Boosts barely robust learners to be more adversarially robust.
problem Learning predictors robust to small perturbations on a small fraction of data.
method Oracle-efficient algorithm for robustness with larger perturbation set.
result Qualitative and quantitative equivalence between strongly robust and barely robust learning.
In large-scale distributed learning, security issues have become increasingly important. Particularly in a decentralized environment, some computing units may behave abnormally, or even exhibit Byzantine failures -- arbitrary and potentially adversarial behavior. In this paper, we develop distributed learning algorithm…
Drago optimizes DRO problems with faster convergence.
problem Distributionally robust optimization with closed, convex uncertainty sets.
method Primal-dual coupled variance reduction algorithm with cyclic and randomized updates.
result Achieves state-of-the-art linear convergence rate on strongly convex-strongly concave problems.
New algorithm reduces communication in federated learning.
problem Communication inefficiency in distributed federated learning.
method Distributionally Robust Federated Averaging (DRFA) with snapshotting scheme.
result DRFA achieves efficient convergence in various settings.
A novel decentralized algorithm improves minimax optimization in federated learning.
problem Minimax optimization in federated learning with data heterogeneity.
method Decentralized Gradient Tracking (K-GT-Minimax) for nonconvex-strongly-concave optimization.
result Demonstrates superior convergence rate for NC-SC minimax optimization.
New federated learning protocols resist Byzantine failures and offer privacy guarantees.
problem Resisting Byzantine failures in federated learning.
method Proposes robust federated learning protocols with optimal statistical rates and privacy guarantees.
result Achieves nearly optimal statistical rates and tight rate in terms of all parameters for strongly convex losses.
We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when the gradient has random errors in the form of additive white noise. With gradient…
RESIST improves decentralized learning resilience against MITM attacks.
problem Decentralized learning's vulnerability to MITM attacks.
method Multistep consensus gradient descent framework with robust statistics-based screening methods.
result Achieves algorithmic and statistical convergence for various ERM problems.
Paper improves risk bounds for nonconvex-strongly-concave minimax problems.
problem Achieving sharper risk bounds for nonconvex-strongly-concave minimax problems.
method Using uniform localized convergence to derive high probability generalization error bounds.
result Derives n times faster excess primal risk bounds for popular algorithms.
RSGDA improves convergence rates for nonconvex-strongly concave optimization.
problem Optimization of nonconvex-strongly concave problems.
method Randomized Stochastic Gradient Descent Ascent (RSGDA) with optimal loop sizes.
result First almost sure convergence rates for SGDA algorithms on nonconvex-strongly concave settings.
Many state-of-the-art machine learning models such as deep neural networks have recently shown to be vulnerable to adversarial perturbations, especially in classification tasks. Motivated by adversarial machine learning, in this paper we investigate the robustness of sparse regression models with strongly correlated co…
Proposes a sample selection algorithm for fair and robust AI training.
problem Balancing fairness and robustness in AI models, especially with corrupted data.
method Formulates and solves a combinatorial optimization problem for unbiased sample selection, proposing a greedy algorithm.
result Improves fairness and robustness compared to state-of-the-art techniques, both synthetically and on real datasets.
Stochastic GD converges linearly for CV@R learning under certain conditions.
problem Optimizing CV@R in statistical learning with non-convex loss functions.
method Stochastic Gradient Descent with Polyak-Łojasiewicz condition.
result Stochastic GD achieves linear convergence for CV@R learning.
Many classical algorithms are found until several years later to outlive the confines in which they were conceived, and continue to be relevant in unforeseen settings. In this paper, we show that SVRG is one such method: being originally designed for strongly convex objectives, it is also very robust in non-strongly co…
Paper solves robust convex problems with heavy-tailed noise.
problem Solving convex compositional problems with heavy-tailed noise.
method Sub-Gaussian confidence bounds under weak heavy-tailed noise assumptions, using boosting strategy.
result Achieves nearly optimal high probability convergence result.
DFFL tackles federated learning with heterogeneous objectives and constraints.
problem Federated learning with clients having different objectives and feasible regions.
method Derived heterogeneity bounds for cost-vector distances and support-function/shape-distance terms. Lifted pointwise bounds to local-versus-federated excess-risk comparison.
result Federation is beneficial when the statistical advantage of pooling exceeds a client-specific heterogeneity penalty.
In this work we revisit gradient regularization for adversarial robustness with some new ingredients. First, we derive new per-image theoretical robustness bounds based on local gradient information. These bounds strongly motivate input gradient regularization. Second, we implement a scaleable version of input gradient…
Paper tackles robust deep learning from weakly dependent data with unbounded loss and input.
problem Tackles robust deep learning from weakly dependent data with unbounded loss and input.
method Establishes non-asymptotic bounds for expected excess risk under strong mixing and ψ-weak dependence assumptions. result Derives a relationship between bounds and r, and shows convergence rate close to i.i.d. results for r=∞. New method improves robustness of deep learning with noisy labels.
problem Robust deep learning on corrupted labels with noisy samples.
method Meta-transition adaptation through clean meta data guidance.
result More accurate estimation of noise transition matrix and classifier parameters.
We characterize when a convex risk measure associated to a law-invariant acceptance set in L∞ can be extended to Lp, 1≤p<∞, preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concre…
Flatness of the loss curve is conjectured to be connected to the generalization ability of machine learning models, in particular neural networks. While it has been empirically observed that flatness measures consistently correlate strongly with generalization, it is still an open theoretical problem why and under whic…
Adversarial training was introduced as a way to improve the robustness of deep learning models to adversarial attacks. This training method improves robustness against adversarial attacks, but increases the models vulnerability to privacy attacks. In this work we demonstrate how model inversion attacks, extracting trai…
Gradient-based explanations correlate with Android malware classifier robustness.
problem Evasion attacks on Android malware classifiers using sparse perturbations.
method Investigated gradient-based attribution methods for explaining classifier decisions and their evenness, proposing metrics to assess adversarial robustness.
result Gradient-based explanations, especially Integrated Gradients, correlate with adversarial robustness of malware classifiers.
New mechanisms from primate vision improve neural network robustness.
problem Demonstrating robust neural networks to small adversarial perturbations.
method Investigated two biologically plausible mechanisms: non-uniform retina sampling and receptive field diversity.
result Non-uniform retina sampling and receptive field diversity improve adversarial robustness.
We study the effect of structural variation in graph data on the predictive performance of graph kernels. To this end, we introduce a novel, noise-robust adaptation of the GraphHopper kernel and validate it on benchmark data, obtaining modestly improved predictive performance on a range of datasets. Next, we investigat…
Develops a privacy-preserving algorithm for sparse robust regression.
problem Privacy-preserving machine learning for sparse robust regression.
method Develops FRAPPE algorithm for non-smooth loss under differential privacy.
result Achieves better privacy and statistical accuracy trade-off.
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this paper, we explore an optimistic, or best-case view of uncertainty and show that it …
Nonlinear independent component analysis (ICA) is a general framework for unsupervised representation learning, and aimed at recovering the latent variables in data. Recent practical methods perform nonlinear ICA by solving a series of classification problems based on logistic regression. However, it is well-known that…
Strongly polynomial algorithm for approximate Forster transforms and halfspace learning.
problem Computing approximate Forster transforms and halfspace learning.
method Strongly polynomial time algorithm for approximate Forster transforms and halfspace learning.
result First strongly polynomial time algorithm for distribution-free PAC learning of halfspaces.
Paper tackles fast convergence for non-convex strongly-concave min-max problems.
problem Non-convex strongly-concave min-max problems in deep learning.
method Proximal stage-based method with PL condition for faster convergence.
result Established fast convergence in primal objective gap and duality gap.
Game theory models incentivizes honesty in collaborative learning among competitors.
problem Incentivizing honest updates among competitors in collaborative learning schemes.
method Formulated a game to model interactions, studied two learning tasks, proposed mechanisms to incentivize honest communication.
result Rational clients are incentivized to manipulate their updates, preventing learning; proposed mechanisms ensure comparable learning quality to full cooperation.
It is well known that Principal Component Analysis (PCA) is strongly affected by outliers and a lot of effort has been put into robustification of PCA. In this paper we present a new algorithm for robust PCA minimizing the trimmed reconstruction error. By directly minimizing over the Stiefel manifold, we avoid deflatio…
Fault-tolerant federated learning for non-uniform data.
problem Faulty workers corrupting data in federated learning.
method Fault-resilient proximal gradient (FRPG) algorithm with Nesterov's acceleration and local FRPG for reduced communication.
result FRPG and LFRPG converge faster than robust stochastic aggregation.
New metric space for ReLU codes connects to network safety and robustness.
problem Lack of metrics capturing network safety and robustness beyond accuracy.
method Introduces a metric space of ReLU activation codes with a truncated Hamming distance.
result Establishes an isometry between ReLU codes and polyhedral bodies related to safety and robustness.
Paper tackles Byzantine attacks in Federated Learning by clustering and robustifying.
problem Adversarial attacks from Byzantine machines in Federated Learning.
method Iterative Federated Clustering Algorithm (IFCA) with trimmed mean and median aggregation.
result Improved convergence rate for strongly convex loss functions in Byzantine-Robust IFCA.
Robust algorithm for distributed optimization resistant to Byzantine failures.
problem Resilient optimization in the presence of unreliable agents.
method Temporal and spatial robust aggregation, gradient normalization.
result Convergence for strongly convex and non-convex functions.
De Finetti's 1931 work laid the groundwork for modern arbitrage theory.
problem The lack of recognition of de Finetti's contributions to arbitrage theory.
method Examining de Finetti's 1931 work and its relation to recent developments in Robust Finance.
result De Finetti's work is considered the precursor of Asset Pricing Theory.
We study locally differentially private algorithms for reinforcement learning to obtain a robust policy that performs well across distributed private environments. Our algorithm protects the information of local agents' models from being exploited by adversarial reverse engineering. Since a local policy is strongly bei…
In this paper, we introduce various mechanisms to obtain accelerated first-order stochastic optimization algorithms when the objective function is convex or strongly convex. Specifically, we extend the Catalyst approach originally designed for deterministic objectives to the stochastic setting. Given an optimization me…
Deep 3D models are vulnerable to isometry transformations under adversarial attacks.
problem Vulnerability of deep 3D models to isometry transformations under adversarial attacks.
method Developed a black-box attack with success rate over 95% and a novel white-box attack framework.
result Deep 3D models are extremely vulnerable to isometry transformations under adversarial attacks.
Clustering is one of the most important unsupervised problems in machine learning and statistics. Among many existing algorithms, kernel k-means has drawn much research attention due to its ability to find non-linear cluster boundaries and its inherent simplicity. There are two main approaches for kernel k-means: SVD o…
We demonstrate that a popular class of nonparametric mutual information (MI) estimators based on k-nearest-neighbor graphs requires number of samples that scales exponentially with the true MI. Consequently, accurate estimation of MI between two strongly dependent variables is possible only for prohibitively large samp…
New algorithm tackles nested bi-level optimization problems for robust feature learning.
problem Nested compositional bi-level optimization problems in machine learning.
method Stochastic approximation algorithms for solving nested compositional bi-level optimization problems without matrix inversions.
result Achieves an ε-stationary solution with an oracle complexity of approximately O_T(1/ε^2).
Deep learning reveals ubiquitous predictability in high-frequency returns.
problem Predicting returns in order book markets at high frequencies.
method Volume representation of the order book, deep learning models, model confidence sets.
result Predictability in mid-price returns is ubiquitous at high frequencies.
A new method for machine learning updates reduces complexity and improves robustness.
problem Stochastic gradient updates are inefficient and sensitive to feature scaling.
method Incremental Gauss-Newton Descent (IGND) reduces the need for matrix operations and improves robustness.
result IGND improves robustness to sensitivity scaling and can be competitive with common stochastic optimizers.
Study iterative regularization for linear models with convex bias, improving robust sparse recovery.
problem Improving robust sparse recovery with iterative regularization for linear models.
method Primal-dual gradient approach, analyzing convergence in presence of noise, combining regularization and optimization.
result Theoretical results show state-of-the-art performances with computational speed-ups.
It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in test…
New deep learning method solves stochastic control problems.
problem Solving strongly coupled FBSDEs for stochastic control.
method Modified deep BSDE method with new loss function.
result Empirical convergence of the new method for three problems.