arXiv subjects

Xinyun Chen

Publications and source records attributed to Xinyun Chen.

80 records · Page 5Linked to original sources

arXiv2017

Delving into Transferable Adversarial Examples and Black-box Attacks

An intriguing property of deep neural networks is the existence of adversarial examples, which can transfer among different architectures. These transferable adversarial examples may severely hinder deep neural network-based applications. Previous works mostly study the transferability using small scale datasets. In this work, we are the first to conduct an extensive study of the transferability over large models and a large scale dataset, and we are also the first to study the transferability of targeted adversarial examples with their target labels. We study both non-targeted and targeted adversarial examples, and show that while transferable non-targeted adversarial examples are easy to find, targeted adversarial examples generated using existing approaches almost never transfer with their target labels. Therefore, we propose novel ensemble-based approaches to generating transferable adversarial examples. Using such approaches, we observe a large proportion of targeted adversarial examples that are able to transfer with their target labels for the first time. We also present some geometric studies to help understanding the transferable adversarial examples. Finally, we show that the adversarial examples generated using ensemble-based approaches can successfully attack Clarifai.com, which is a black-box image classification system.

cs.LG↗

arXiv2016

A General Retraining Framework for Scalable Adversarial Classification

Traditional classification algorithms assume that training and test data come from similar distributions. This assumption is violated in adversarial settings, where malicious actors modify instances to evade detection. A number of custom methods have been developed for both adversarial evasion attacks and robust learning. We propose the first systematic and general-purpose retraining framework which can: a) boost robustness of an \emph{arbitrary} learning algorithm, in the face of b) a broader class of adversarial models than any prior methods. We show that, under natural conditions, the retraining framework minimizes an upper bound on optimal adversarial risk, and show how to extend this result to account for approximations of evasion attacks. Extensive experimental evaluation demonstrates that our retraining methods are nearly indistinguishable from state-of-the-art algorithms for optimizing adversarial risk, but are more general and far more scalable. The experiments also confirm that without retraining, our adversarial framework dramatically reduces the effectiveness of learning. In contrast, retraining significantly boosts robustness to evasion attacks without significantly compromising overall accuracy.

cs.GT↗

arXiv2016

Latent Attention For If-Then Program Synthesis

Automatic translation from natural language descriptions into programs is a longstanding challenging problem. In this work, we consider a simple yet important sub-problem: translation from textual descriptions to If-Then programs. We devise a novel neural network architecture for this task which we train end-to-end. Specifically, we introduce Latent Attention, which computes multiplicative weights for the words in the description in a two-stage process with the goal of better leveraging the natural language structures that indicate the relevant parts for predicting program elements. Our architecture reduces the error rate by 28.57% compared to prior art. We also propose a one-shot learning scenario of If-Then program synthesis and simulate it with our existing dataset. We demonstrate a variation on the training procedure for this scenario that outperforms the original procedure, significantly closing the gap to the model trained with all data.

cs.CL↗

arXiv2016

$ε$-Strong Simulation for Multidimensional Stochastic Differential Equations via Rough Path Analysis

Consider a multidimensional diffusion process $X=\{X\left(t\right) :t\in\lbrack0,1]\}$. Let $\varepsilon>0$ be a \textit{deterministic}, user defined, tolerance error parameter. Under standard regularity conditions on the drift and diffusion coefficients of $X$, we construct a probability space, supporting both $X$ and an explicit, piecewise constant, fully simulatable process $X_{\varepsilon}$ such that \[ \sup_{0\leq t\leq1}\left\Vert X_{\varepsilon}\left(t\right) -X\left(t\right) \right\Vert_{\infty}<\varepsilon \] with probability one. Moreover, the user can adaptively choose $\varepsilon^{\prime}\in\left(0,\varepsilon\right) $ so that $X_{\varepsilon^{\prime}}$ (also piecewise constant and fully simulatable) can be constructed conditional on $X_{\varepsilon}$ to ensure an error smaller than $\varepsilon^{\prime}>0$ with probability one. Our construction requires a detailed study of continuity estimates of the Ito map using Lyon's theory of rough paths. We approximate the underlying Brownian motion, jointly with the Lévy areas with a deterministic $\varepsilon$ error in the underlying rough path metric.

math.PR↗

arXiv2016

Perfect Sampling and Gradient Simulation for Fork-Join Networks

Fork-join network is a class of queueing networks with applications in manufactory, healthcare and computation systems. In this paper, we develop a simulation algorithm that (1) generates i.i.d. samples of the job sojourn time, jointly with the number of waiting tasks, exactly following the steady-state distribution, and (2) unbiased estimators of the derivatives of the job sojourn time with respect to the service rates of the servers in the network. The algorithm is designed based on the Coupling from the Past (CFTP) and Infinitesimal Perturbation Analysis (IPA) techniques. Two numerical examples are reported, including the special 2-station case where analytic results on the steady-state distribution is known and a 10-station network with a bottleneck.

math.PR↗

arXiv2016

Perfect Sampling of Generalized Jackson Network

We provide the first perfect sampling algorithm for a Generalized Jackson Network of FIFO queues under arbitrary topology and non-Markovian assumptions on the input of the network. We assume (in addition to stability) that the interarrival and service times of customers have finite moment generating function in a neighborhood of the origin, and the interarrival times have unbounded support.

math.PR↗

arXiv2015

Steady-state simulation of reflected Brownian motion and related stochastic networks

This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson (possibly Markov modulated) input. In this case, we analyze the complexity of our procedure as the dimension of the network increases and show that, under certain assumptions, the algorithm has polynomial-expected termination time. Our methodology includes procedures that are of interest beyond steady-state simulation and reflected processes. For instance, we use wavelets to construct a piecewise linear function that can be guaranteed to be within $\varepsilon$ distance (deterministic) in the uniform norm to Brownian motion in any compact time interval.

math.PR↗

arXiv2013

Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit Order Books

We derive a continuous time model for the joint evolution of the mid price and the bid-ask spread from a multiscale analysis of the whole limit order book (LOB) dynamics. We model the LOB as a multiclass queueing system and perform our asymptotic analysis using stylized features observed empirically. We argue that in the asymptotic regime supported by empirical observations the mid price and bid-ask-spread can be described using only certain parameters of the book (not the whole book itself). Our limit process is characterized by reflecting behavior and state-dependent jumps. Our analysis allows to explain certain characteristics observed in practice such as: the connection between power-law decaying tails in the volumes of the order book and the returns, as well as statistical properties of the long-run spread distribution.

q-fin.TR↗