A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Adversarial training yields robust models against a specific threat model, e.g., L∞ adversarial examples. Typically robustness does not generalize to previously unseen threat models, e.g., other Lp norms, or larger perturbations. Our confidence-calibrated adversarial training (CCAT) tackles this problem by b…
The paper studies the asymptotic behavior of adversarial training under ℓ∞-perturbation.
problem Theoretical guarantees for sparsity-recovery in adversarial training.
method Investigation of the asymptotic distribution of the adversarial training estimator in generalized linear models.
result The asymptotic distribution of the adversarial training estimator under ℓ∞-perturbation could have a positive probability mass at 0 when the true parameter is 0.
We provide recovery guarantees for compressible signals that have been corrupted with noise and extend the framework introduced in \cite{bafna2018thwarting} to defend neural networks against ℓ0-norm, ℓ2-norm, and ℓ∞-norm attacks. Our results are general as they can be applied to most unitary tr…
Sparse clustering, which aims to find a proper partition of an extremely high-dimensional data set with redundant noise features, has been attracted more and more interests in recent years. The existing studies commonly solve the problem in a framework of maximizing the weighted feature contributions subject to a $\ell…
The paper tackles multi-armed bandits with vector losses, focusing on minimizing the ℓ∞-norm of relative losses.
problem Minimizing the ℓ∞-norm of relative losses in multi-armed bandits with multiple losses.
method Defines relative loss vector, derives lower bounds, and provides matching algorithms for both fixed-confidence best-arm identification and regret minimization.
result Derives problem-dependent sample complexity lower bound and matching algorithms for fixed-confidence best-arm identification.
Neural networks have been shown to be vulnerable against minor adversarial perturbations of their inputs, especially for high dimensional data under ℓ∞ attacks. To combat this problem, techniques like adversarial training have been employed to obtain models which are robust on the training set. However, the …
In this paper we consider the problem of grouped variable selection in high-dimensional regression using ℓ1−ℓq regularization (1≤q≤∞), which can be viewed as a natural generalization of the ℓ1−ℓ2 regularization (the group Lasso). The key condition is that the dimensionality pn can…
We obtain the first positive results for bounded sample compression in the agnostic regression setting with the ℓp loss, where p∈[1,∞]. We construct a generic approximate sample compression scheme for real-valued function classes exhibiting exponential size in the fat-shattering dimension but independen…
Given a matrix A∈Rn×d and a vector b∈Rn, we consider the regression problem with ℓ∞ guarantees: finding a vector x′∈Rd such that ∥x′−x∗∥∞≤dε⋅∥Ax∗−b∥2⋅∥A†∥ where $x^*=\arg\min_{x\in \mathbb{R}^d}\|Ax-b\|…
Defenses against adversarial examples, such as adversarial training, are typically tailored to a single perturbation type (e.g., small ℓ∞-noise). For other perturbations, these defenses offer no guarantees and, at times, even increase the model's vulnerability. Our aim is to understand the reasons underlying…
We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood, which involves solving a convex program for each node; for Ising models this is …
This paper tackles the problem of defending a neural network against adversarial attacks crafted with different norms (in particular ℓ∞ and ℓ2 bounded adversarial examples). It has been observed that defense mechanisms designed to protect against one type of attacks often offer poor performance against…
Owing to the susceptibility of deep learning systems to adversarial attacks, there has been a great deal of work in developing (both empirically and certifiably) robust classifiers. While most work has defended against a single type of attack, recent work has looked at defending against multiple perturbation models usi…
We consider the problem of Graphical lasso with an additional ℓ∞ element-wise norm constraint on the precision matrix. This problem has applications in high-dimensional covariance decomposition such as in \citep{Janzamin-12}. We propose an ADMM algorithm to solve this problem. We also use a continuation st…
Feature hashing and other random projection schemes are commonly used to reduce the dimensionality of feature vectors. The goal is to efficiently project a high-dimensional feature vector living in Rn into a much lower-dimensional space Rm, while approximately preserving Euclidean norm. These sc…
We introduce a recursive adaptive group lasso algorithm for real-time penalized least squares prediction that produces a time sequence of optimal sparse predictor coefficient vectors. At each time index the proposed algorithm computes an exact update of the optimal ℓ1,∞-penalized recursive least squares (R…
The vanishing of reduced ℓ2-cohomology for amenable groups can be traced to the work of Cheeger & Gromov. The subject matter here is reduced ℓp-cohomology for p∈]1,∞[, particularly its vanishing. Results showing its triviality are obtained, for example: when p∈]1,2] and G is amenable; whe…
Proximal operators are of particular interest in optimization problems dealing with non-smooth objectives because in many practical cases they lead to optimization algorithms whose updates can be computed in closed form or very efficiently. A well-known example is the proximal operator of the vector ℓ1 norm, whic…
In this paper, we study the Lévy-Milman concentration phenomenon of 1-Lipschitz maps into infinite dimensional metric spaces. Our main theorem asserts that the concentration to an infinite dimensional ℓp-ball with the ℓq-distance function for 1≤p<q≤+∞ is equivalent to the concentration to the…