Distributional Robustness with IPMs and links to Regularization and GANs
- URL: http://arxiv.org/abs/2006.04349v1
- Date: Mon, 8 Jun 2020 04:41:29 GMT
- Title: Distributional Robustness with IPMs and links to Regularization and GANs
- Authors: Hisham Husain
- Abstract summary: We study robustness via divergence-based uncertainty sets in machine learning.
We extend our results to shed light on adversarial generative modelling via $f$-GANs.
- Score: 10.863536797169148
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Robustness to adversarial attacks is an important concern due to the
fragility of deep neural networks to small perturbations and has received an
abundance of attention in recent years. Distributionally Robust Optimization
(DRO), a particularly promising way of addressing this challenge, studies
robustness via divergence-based uncertainty sets and has provided valuable
insights into robustification strategies such as regularization. In the context
of machine learning, the majority of existing results have chosen
$f$-divergences, Wasserstein distances and more recently, the Maximum Mean
Discrepancy (MMD) to construct uncertainty sets. We extend this line of work
for the purposes of understanding robustness via regularization by studying
uncertainty sets constructed with Integral Probability Metrics (IPMs) - a large
family of divergences including the MMD, Total Variation and Wasserstein
distances. Our main result shows that DRO under \textit{any} choice of IPM
corresponds to a family of regularization penalties, which recover and improve
upon existing results in the setting of MMD and Wasserstein distances. Due to
the generality of our result, we show that other choices of IPMs correspond to
other commonly used penalties in machine learning. Furthermore, we extend our
results to shed light on adversarial generative modelling via $f$-GANs,
constituting the first study of distributional robustness for the $f$-GAN
objective. Our results unveil the inductive properties of the discriminator set
with regards to robustness, allowing us to give positive comments for several
penalty-based GAN methods such as Wasserstein-, MMD- and Sobolev-GANs. In
summary, our results intimately link GANs to distributional robustness, extend
previous results on DRO and contribute to our understanding of the link between
regularization and robustness at large.
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