We propose a distance between continuous-time Markov chains (CTMCs) and study the problem of computing it by comparing three different algorithmic methodologies: iterative, linear program, and on-the-fly.In a work presented at FoSSaCS'12, Chen et al. characterized the bisimilarity distance of Desharnais et al. between discrete-time Markov chains as an optimal solution of a linear program that can be solved by using the ellipsoid method. Inspired by their result, we propose a novel linear program characterization to compute the distance in the continuoustime setting. Differently from previous proposals, ours has a number of constraints that is bounded by a polynomial in the size of the CTMC. This, in particular, proves that the distance we propose can be computed in polynomial time.Despite its theoretical importance, the proposed linear program characterization turns out to be inefficient in practice. Nevertheless, driven by the encouraging results of our previous work presented at TACAS'13, we propose an efficient on-the-fly algorithm, which, unlike the other mentioned solutions, computes the distances between two given states avoiding an exhaustive exploration of the state space. This technique works by successively refining over-approximations of the target distances using a greedy strategy, which ensures that the state space is further explored only when the current approximations are improved.Tests performed on a consistent set of (pseudo)randomly generated CTMCs show that our algorithm improves, on average, the efficiency of the corresponding iterative and linear program methods with orders of magnitude. Key words and phrases: Markov chains, Continuous-time Markov chains, behavioral distances, on-the-fly algorithm, probabilistic systems. * An earlier version of this paper appeared as [BBLM13]. The present version extends [BBLM13] by considering the case of CTMCs and improves the linear programming approach of [CvBW12].
Abstract. We propose a general definition of composition operator on Markov Decision Processes with rewards (MDPs) and identify a well behaved class of operators, called safe, that are guaranteed to be nonextensive w.r.t. the bisimilarity pseudometrics of Ferns et al. [10], which measure behavioral similarities between MDPs. For MDPs built using safe/non-extensive operators, we present the first method that exploits the structure of the system for (exactly) computing the bisimilarity distance on MDPs. Experimental results show significant improvements upon the non-compositional technique.
We study the strong and strutter trace distances on Markov chains (MCs). Our interest in these metrics is motivated by their relation to the probabilistic LTL-model checking problem: we prove that they correspond to the maximal differences in the probability of satisfying the same LTL and LTL-x (LTL without next operator) formulas, respectively. The threshold problem for these distances (whether their value exceeds a given threshold) is NP-hard and not known to be decidable. Nevertheless, we provide an approximation schema where each lower and upperapproximant is computable in polynomial time in the size of the MC. The upper-approximants are Kantorovich-like pseudometrics, i.e. branching-time distances, that converge point-wise to the linear-time metrics. This convergence is interesting in itself, since it reveals a nontrivial relation between branching and linear-time metric-based semantics that does not hold in the case of equivalence-based semantics.
Automata learning techniques automatically generate system models from test observations. These techniques usually fall into two categories: passive and active. Passive learning uses a predetermined data set, e.g., system logs. In contrast, active learning actively queries the system under learning, which is considered more efficient. An influential active learning technique is Angluin's L * algorithm for regular languages which inspired several generalisations from DFAs to other automata-based modelling formalisms. In this work, we study L *based learning of deterministic Markov decision processes, first assuming an ideal setting with perfect information. Then, we relax this assumption and present a novel learning algorithm that collects information by sampling system traces via testing. Experiments with the implementation of our sampling-based algorithm suggest that it achieves better accuracy than state-of-the-art passive learning techniques with the same amount of test data. Unlike existing learning algorithms with predefined states, our algorithm learns the complete model structure including the states.
Automata learning techniques automatically generate systemmodels fromtest observations. Typically, these techniques fall into two categories: passive and active. On the one hand, passive learning assumes no interaction with the system under learning and uses a predetermined training set, e.g., system logs. On the other hand, active learning techniques collect training data by actively querying the system under learning, allowing one to steer the discovery ofmeaningful information about the systemunder learning leading to effective learning strategies. A notable example of active learning technique for regular languages is Angluin’s $$L^*$$ L ∗ -algorithm. The $$L^*$$ L ∗ -algorithm describes the strategy of a student who learns the minimal deterministic finite automaton of an unknown regular language $$L$$ L by asking a succinct number of queries to a teacher who knows $$L$$ L .In this work, we study $$L^*$$ L ∗ -based learning of deterministic Markov decision processes, a class of Markov decision processes where an observation following an action uniquely determines a successor state. For this purpose, we first assume an ideal setting with a teacher who provides perfect information to the student. Then, we relax this assumption and present a novel learning algorithm that collects information by sampling execution traces of the system via testing.Experiments performed on an implementation of our sampling-based algorithm suggest that our method achieves better accuracy than state-of-the-art passive learning techniques using the same amount of test obser vations. In contrast to existing learning algorithms which assume a predefined number of states, our algorithm learns the complete model structure including the state space.
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