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Filters: Author is Hsu, Daniel  [Clear All Filters]
2020-04-20
Lecuyer, Mathias, Atlidakis, Vaggelis, Geambasu, Roxana, Hsu, Daniel, Jana, Suman.  2019.  Certified Robustness to Adversarial Examples with Differential Privacy. 2019 IEEE Symposium on Security and Privacy (SP). :656–672.
Adversarial examples that fool machine learning models, particularly deep neural networks, have been a topic of intense research interest, with attacks and defenses being developed in a tight back-and-forth. Most past defenses are best effort and have been shown to be vulnerable to sophisticated attacks. Recently a set of certified defenses have been introduced, which provide guarantees of robustness to norm-bounded attacks. However these defenses either do not scale to large datasets or are limited in the types of models they can support. This paper presents the first certified defense that both scales to large networks and datasets (such as Google's Inception network for ImageNet) and applies broadly to arbitrary model types. Our defense, called PixelDP, is based on a novel connection between robustness against adversarial examples and differential privacy, a cryptographically-inspired privacy formalism, that provides a rigorous, generic, and flexible foundation for defense.
2017-05-18
Hsu, Daniel, Sabato, Sivan.  2016.  Loss Minimization and Parameter Estimation with Heavy Tails. J. Mach. Learn. Res.. 17:543–582.

This work studies applications and generalizations of a simple estimation technique that provides exponential concentration under heavy-tailed distributions, assuming only bounded low-order moments. We show that the technique can be used for approximate minimization of smooth and strongly convex losses, and specifically for least squares linear regression. For instance, our d-dimensional estimator requires just O(d log(1/δ)) random samples to obtain a constant factor approximation to the optimal least squares loss with probability 1-δ, without requiring the covariates or noise to be bounded or subgaussian. We provide further applications to sparse linear regression and low-rank covariance matrix estimation with similar allowances on the noise and covariate distributions. The core technique is a generalization of the median-of-means estimator to arbitrary metric spaces.