GoTube: Scalable statistical verification of continuous-depth models

We introduce a new statistical verification algorithm that formally quantifies the behavioral robustness of any time-continuous process formulated as a continuous-depth model. Our algorithm solves a set of global optimization (Go) problems over a given time horizon to construct a tight enclosure (Tube) of the set of all process executions starting from a ball of initial states. We call our algorithm GoTube. Through its construction, GoTube ensures that the bounding tube is conservative up to a desired probability and up to a desired tightness. GoTube is implemented in JAX and optimized to scale to complex continuous-depth neural network models. Compared to advanced reachability analysis tools for time-continuous neural networks, GoTube does not accumulate overapproximation errors between time steps and avoids the infamous wrapping effect inherent in symbolic techniques. We show that GoTube substantially outperforms state-of-the-art verification tools in terms of the size of the initial ball, speed, time-horizon, task completion, and scalability on a large set of experiments. GoTube is stable and sets the state-of-the-art in terms of its ability to scale to time horizons well beyond what has been previously possible.