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Tom Goldstein

Publications and source records attributed to Tom Goldstein.

At least 163 records · Page 9Linked to original sources
arXiv2021

Adversarial Attacks on Machine Learning Systems for High-Frequency Trading

Algorithmic trading systems are often completely automated, and deep learning is increasingly receiving attention in this domain. Nonetheless, little is known about the robustness properties of these models. We study valuation models for algorithmic trading from the perspective of adversarial machine learning. We introduce new attacks specific to this domain with size constraints that minimize attack costs. We further discuss how these attacks can be used as an analysis tool to study and evaluate the robustness properties of financial models. Finally, we investigate the feasibility of realistic adversarial attacks in which an adversarial trader fools automated trading systems into making inaccurate predictions.

cs.LG↗
arXiv2021

VQ-GNN: A Universal Framework to Scale up Graph Neural Networks using Vector Quantization

Most state-of-the-art Graph Neural Networks (GNNs) can be defined as a form of graph convolution which can be realized by message passing between direct neighbors or beyond. To scale such GNNs to large graphs, various neighbor-, layer-, or subgraph-sampling techniques are proposed to alleviate the "neighbor explosion" problem by considering only a small subset of messages passed to the nodes in a mini-batch. However, sampling-based methods are difficult to apply to GNNs that utilize many-hops-away or global context each layer, show unstable performance for different tasks and datasets, and do not speed up model inference. We propose a principled and fundamentally different approach, VQ-GNN, a universal framework to scale up any convolution-based GNNs using Vector Quantization (VQ) without compromising the performance. In contrast to sampling-based techniques, our approach can effectively preserve all the messages passed to a mini-batch of nodes by learning and updating a small number of quantized reference vectors of global node representations, using VQ within each GNN layer. Our framework avoids the "neighbor explosion" problem of GNNs using quantized representations combined with a low-rank version of the graph convolution matrix. We show that such a compact low-rank version of the gigantic convolution matrix is sufficient both theoretically and experimentally. In company with VQ, we design a novel approximated message passing algorithm and a nontrivial back-propagation rule for our framework. Experiments on various types of GNN backbones demonstrate the scalability and competitive performance of our framework on large-graph node classification and link prediction benchmarks.

cs.LG↗
arXiv2021

A Frequency Perspective of Adversarial Robustness

Adversarial examples pose a unique challenge for deep learning systems. Despite recent advances in both attacks and defenses, there is still a lack of clarity and consensus in the community about the true nature and underlying properties of adversarial examples. A deep understanding of these examples can provide new insights towards the development of more effective attacks and defenses. Driven by the common misconception that adversarial examples are high-frequency noise, we present a frequency-based understanding of adversarial examples, supported by theoretical and empirical findings. Our analysis shows that adversarial examples are neither in high-frequency nor in low-frequency components, but are simply dataset dependent. Particularly, we highlight the glaring disparities between models trained on CIFAR-10 and ImageNet-derived datasets. Utilizing this framework, we analyze many intriguing properties of training robust models with frequency constraints, and propose a frequency-based explanation for the commonly observed accuracy vs. robustness trade-off.

cs.CV↗
arXiv2021

Comparing Human and Machine Bias in Face Recognition

Much recent research has uncovered and discussed serious concerns of bias in facial analysis technologies, finding performance disparities between groups of people based on perceived gender, skin type, lighting condition, etc. These audits are immensely important and successful at measuring algorithmic bias but have two major challenges: the audits (1) use facial recognition datasets which lack quality metadata, like LFW and CelebA, and (2) do not compare their observed algorithmic bias to the biases of their human alternatives. In this paper, we release improvements to the LFW and CelebA datasets which will enable future researchers to obtain measurements of algorithmic bias that are not tainted by major flaws in the dataset (e.g. identical images appearing in both the gallery and test set). We also use these new data to develop a series of challenging facial identification and verification questions that we administered to various algorithms and a large, balanced sample of human reviewers. We find that both computer models and human survey participants perform significantly better at the verification task, generally obtain lower accuracy rates on dark-skinned or female subjects for both tasks, and obtain higher accuracy rates when their demographics match that of the question. Computer models are observed to achieve a higher level of accuracy than the survey participants on both tasks and exhibit bias to similar degrees as the human survey participants.

cs.CV↗
arXiv2021

Improving Generalization of Transfer Learning Across Domains Using Spatio-Temporal Features in Autonomous Driving

Practical learning-based autonomous driving models must be capable of generalizing learned behaviors from simulated to real domains, and from training data to unseen domains with unusual image properties. In this paper, we investigate transfer learning methods that achieve robustness to domain shifts by taking advantage of the invariance of spatio-temporal features across domains. In this paper, we propose a transfer learning method to improve generalization across domains via transfer of spatio-temporal features and salient data augmentation. Our model uses a CNN-LSTM network with Inception modules for image feature extraction. Our method runs in two phases: Phase 1 involves training on source domain data, while Phase 2 performs training on target domain data that has been supplemented by feature maps generated using the Phase 1 model. Our model significantly improves performance in unseen test cases for both simulation-to-simulation transfer as well as simulation-to-real transfer by up to +37.3\% in test accuracy and up to +40.8\% in steering angle prediction, compared to other SOTA methods across multiple datasets.

cs.CV↗
arXiv2021

Insta-RS: Instance-wise Randomized Smoothing for Improved Robustness and Accuracy

Randomized smoothing (RS) is an effective and scalable technique for constructing neural network classifiers that are certifiably robust to adversarial perturbations. Most RS works focus on training a good base model that boosts the certified robustness of the smoothed model. However, existing RS techniques treat every data point the same, i.e., the variance of the Gaussian noise used to form the smoothed model is preset and universal for all training and test data. This preset and universal Gaussian noise variance is suboptimal since different data points have different margins and the local properties of the base model vary across the input examples. In this paper, we examine the impact of customized handling of examples and propose Instance-wise Randomized Smoothing (Insta-RS) -- a multiple-start search algorithm that assigns customized Gaussian variances to test examples. We also design Insta-RS Train -- a novel two-stage training algorithm that adaptively adjusts and customizes the noise level of each training example for training a base model that boosts the certified robustness of the instance-wise Gaussian smoothed model. Through extensive experiments on CIFAR-10 and ImageNet, we show that our method significantly enhances the average certified radius (ACR) as well as the clean data accuracy compared to existing state-of-the-art provably robust classifiers.

cs.LG↗
arXiv2021

Robustness Disparities in Commercial Face Detection

Facial detection and analysis systems have been deployed by large companies and critiqued by scholars and activists for the past decade. Critiques that focus on system performance analyze disparity of the system's output, i.e., how frequently is a face detected for different Fitzpatrick skin types or perceived genders. However, we focus on the robustness of these system outputs under noisy natural perturbations. We present the first of its kind detailed benchmark of the robustness of three such systems: Amazon Rekognition, Microsoft Azure, and Google Cloud Platform. We use both standard and recently released academic facial datasets to quantitatively analyze trends in robustness for each. Across all the datasets and systems, we generally find that photos of individuals who are older, masculine presenting, of darker skin type, or have dim lighting are more susceptible to errors than their counterparts in other identities.

cs.CY↗
arXiv2021

MaxVA: Fast Adaptation of Step Sizes by Maximizing Observed Variance of Gradients

Adaptive gradient methods such as RMSProp and Adam use exponential moving estimate of the squared gradient to compute adaptive step sizes, achieving better convergence than SGD in face of noisy objectives. However, Adam can have undesirable convergence behaviors due to unstable or extreme adaptive learning rates. Methods such as AMSGrad and AdaBound have been proposed to stabilize the adaptive learning rates of Adam in the later stage of training, but they do not outperform Adam in some practical tasks such as training Transformers \cite{transformer}. In this paper, we propose an adaptive learning rate principle, in which the running mean of squared gradient in Adam is replaced by a weighted mean, with weights chosen to maximize the estimated variance of each coordinate. This results in a faster adaptation to the local gradient variance, which leads to more desirable empirical convergence behaviors than Adam. We prove the proposed algorithm converges under mild assumptions for nonconvex stochastic optimization problems, and demonstrate the improved efficacy of our adaptive averaging approach on machine translation, natural language understanding and large-batch pretraining of BERT. The code is available at https://github.com/zhuchen03/MaxVA.

cs.LG↗
arXiv2021

Data Augmentation for Meta-Learning

Conventional image classifiers are trained by randomly sampling mini-batches of images. To achieve state-of-the-art performance, practitioners use sophisticated data augmentation schemes to expand the amount of training data available for sampling. In contrast, meta-learning algorithms sample support data, query data, and tasks on each training step. In this complex sampling scenario, data augmentation can be used not only to expand the number of images available per class, but also to generate entirely new classes/tasks. We systematically dissect the meta-learning pipeline and investigate the distinct ways in which data augmentation can be integrated at both the image and class levels. Our proposed meta-specific data augmentation significantly improves the performance of meta-learners on few-shot classification benchmarks.

cs.LG↗
arXiv2021

Adversarial Examples Make Strong Poisons

The adversarial machine learning literature is largely partitioned into evasion attacks on testing data and poisoning attacks on training data. In this work, we show that adversarial examples, originally intended for attacking pre-trained models, are even more effective for data poisoning than recent methods designed specifically for poisoning. Our findings indicate that adversarial examples, when assigned the original label of their natural base image, cannot be used to train a classifier for natural images. Furthermore, when adversarial examples are assigned their adversarial class label, they are useful for training. This suggests that adversarial examples contain useful semantic content, just with the ``wrong'' labels (according to a network, but not a human). Our method, adversarial poisoning, is substantially more effective than existing poisoning methods for secure dataset release, and we release a poisoned version of ImageNet, ImageNet-P, to encourage research into the strength of this form of data obfuscation.

cs.LG↗
arXiv2021

Just How Toxic is Data Poisoning? A Unified Benchmark for Backdoor and Data Poisoning Attacks

Data poisoning and backdoor attacks manipulate training data in order to cause models to fail during inference. A recent survey of industry practitioners found that data poisoning is the number one concern among threats ranging from model stealing to adversarial attacks. However, it remains unclear exactly how dangerous poisoning methods are and which ones are more effective considering that these methods, even ones with identical objectives, have not been tested in consistent or realistic settings. We observe that data poisoning and backdoor attacks are highly sensitive to variations in the testing setup. Moreover, we find that existing methods may not generalize to realistic settings. While these existing works serve as valuable prototypes for data poisoning, we apply rigorous tests to determine the extent to which we should fear them. In order to promote fair comparison in future work, we develop standardized benchmarks for data poisoning and backdoor attacks.

cs.LG↗
arXiv2021

MetaBalance: High-Performance Neural Networks for Class-Imbalanced Data

Class-imbalanced data, in which some classes contain far more samples than others, is ubiquitous in real-world applications. Standard techniques for handling class-imbalance usually work by training on a re-weighted loss or on re-balanced data. Unfortunately, training overparameterized neural networks on such objectives causes rapid memorization of minority class data. To avoid this trap, we harness meta-learning, which uses both an ''outer-loop'' and an ''inner-loop'' loss, each of which may be balanced using different strategies. We evaluate our method, MetaBalance, on image classification, credit-card fraud detection, loan default prediction, and facial recognition tasks with severely imbalanced data, and we find that MetaBalance outperforms a wide array of popular re-sampling strategies.

cs.AI↗
arXiv2021

Learning Revenue-Maximizing Auctions With Differentiable Matching

We propose a new architecture to approximately learn incentive compatible, revenue-maximizing auctions from sampled valuations. Our architecture uses the Sinkhorn algorithm to perform a differentiable bipartite matching which allows the network to learn strategyproof revenue-maximizing mechanisms in settings not learnable by the previous RegretNet architecture. In particular, our architecture is able to learn mechanisms in settings without free disposal where each bidder must be allocated exactly some number of items. In experiments, we show our approach successfully recovers multiple known optimal mechanisms and high-revenue, low-regret mechanisms in larger settings where the optimal mechanism is unknown.

cs.GT↗
arXiv2021

SAINT: Improved Neural Networks for Tabular Data via Row Attention and Contrastive Pre-Training

Tabular data underpins numerous high-impact applications of machine learning from fraud detection to genomics and healthcare. Classical approaches to solving tabular problems, such as gradient boosting and random forests, are widely used by practitioners. However, recent deep learning methods have achieved a degree of performance competitive with popular techniques. We devise a hybrid deep learning approach to solving tabular data problems. Our method, SAINT, performs attention over both rows and columns, and it includes an enhanced embedding method. We also study a new contrastive self-supervised pre-training method for use when labels are scarce. SAINT consistently improves performance over previous deep learning methods, and it even outperforms gradient boosting methods, including XGBoost, CatBoost, and LightGBM, on average over a variety of benchmark tasks.

cs.LG↗
arXiv2021

Witches' Brew: Industrial Scale Data Poisoning via Gradient Matching

Data Poisoning attacks modify training data to maliciously control a model trained on such data. In this work, we focus on targeted poisoning attacks which cause a reclassification of an unmodified test image and as such breach model integrity. We consider a particularly malicious poisoning attack that is both "from scratch" and "clean label", meaning we analyze an attack that successfully works against new, randomly initialized models, and is nearly imperceptible to humans, all while perturbing only a small fraction of the training data. Previous poisoning attacks against deep neural networks in this setting have been limited in scope and success, working only in simplified settings or being prohibitively expensive for large datasets. The central mechanism of the new attack is matching the gradient direction of malicious examples. We analyze why this works, supplement with practical considerations. and show its threat to real-world practitioners, finding that it is the first poisoning method to cause targeted misclassification in modern deep networks trained from scratch on a full-sized, poisoned ImageNet dataset. Finally we demonstrate the limitations of existing defensive strategies against such an attack, concluding that data poisoning is a credible threat, even for large-scale deep learning systems.

cs.CV↗
arXiv2021

The Intrinsic Dimension of Images and Its Impact on Learning

It is widely believed that natural image data exhibits low-dimensional structure despite the high dimensionality of conventional pixel representations. This idea underlies a common intuition for the remarkable success of deep learning in computer vision. In this work, we apply dimension estimation tools to popular datasets and investigate the role of low-dimensional structure in deep learning. We find that common natural image datasets indeed have very low intrinsic dimension relative to the high number of pixels in the images. Additionally, we find that low dimensional datasets are easier for neural networks to learn, and models solving these tasks generalize better from training to test data. Along the way, we develop a technique for validating our dimension estimation tools on synthetic data generated by GANs allowing us to actively manipulate the intrinsic dimension by controlling the image generation process. Code for our experiments may be found here https://github.com/ppope/dimensions.

cs.CV↗
arXiv2021

DP-InstaHide: Provably Defusing Poisoning and Backdoor Attacks with Differentially Private Data Augmentations

Data poisoning and backdoor attacks manipulate training data to induce security breaches in a victim model. These attacks can be provably deflected using differentially private (DP) training methods, although this comes with a sharp decrease in model performance. The InstaHide method has recently been proposed as an alternative to DP training that leverages supposed privacy properties of the mixup augmentation, although without rigorous guarantees. In this work, we show that strong data augmentations, such as mixup and random additive noise, nullify poison attacks while enduring only a small accuracy trade-off. To explain these finding, we propose a training method, DP-InstaHide, which combines the mixup regularizer with additive noise. A rigorous analysis of DP-InstaHide shows that mixup does indeed have privacy advantages, and that training with k-way mixup provably yields at least k times stronger DP guarantees than a naive DP mechanism. Because mixup (as opposed to noise) is beneficial to model performance, DP-InstaHide provides a mechanism for achieving stronger empirical performance against poisoning attacks than other known DP methods.

cs.LG↗