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arXiv research

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.

168,657 papers · 148 categories

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90181271361 · Jun 202019922001200920172026
48 results for Adversarial risk

Paper bounds convergence rate of adversarial surrogate risk.

problem Vulnerability of binary classification models to adversarial attacks.
method Characterizes conditions for adversarial consistency and provides surrogate risk bounds.
result Surrogate risk bounds quantify the rate of convergence of adversarial classification risk.

Modern machine learning algorithms perform poorly on adversarially manipulated data. Adversarial risk quantifies the error of classifiers in adversarial settings; adversarial classifiers minimize adversarial risk. In this paper, we analyze adversarial risk and adversarial classifiers from an optimal transport perspecti…

2019-12-05abs ↗pdf ↗

Study non-asymptotic bounds for robust estimators under misspecified models.

problem Evaluate performance of robust estimators under adversarial conditions.
method Propose a general approach to adversarial risk analysis, including investigations on generalization and approximation errors.
result Establish non-asymptotic upper bounds for adversarial excess risk under Lipschitz loss functions.

We derive bounds for a notion of adversarial risk, designed to characterize the robustness of linear and neural network classifiers to adversarial perturbations. Specifically, we introduce a new class of function transformations with the property that the risk of the transformed functions upper-bounds the adversarial r…

2018-10-22abs ↗pdf ↗

Adversarial consistency depends on the uniqueness of adversarial Bayes classifiers.

problem Consistency of adversarial surrogate losses is not guaranteed.
method Connected consistency of adversarial surrogate losses to the uniqueness of adversarial Bayes classifiers.
result A convex surrogate loss is statistically consistent for adversarial learning if and only if the adversarial Bayes classifier is unique.

SVAT reduces investment risks by making stock models sensitive to adversarial perturbations.

problem Risk control in stock recommendation models is insufficient, leading to high investment losses.
method SVAT combines adversarial learning and variational perturbation generation to enhance risk awareness.
result SVAT reduces investment risks by more than 30% compared to state-of-the-art baselines.

This paper investigates recently proposed approaches for defending against adversarial examples and evaluating adversarial robustness. We motivate 'adversarial risk' as an objective for achieving models robust to worst-case inputs. We then frame commonly used attacks and evaluation metrics as defining a tractable surro…

2018-02-15abs ↗pdf ↗

This paper explores tradeoffs between standard and adversarial risks in distributionally adversarial training.

problem Understanding the impact of adversarial training on standard risk and adversarial risk.
method Study of distributionally adversarial training with different learning settings and models.
result Derives Pareto-optimal tradeoff curves between standard and adversarial risks.

Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being generated by an explicit adversary, while the poor train--test generalization of adver…

2019-12-10abs ↗pdf ↗

Data augmentation impacts adversarial risk; careful application recommended.

problem Understanding how data augmentation affects adversarial risk in deep learning.
method Empirical analysis using three measures of adversarial risk.
result Data augmentation does not always improve adversarial risk; augmented data influences models more.

The paper sets lower bounds for adversarial robustness in multiclass classification.

problem Adversarial robustness in multiclass classification with arbitrary loss functions.
method Dual and barycentric reformulations for robust risk minimization.
result Sharp lower bounds for adversarial risks are computed efficiently.

FE-GAN improves VaR and ES estimation in financial risk management.

problem Improving VaR and ES estimation in financial risk management.
method Feature-Enriched Generative Adversarial Networks (FE-GAN) with specialized models like WGAN and Tail-GAN.
result FE-GAN significantly outperforms traditional GANs in VaR and ES estimation.

Classification problems in security settings are usually contemplated as confrontations in which one or more adversaries try to fool a classifier to obtain a benefit. Most approaches to such adversarial classification problems have focused on game theoretical ideas with strong underlying common knowledge assumptions, w…

2018-02-21abs ↗pdf ↗

Adversarial training can lead to overfitting without compromising robustness.

problem Explaining benign overfitting in adversarially robust linear classification.
method Theoretical analysis and numerical experiments on adversarial training.
result Adversarially trained linear classifiers can achieve near-optimal risks despite overfitting noisy data.

Here we propose a general theoretical method for analyzing the risk bound in the presence of adversaries. Specifically, we try to fit the adversarial learning problem into the minimax framework. We first show that the original adversarial learning problem can be reduced to a minimax statistical learning problem by intr…

2018-11-13abs ↗pdf ↗

We study risk-sensitive imitation learning where the agent's goal is to perform at least as well as the expert in terms of a risk profile. We first formulate our risk-sensitive imitation learning setting. We consider the generative adversarial approach to imitation learning (GAIL) and derive an optimization problem for…

2018-08-13abs ↗pdf ↗

This study connects Jacobian regularization to adversarial robustness and improves generalization.

problem Adversarial attacks make deep neural networks vulnerable.
method Developed a connection between Jacobian regularization and adversarial training, and established robust generalization gaps.
result Jacobian norms are related to both standard and robust generalization.

Paper provides optimal statistical guarantees for adversarial robustness in Gaussian classification.

problem Understanding statistical risks for adversarial robustness in Gaussian classification models.
method Established minimax lower bounds and designed an efficient estimator for excess risk.
result Optimal minimax guarantees for excess risk under Gaussian mixture model with AdvSNR.

Robust risk minimisation has several advantages: it has been studied with regards to improving the generalisation properties of models and robustness to adversarial perturbation. We bound the distributionally robust risk for a model class rich enough to include deep neural networks by a regularised empirical risk invol…

2018-09-04abs ↗pdf ↗

ADGAN improves risk tolerance prediction by aligning cross-domain data.

problem Lack of professional knowledge and domain-specific models in risk tolerance studies.
method Asymmetric cross-Domain Generative Adversarial Network (ADGAN) for domain scale inequality.
result ADGAN better handles class imbalance and unqualified data than state-of-the-art methods.

In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then receives the corresponding cost and risk associated with the pulled arm. In additi…

2016-10-17abs ↗pdf ↗

Study on adversarial training dynamics in high dimensions using SGD.

problem Analyzing adversarial training of models in high-dimensional settings.
method Deriving deterministic equivalents for SGD iterates under Gaussian mixtures.
result No constant learning rate guarantees monotone descent in adversarial training.

ACL improves robustness with unlabeled data, and we analyze its generalization using Rademacher complexity.

problem Improving robustness of deep networks against adversarial attacks using unlabeled data.
method We analyze the generalization performance of Adversarial Contrastive Learning (ACL) using Rademacher complexity.
result The average adversarial risk of the downstream tasks can be upper bounded by the adversarial unsupervised risk of the upstream task.

Recent works on adversarial perturbations show that there is an inherent trade-off between standard test accuracy and adversarial accuracy. Specifically, they show that no classifier can simultaneously be robust to adversarial perturbations and achieve high standard test accuracy. However, this is contrary to the stand…

2018-06-07abs ↗pdf ↗

Study on robustness in linear regression models, focusing on adversarial perturbations.

problem Understanding and improving robustness in linear regression models to adversarial perturbations.
method Developed a two-stage adversarial learning framework that incorporates model structure information.
result Proved the consistency and developed the Bahadur representation of the adversarially robust estimator.

This paper improves adversarial robustness of deep learning models.

problem Vulnerability of machine learning models to adversarial perturbations.
method Analyzes adversarial training for linear regression and neural networks, incorporating L1 penalty.
result Incorporating L1 penalty leads to consistent adversarially robust estimation in high-dimensional settings.

Overfitting can make models vulnerable to adversarial attacks even if they are robust to standard risks.

problem Adversarial robustness of models trained to fit noisy data.
method Theoretical analysis of overparameterized linear models and neural networks.
result Overfitting can lead to adversarial vulnerability, even if the model is robust to standard risks.

New algorithm improves robustness by more regularization on less robust samples.

problem Improving robustness against adversarial attacks.
method Proposes a new adversarial training algorithm that applies more regularization to data vulnerable to adversarial attacks.
result Empirically superior to other existing algorithms, achieving state-of-the-art performance in generalization and robustness.

New method improves privacy risk evaluation of machine learning models.

problem Machine learning models can be vulnerable to membership inference attacks.
method Proposed new inference attack method based on prediction entropy, and introduced privacy risk score metric.
result Existing defense approaches are not as effective as previously reported.

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust risk management. The proposed approach accounts for equivalent and non-equivalent p…

2018-09-11abs ↗pdf ↗

Paper analyzes adversarial training's performance in binary classification.

problem Understanding the generalization performance of adversarial training.
method Derives precise theoretical predictions for adversarial training performance.
result Provides exact asymptotics for test errors of adversarial training.

Adversarial training is a technique for training robust machine learning models. To encourage robustness, it iteratively computes adversarial examples for the model, and then re-trains on these examples via some update rule. This work analyzes the performance of adversarial training on linearly separable data, and prov…

2019-05-22abs ↗pdf ↗

Survey finds many adversarial machine learning threats are not critical for most entities.

problem Adversarial machine learning threats and their impact on model accuracy.
method Literature review and analysis of real-world occurrences of adversarial attacks.
result Many adversarial machine learning threats do not warrant the cost of robust models.

Recent work on adversarial attack has shown that Projected Gradient Descent (PGD) Adversary is a universal first-order adversary, and the classifier adversarially trained by PGD is robust against a wide range of first-order attacks. It is worth noting that the original objective of an attack/defense model relies on a d…

2018-08-16abs ↗pdf ↗

Traditional classification algorithms assume that training and test data come from similar distributions. This assumption is violated in adversarial settings, where malicious actors modify instances to evade detection. A number of custom methods have been developed for both adversarial evasion attacks and robust learni…

2016-04-09abs ↗pdf ↗

Unified framework analyzes privacy risks from gradients in distributed learning.

problem Analyzing inference privacy risks from gradients in machine learning.
method Unified game-based framework for various attacks, including attribute, property, distributional, and user disclosures.
result Demonstrates inefficacy of data aggregation for privacy against inference attacks.

This research analyzes the consistency of convex and nonconvex surrogate losses for adversarially robust classification.

problem Ensuring classifiers are robust to adversarial perturbations.
method Analysis of convex and nonconvex surrogate losses through the lens of calibration.
result No convex surrogate loss is calibrated with respect to the adversarial 0-1 loss for linear models, but nonconvex losses can be calibrated under certain conditions.