No Arabic abstract
Deep neural networks enjoy a powerful representation and have proven effective in a number of applications. However, recent advances show that deep neural networks are vulnerable to adversarial attacks incurred by the so-called adversarial examples. Although the adversarial example is only slightly different from the input sample, the neural network classifies it as the wrong class. In order to alleviate this problem, we propose the Deep Minimax Probability Machine (DeepMPM), which applies MPM to deep neural networks in an end-to-end fashion. In a worst-case scenario, MPM tries to minimize an upper bound of misclassification probabilities, considering the global information (i.e., mean and covariance information of each class). DeepMPM can be more robust since it learns the worst-case bound on the probability of misclassification of future data. Experiments on two real-world datasets can achieve comparable classification performance with CNN, while can be more robust on adversarial attacks.
Recently, researchers have discovered that the state-of-the-art object classifiers can be fooled easily by small perturbations in the input unnoticeable to human eyes. It is also known that an attacker can generate strong adversarial examples if she knows the classifier parameters. Conversely, a defender can robustify the classifier by retraining if she has access to the adversarial examples. We explain and formulate this adversarial example problem as a two-player continuous zero-sum game, and demonstrate the fallacy of evaluating a defense or an attack as a static problem. To find the best worst-case defense against whitebox attacks, we propose a continuous minimax optimization algorithm. We demonstrate the minimax defense with two types of attack classes -- gradient-based and neural network-based attacks. Experiments with the MNIST and the CIFAR-10 datasets demonstrate that the defense found by numerical minimax optimization is indeed more robust than non-minimax defenses. We discuss directions for improving the result toward achieving robustness against multiple types of attack classes.
Minimax optimization plays a key role in adversarial training of machine learning algorithms, such as learning generative models, domain adaptation, privacy preservation, and robust learning. In this paper, we demonstrate the failure of alternating gradient descent in minimax optimization problems due to the discontinuity of solutions of the inner maximization. To address this, we propose a new epsilon-subgradient descent algorithm that addresses this problem by simultaneously tracking K candidate solutions. Practically, the algorithm can find solutions that previous saddle-point algorithms cannot find, with only a sublinear increase of complexity in K. We analyze the conditions under which the algorithm converges to the true solution in detail. A significant improvement in stability and convergence speed of the algorithm is observed in simple representative problems, GAN training, and domain-adaptation problems.
Demand forecasting is a central component of the replenishment process for retailers, as it provides crucial input for subsequent decision making like ordering processes. In contrast to point estimates, such as the conditional mean of the underlying probability distribution, or confidence intervals, forecasting complete probability density functions allows to investigate the impact on operational metrics, which are important to define the business strategy, over the full range of the expected demand. Whereas metrics evaluating point estimates are widely used, methods for assessing the accuracy of predicted distributions are rare, and this work proposes new techniques for both qualitative and quantitative evaluation methods. Using the supervised machine learning method Cyclic Boosting, complete individual probability density functions can be predicted such that each prediction is fully explainable. This is of particular importance for practitioners, as it allows to avoid black-box models and understand the contributing factors for each individual prediction. Another crucial aspect in terms of both explainability and generalizability of demand forecasting methods is the limitation of the influence of temporal confounding, which is prevalent in most state of the art approaches.
We revisit the initialization of deep residual networks (ResNets) by introducing a novel analytical tool in free probability to the community of deep learning. This tool deals with non-Hermitian random matrices, rather than their conventional Hermitian counterparts in the literature. As a consequence, this new tool enables us to evaluate the singular value spectrum of the input-output Jacobian of a fully-connected deep ResNet for both linear and nonlinear cases. With the powerful tool of free probability, we conduct an asymptotic analysis of the spectrum on the single-layer case, and then extend this analysis to the multi-layer case of an arbitrary number of layers. In particular, we propose to rescale the classical random initialization by the number of residual units, so that the spectrum has the order of $O(1)$, when compared with the large width and depth of the network. We empirically demonstrate that the proposed initialization scheme learns at a speed of orders of magnitudes faster than the classical ones, and thus attests a strong practical relevance of this investigation.
There is a rapidly increasing interest in crowdsourcing for data labeling. By crowdsourcing, a large number of labels can be often quickly gathered at low cost. However, the labels provided by the crowdsourcing workers are usually not of high quality. In this paper, we propose a minimax conditional entropy principle to infer ground truth from noisy crowdsourced labels. Under this principle, we derive a unique probabilistic labeling model jointly parameterized by worker ability and item difficulty. We also propose an objective measurement principle, and show that our method is the only method which satisfies this objective measurement principle. We validate our method through a variety of real crowdsourcing datasets with binary, multiclass or ordinal labels.