Avoiding unsafe sets when training with Langevin Dynamics

Training a model with noisy gradient descent can be idealized as overdamped Langevin dynamics on the loss landscape, and a natural safety question is to bound the probability $ν_t(\mathcal{A}_H) = \mathbb{P}(Q_t \in \mathcal{A}_H)$ that the trajectory lies in a designated failure region $\mathcal{A}...