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| Main Authors: | , , , , |
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| Format: | Preprint |
| Published: |
2022
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2210.12061 |
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Table of Contents:
- 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.