Surprises in adversarially-trained linear regression
State-of-the-art machine learning models can be vulnerable to very small input perturbations that are adversarially constructed. Adversarial training is an effective approach to defend against such examples. It is formulated as a min-max problem, searching for the best solution when the training data was corrupted by the worst-case attacks. For linear regression problems, adversarial training can be formulated as a convex problem. We use this reformulation to make two technical contributions: First, we formulate the training problem as an instance of robust regression to reveal its connection to parameter-shrinking methods, specifically that $\ell_\infty$-adversarial training produces sparse solutions. Secondly, we study adversarial training in the overparameterized regime, i.e. when there are more parameters than data. We prove that adversarial training with small disturbances gives the solution with the minimum-norm that interpolates the training data. Ridge regression and lasso approximate such interpolating solutions as their regularization parameter vanishes. By contrast, for adversarial training, the transition into the interpolation regime is abrupt and for non-zero values of disturbance. This result is proved and illustrated with numerical examples.
Code (0)
등록된 구현이 없습니다.
Tasks
regressionMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
A Surprising Thing: The Application of Machine Learning Ensembles and Signal Theory to Predict Earnings Surprises
Nonlinear classification models can predict future earnings surprises with a high accuracy by using pricing and earnings input data. Surprises of 15% or more can be predicted with 71% accuracy. These predictions can be u…
Feature EngineeringBenign Overfitting in Adversarially Robust Linear Classification
"Benign overfitting", where classifiers memorize noisy training data yet still achieve a good generalization performance, has drawn great attention in the machine learning community. To explain this surprising phenomenon…
ClassificationAdversarially Robust Estimate and Risk Analysis in Linear Regression
Adversarially robust learning aims to design algorithms that are robust to small adversarial perturbations on input variables. Beyond the existing studies on the predictive performance to adversarial samples, our goal is…
Adversarial RobustnessregressionAdaptive Feature Selection: Computationally Efficient Online Sparse Linear Regression under RIP
Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true l…
feature selectionregressionHow Does Monetary Policy Influence the U.S. Treasury Bond Yields, and What are the Implications for Portfolio Managers?
This paper investigates the impact of monetary policy surprises on U.S. Treasury bond yields and the implications for portfolio managers. Based on the supply and demand model, traditional economic theories suggest that F…