Probabilistic Programs. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 11138 LNCS, pp. 387–403). Springer Verlag. https://doi.org/10.1007/978-3-030-01090-4_23

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