A Modal Type Theory of Expected Cost in Higher-Order Probabilistic Programs

Vineet Rajani, Gilles Barthe, Deepak Garg

Abstract: The design of online learning algorithms typically aims to optimise the incurred loss or cost, e.g., the number of classification mistakes made by the algorithm. The goal of this paper is to build a type-theoretic framework to prove that a certain algorithm achieves its stated bound on the cost. Online learning algorithms often rely on randomness, their loss functions are often defined as expectations, precise bounds are often non-polynomial (e.g., logarithmic) and proofs of optimality often rely on potential-based arguments. Accordingly, we present pλ-amor, a type-theoretic graded modal framework for analysing (expected) costs of higher-order probabilistic programs with recursion. pλ-amor is an effect-based framework which uses graded modal types to represent potentials, cost and probability at the type level. It extends prior work (λ-amor) on cost analysis for deterministic programs. We prove pλ-amor sound relative to a Kripke step-indexed model which relates potentials with probabilistic coupling. We use pλ-amor to prove cost bounds of several examples from the online machine learning literature. Finally, we describe an extension of pλ-amor with a graded comonad and describe the relationship between the different modalities.