arXiv subjects

Sophie Jan

Publications and source records attributed to Sophie Jan.

2 recordsLinked to original sources

arXiv2024

MIQCQP reformulation of the ReLU neural networks Lipschitz constant estimation problem

It is well established that to ensure or certify the robustness of a neural network, its Lipschitz constant plays a prominent role. However, its calculation is NP-hard. In this note, by taking into account activation regions at each layer as new constraints, we propose new quadratically constrained MIP formulations for the neural network Lipschitz estimation problem. The solutions of these problems give lower bounds and upper bounds of the Lipschitz constant and we detail conditions when they coincide with the exact Lipschitz constant.

math.OC↗

arXiv2017

Feature uncertainty bounding schemes for large robust nonlinear SVM classifiers

We consider the binary classification problem when data are large and subject to unknown but bounded uncertainties. We address the problem by formulating the nonlinear support vector machine training problem with robust optimization. To do so, we analyze and propose two bounding schemes for uncertainties associated to random approximate features in low dimensional spaces. The proposed techniques are based on Random Fourier Features and the Nyström methods. The resulting formulations can be solved with efficient stochastic approximation techniques such as stochastic (sub)-gradient, stochastic proximal gradient techniques or their variants.

stat.ML↗