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Kullback-Leibler (KL) divergence is one of the most important divergence measures between probability distributions. In this paper, we prove several properties of KL divergence between multivariate Gaussian distributions. First, for any two $n$-dimensional Gaussian distributions $\mathcal{N}_1$ and $\mathcal{N}_2$, we give the supremum of $KL(\mathcal{N}_1||\mathcal{N}_2)$ when $KL(\mathcal{N}_2||\mathcal{N}_1)\leq \varepsilon\ (\varepsilon>0)$. For small $\varepsilon$, we show that the supremum is $\varepsilon + 2\varepsilon^{1.5} + O(\varepsilon^2)$. This quantifies the approximate symmetry of small KL divergence between Gaussians. We also find the infimum of $KL(\mathcal{N}_1||\mathcal{N}_2)$ when $KL(\mathcal{N}_2||\mathcal{N}_1)\geq M\ (M>0)$. We give the conditions when the supremum and infimum can be attained. Second, for any three $n$-dimensional Gaussians $\mathcal{N}_1$, $\mathcal{N}_2$, and $\mathcal{N}_3$, we find an upper bound of $KL(\mathcal{N}_1||\mathcal{N}_3)$ if $KL(\mathcal{N}_1||\mathcal{N}_2)\leq \varepsilon_1$ and $KL(\mathcal{N}_2||\mathcal{N}_3)\leq \varepsilon_2$ for $\varepsilon_1,\varepsilon_2\ge 0$. For small $\varepsilon_1$ and $\varepsilon_2$, we show the upper bound is $3\varepsilon_1+3\varepsilon_2+2\sqrt{\varepsilon_1\varepsilon_2}+o(\varepsilon_1)+o(\varepsilon_2)$. This reveals that KL divergence between Gaussians follows a relaxed triangle inequality. Importantly, all the bounds in the theorems presented in this paper are independent of the dimension $n$. Finally, We discuss the applications of our theorems in explaining counterintuitive phenomenon of flow-based model, deriving deep anomaly detection algorithm, and extending one-step robustness guarantee to multiple steps in safe reinforcement learning., Comment: arXiv admin note: text overlap with arXiv:2002.03328

We introduce MosAIc, an interactive web app that allows users to find pairs of semantically related artworks that span different cultures, media, and millennia. To create this application, we introduce Conditional Image Retrieval (CIR) which combines visual similarity search with user supplied filters or "conditions". This technique allows one to find pairs of similar images that span distinct subsets of the image corpus. We provide a generic way to adapt existing image retrieval data-structures to this new domain and provide theoretical bounds on our approach's efficiency. To quantify the performance of CIR systems, we introduce new datasets for evaluating CIR methods and show that CIR performs non-parametric style transfer. Finally, we demonstrate that our CIR data-structures can identify "blind spots" in Generative Adversarial Networks (GAN) where they fail to properly model the true data distribution.

Recent research has revealed that deep generative models including flow-based models and Variational Autoencoders may assign higher likelihoods to out-of-distribution (OOD) data than in-distribution (ID) data. However, we cannot sample OOD data from the model. This counterintuitive phenomenon has not been satisfactorily explained and brings obstacles to OOD detection with flow-based models. In this paper, we prove theorems to investigate the Kullback-Leibler divergence in flow-based model and give two explanations for the above phenomenon. Based on our theoretical analysis, we propose a new method \PADmethod\ to leverage KL divergence and local pixel dependence of representations to perform anomaly detection. Experimental results on prevalent benchmarks demonstrate the effectiveness and robustness of our method. For group anomaly detection, our method achieves 98.1\% AUROC on average with a small batch size of 5. On the contrary, the baseline typicality test-based method only achieves 64.6\% AUROC on average due to its failure on challenging problems. Our method also outperforms the state-of-the-art method by 9.1\% AUROC. For point-wise anomaly detection, our method achieves 90.7\% AUROC on average and outperforms the baseline by 5.2\% AUROC. Besides, our method has the least notable failures and is the most robust one.

Deep Neural Network (DNN) is a widely used deep learning technique. How to ensure the safety of DNN-based system is a critical problem for the research and application of DNN. Robustness is an important safety property of DNN. However, existing work of verifying DNN's robustness is time-consuming and hard to scale to large-scale DNNs. In this paper, we propose a boosting method for DNN robustness verification, aiming to find counter-examples earlier. Our observation is DNN's different inputs have different possibilities of existing counter-examples around them, and the input with a small difference between the largest output value and the second largest output value tends to be the achilles's heel of the DNN. We have implemented our method and applied it on Reluplex, a state-of-the-art DNN verification tool, and four DNN attacking methods. The results of the extensive experiments on two benchmarks indicate the effectiveness of our boosting method., Comment: 12

Message passing is the standard paradigm of programming in high-performance computing. However, verifying Message Passing Interface (MPI) programs is challenging, due to the complex program features (such as non-determinism and non-blocking operations). In this work, we present MPI symbolic verifier (MPI-SV), the first symbolic execution based tool for automatically verifying MPI programs with non-blocking operations. MPI-SV combines symbolic execution and model checking in a synergistic way to tackle the challenges in MPI program verification. The synergy improves the scalability and enlarges the scope of verifiable properties. We have implemented MPI-SV (footnote: https://mpi-sv.github.io) and evaluated it with 111 real-world MPI verification tasks. The pure symbolic execution-based technique successfully verifies 61 out of the 111 tasks (55\%) within one hour, while in comparison, MPI-SV verifies 100 tasks (90\%). On average, compared with pure symbolic execution, MPI-SV achieves 19x speedups on verifying the satisfaction of the critical property and 5x speedups on finding violations., Comment: 17 pages

Message Passing Interfaces (MPI) plays an important role in parallel computing. Many parallel applications are implemented as MPI programs. The existing methods of bug detection for MPI programs have the shortage of providing both input and non-determinism coverage, leading to missed bugs. In this paper, we employ symbolic execution to ensure the input coverage, and propose an on-the-fly schedule algorithm to reduce the interleaving explorations for non-determinism coverage, while ensuring the soundness and completeness. We have implemented our approach as a tool, called MPISE, which can automatically detect the deadlock and runtime bugs in MPI programs. The results of the experiments on benchmark programs and real world MPI programs indicate that MPISE finds bugs effectively and efficiently. In addition, our tool also provides diagnostic information and replay mechanism to help understanding bugs., Comment: 25pages, extended version (unpublished!) of paper submitted to ictac 2014. Version 0.2, we carry out experiments using release llvm istead of a debug version one, which makes mpise 10 times faster

Symbolic execution is an effective path oriented and constraint based program analysis technique. Recently, there is a significant development in the research and application of symbolic execution. However, symbolic execution still suffers from the scalability problem in practice, especially when applied to large-scale or very complex programs. In this paper, we propose a new fashion of symbolic execution, named Speculative Symbolic Execution (SSE), to speed up symbolic execution by reducing the invocation times of constraint solver. In SSE, when encountering a branch statement, the search procedure may speculatively explore the branch without regard to the feasibility. Constraint solver is invoked only when the speculated branches are accumulated to a specified number. In addition, we present a key optimization technique that enhances SSE greatly. We have implemented SSE and the optimization technique on Symbolic Pathfinder (SPF). Experimental results on six programs show that, our method can reduce the invocation times of constraint solver by 21% to 49% (with an average of 30%), and save the search time from 23.6% to 43.6% (with an average of 30%)., Comment: 14 pages, 15 figures