Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userAdversarial Robustness Guarantees for Gaussian Processes
307
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this paper we present a framework to analyse adversarial robustness of GPs, defined as invariance of the models decision to bounded perturbations. Given a compact subset of the input space $Tsubseteq mathbb{R}^d$, a point $x^*$ and a GP, we provide provable guarantees of adversarial robustness of the GP by computing lower and upper bounds on its prediction range in $T$. We develop a branch-and-bound scheme to refine the bounds and show, for any $epsilon > 0$, that our algorithm is guaranteed to converge to values $epsilon$-close to the actual values in finitely many iterations. The algorithm is anytime and can handle both regression and classification tasks, with analytical formulation for most kernels used in practice. We evaluate our methods on a collection of synthetic and standard benchmark datasets, including SPAM, MNIST and FashionMNIST. We study the effect of approximate inference techniques on robustness and demonstrate how our method can be used for interpretability. Our empirical results suggest that the adversarial robustness of GPs increases with accurate posterior estimation.
rate research
Read More
Generative Adversarial Networks (GANs) have achieved great success in unsupervised learning. Despite the remarkable empirical performance, there are limited theoretical understandings on the statistical properties of GANs. This paper provides statistical guarantees of GANs for the estimation of data distributions which have densities in a H{o}lder space. Our main result shows that, if the generator and discriminator network architectures are properly chosen (universally for all distributions with H{o}lder densities), GANs are consistent estimators of the data distributions under strong discrepancy metrics, such as the Wasserstein distance. To our best knowledge, this is the first statistical theory of GANs for H{o}lder densities. In comparison with existing works, our theory requires minimum assumptions on data distributions. Our generator and discriminator networks utilize general weight matrices and the non-invertible ReLU activation function, while many existing works only apply to invertible weight matrices and invertible activation functions. In our analysis, we decompose the error into a statistical error and an approximation error by a new oracle inequality, which may be of independent interest.
We present a more general analysis of $H$-calibration for adversarially robust classification. By adopting a finer definition of calibration, we can cover settings beyond the restricted hypothesis sets studied in previous work. In particular, our results hold for most common hypothesis sets used in machine learning. We both fix some previous calibration results (Bao et al., 2020) and generalize others (Awasthi et al., 2021). Moreover, our calibration results, combined with the previous study of consistency by Awasthi et al. (2021), also lead to more general $H$-consistency results covering common hypothesis sets.
Conditional Neural Processes (CNP; Garnelo et al., 2018) are an attractive family of meta-learning models which produce well-calibrated predictions, enable fast inference at test time, and are trainable via a simple maximum likelihood procedure. A limitation of CNPs is their inability to model dependencies in the outputs. This significantly hurts predictive performance and renders it impossible to draw coherent function samples, which limits the applicability of CNPs in down-stream applications and decision making. Neural Processes (NPs; Garnelo et al., 2018) attempt to alleviate this issue by using latent variables, relying on these to model output dependencies, but introduces difficulties stemming from approximate inference. One recent alternative (Bruinsma et al.,2021), which we refer to as the FullConvGNP, models dependencies in the predictions while still being trainable via exact maximum-likelihood. Unfortunately, the FullConvGNP relies on expensive 2D-dimensional convolutions, which limit its applicability to only one-dimensional data. In this work, we present an alternative way to model output dependencies which also lends itself maximum likelihood training but, unlike the FullConvGNP, can be scaled to two- and three-dimensional data. The proposed models exhibit good performance in synthetic experiments.
Approximate inference techniques are the cornerstone of probabilistic methods based on Gaussian process priors. Despite this, most work approximately optimizes standard divergence measures such as the Kullback-Leibler (KL) divergence, which lack the basic desiderata for the task at hand, while chiefly offering merely technical convenience. We develop a new approximate inference method for Gaussian process models which overcomes the technical challenges arising from abandoning these convenient divergences. Our method---dubbed Quantile Propagation (QP)---is similar to expectation propagation (EP) but minimizes the $L_2$ Wasserstein distance (WD) instead of the KL divergence. The WD exhibits all the required properties of a distance metric, while respecting the geometry of the underlying sample space. We show that QP matches quantile functions rather than moments as in EP and has the same mean update but a smaller variance update than EP, thereby alleviating EPs tendency to over-estimate posterior variances. Crucially, despite the significant complexity of dealing with the WD, QP has the same favorable locality property as EP, and thereby admits an efficient algorithm. Experiments on classification and Poisson regression show that QP outperforms both EP and variational Bayes.
The generalization properties of Gaussian processes depend heavily on the choice of kernel, and this choice remains a dark art. We present the Neural Kernel Network (NKN), a flexible family of kernels represented by a neural network. The NKN architecture is based on the composition rules for kernels, so that each unit of the network corresponds to a valid kernel. It can compactly approximate compositional kernel structures such as those used by the Automatic Statistician (Lloyd et al., 2014), but because the architecture is differentiable, it is end-to-end trainable with gradient-based optimization. We show that the NKN is universal for the class of stationary kernels. Empirically we demonstrate pattern discovery and extrapolation abilities of NKN on several tasks that depend crucially on identifying the underlying structure, including time series and texture extrapolation, as well as Bayesian optimization.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
