Deep Probabilistic Accelerated Evaluation: A Certifiable Rare-Event Simulation Methodology for Black-Box Autonomy

Evaluating the reliability of intelligent physical systems against rare catastrophic events poses a huge testing burden for real-world applications. Simulation provides a useful, if not unique, platform to evaluate the extremal risks of these AIenabled systems before their deployments. Importance Sampling (IS), while proven to be powerful for rare-event simulation, faces challenges in handling these systems due to their black-box nature that fundamentally undermines its efficiency guarantee. To overcome this challenge, we propose a framework called Deep Probabilistic Accelerated Evaluation (D-PrAE) to design IS, which leverages rare-event-set learning and and a new notion of efficiency certificate. D-PrAE combines the dominating point method with deep neural network classifiers to achieve superior estimation efficiency. We present theoretical guarantees and demonstrate the empirical effectiveness of D-PrAE via examples on the safety-testing of self-driving algorithms that are beyond the reach of classical variance reduction techniques.