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.
We derive an algorithm that achieves the optimal (within constants) pseudo-regret in both adversarial and stochastic multi-armed bandits without prior knowledge of the regime and time horizon. The algorithm is based on online mirror descent (OMD) with Tsallis entropy regularization with power α=1/2 and reduced-varian…
New algorithms reduce regret in online MDPs by adapting to data and variance.
problem Adapting to both adversarial and stochastic environments in online MDPs.
method Develops algorithms based on global optimization and policy optimization, using optimistic follow-the-regularized-leader with log-barrier regularization.
result Achieves refined data-dependent and variance-dependent regret bounds.
Adversarial training has shown its ability in producing models that are robust to perturbations on the input data, but usually at the expense of decrease in the standard accuracy. To mitigate this issue, it is commonly believed that more training data will eventually help such adversarially robust models generalize bet…
Is there a classifier that ensures optimal robustness against all adversarial attacks? This paper answers this question by adopting a game-theoretic point of view. We show that adversarial attacks and defenses form an infinite zero-sum game where classical results (e.g. Sion theorem) do not apply. We demonstrate the no…
Adversarial training improves linear regression solutions, revealing sparsity and abrupt interpolation.
problem Adversarial attacks on linear regression models.
method Formulated as a convex problem, adversarial training is used to find robust solutions that are sparse and interpolate data.
result Adversarial training with small disturbances gives the solution with the minimum-norm that interpolates the training data, revealing abrupt transition into interpolation.
We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a time horizon from (lnt)3 to (lnt)2 and eliminates an additive factor of o…
Training neural networks on image datasets generally require extensive experimentation to find the optimal learning rate regime. Especially, for the cases of adversarial training or for training a newly synthesized model, one would not know the best learning rate regime beforehand. We propose an automated algorithm for…
Several recent works have shown that state-of-the-art classifiers are vulnerable to worst-case (i.e., adversarial) perturbations of the datapoints. On the other hand, it has been empirically observed that these same classifiers are relatively robust to random noise. In this paper, we propose to study a \textit{semi-ran…
Machine learning algorithms can be fooled by small well-designed adversarial perturbations. This is reminiscent of cellular decision-making where ligands (called antagonists) prevent correct signalling, like in early immune recognition. We draw a formal analogy between neural networks used in machine learning and model…
A framework for federated adversarial learning with convergence analysis.
problem Unique vulnerabilities to adversarial attacks in federated learning.
method Formulates a general federated adversarial learning framework with inner and outer loops for client-side adversarial training and server-side model aggregation.
result The minimum loss under the proposed algorithm can converge to ε with chosen learning rate and communication rounds.
We focus on the problem of black-box adversarial attacks, where the aim is to generate adversarial examples using information limited to loss function evaluations of input-output pairs. We use Bayesian optimization~(BO) to specifically cater to scenarios involving low query budgets to develop query efficient adversaria…
Develops a strategy to minimize loss in both stochastic and adversarial environments for linear contextual bandits.
problem Linear contextual bandits with adversarial corruption.
method Proposes a novel strategy called Best-of-Both-Worlds (BoBW) RealFTRL, extending RealLinExp3 and FTRL.
result Regret upper bound of $O\left(\min\left\{\frac{(\log(T))^3}{Δ_{*}} + \sqrt{\frac{C(\log(T))^3}{Δ_{*}}},\ \ \sqrt{T}(\log(T))^2
ight\}
ight)$, showing effectiveness in both stochastic and adversarial environments.
Most previous works usually explained adversarial examples from several specific perspectives, lacking relatively integral comprehension about this problem. In this paper, we present a systematic study on adversarial examples from three aspects: the amount of training data, task-dependent and model-specific factors. Pa…
A recent paper suggests that Deep Neural Networks can be protected from gradient-based adversarial perturbations by driving the network activations into a highly saturated regime. Here we analyse such saturated networks and show that the attacks fail due to numerical limitations in the gradient computations. A simple s…
Performance-critical machine learning models should be robust to input perturbations not seen during training. Adversarial training is a method for improving a model's robustness to some perturbations by including them in the training process, but this tends to exacerbate other vulnerabilities of the model. The adversa…
Adversarial training improves linear regression solutions, offering robustness against small perturbations.
problem Vulnerability of linear models to adversarial perturbations.
method Formulated as a min-max problem, adversarial training minimizes the best solution under worst-case attacks.
result Adversarial training yields the minimum-norm interpolating solution in overparameterized models, equivalent to parameter shrinking methods in underparameterized models.
We introduce a novel framework for adversarial training where the target distribution is annealed between the uniform distribution and the data distribution. We posited a conjecture that learning under continuous annealing in the nonparametric regime is stable irrespective of the divergence measures in the objective fu…