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Register a new userTest Model Coverage Analysis under Uncertainty
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Added by
Wishnu Prasetya
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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In model-based testing (MBT) we may have to deal with a non-deterministic model, e.g. because abstraction was applied, or because the software under test itself is non-deterministic. The same test case may then trigger multiple possible execution paths, depending on some internal decisions made by the software. Consequently, performing precise test analyses, e.g. to calculate the test coverage, are not possible. This can be mitigated if developers can annotate the model with estimated probabilities for taking each transition. A probabilistic model checking algorithm can subsequently be used to do simple probabilistic coverage analysis. However, in practice developers often want to know what the achieved aggregate coverage, which unfortunately cannot be re-expressed as a standard model checking problem. This paper presents an extension to allow efficient calculation of probabilistic aggregate coverage, and moreover also in combination with k-wise coverage.
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Regression test case prioritization (RTCP) aims to improve the rate of fault detection by executing more important test cases as early as possible. Various RTCP techniques have been proposed based on different coverage criteria. Among them, a majority of techniques leverage code coverage information to guide the prioritization process, with code units being considered individually, and in isolation. In this paper, we propose a new coverage criterion, code combinations coverage, that combines the concepts of code coverage and combination coverage. We apply this coverage criterion to RTCP, as a new prioritization technique, code combinations coverage based prioritization (CCCP). We report on empirical studies conducted to compare the testing effectiveness and efficiency of CCCP with four popular RTCP techniques: total, additional, adaptive random, and search-based test prioritization. The experimental results show that even when the lowest combination strength is assigned, overall, the CCCP fault detection rates are greater than those of the other four prioritization techniques. The CCCP prioritization costs are also found to be comparable to the additional test prioritization technique. Moreover, our results also show that when the combination strength is increased, CCCP provides higher fault detection rates than the state-of-the-art, regardless of the levels of code coverage.
Estimating the data uncertainty in regression tasks is often done by learning a quantile function or a prediction interval of the true label conditioned on the input. It is frequently observed that quantile regression -- a vanilla algorithm for learning quantiles with asymptotic guarantees -- tends to emph{under-cover} than the desired coverage level in reality. While various fixes have been proposed, a more fundamental understanding of why this under-coverage bias happens in the first place remains elusive. In this paper, we present a rigorous theoretical study on the coverage of uncertainty estimation algorithms in learning quantiles. We prove that quantile regression suffers from an inherent under-coverage bias, in a vanilla setting where we learn a realizable linear quantile function and there is more data than parameters. More quantitatively, for $alpha>0.5$ and small $d/n$, the $alpha$-quantile learned by quantile regression roughly achieves coverage $alpha - (alpha-1/2)cdot d/n$ regardless of the noise distribution, where $d$ is the input dimension and $n$ is the number of training data. Our theory reveals that this under-coverage bias stems from a certain high-dimensional parameter estimation error that is not implied by existing theories on quantile regression. Experiments on simulated and real data verify our theory and further illustrate the effect of various factors such as sample size and model capacity on the under-coverage bias in more practical setups.
We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined and changing according to a mechanism unknown to the statistician. By following the recent theory of sublinear expectation, we propose to characterize such mean and variance uncertainty in the response variable by two specific nonlinear random variables, which encompass an infinite family of probability distributions for the response variable in the sense of (linear) classical probability theory. The approach enables a family of estimators under various loss functions for the regression parameter and the parameters related to model uncertainty. The consistency of the estimators is established under mild conditions on the data generation process. Three applications are introduced to assess the quality of the approach including a forecasting model for the S&P Index.
Agile satellites are the new generation of Earth observation satellites (EOSs) with stronger attitude maneuvering capability. Since optical remote sensing instruments equipped on satellites cannot see through the cloud, the cloud coverage has a significant influence on the satellite observation missions. We are the first to address multiple agile EOSs scheduling problem under cloud coverage uncertainty where the objective aims to maximize the entire observation profit. The chance constraint programming model is adopted to describe the uncertainty initially, and the observation profit under cloud coverage uncertainty is then calculated via sample approximation method. Subsequently, an improved simulated annealing based heuristic combining a fast insertion strategy is proposed for large-scale observation missions. The experimental results show that the improved simulated annealing heuristic outperforms other algorithms for the multiple AEOSs scheduling problem under cloud coverage uncertainty, which verifies the efficiency and effectiveness of the proposed algorithm.
We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of $mathcal{P}$-quasisure bounded random variables, where $mathcal{P}$ is a (possibly non-dominated) class of probability measures. Applications of our results lie within robu
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