Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense MechanismsLinbo Liu, Youngsuk Park, Trong Nghia Hoang et al.
This work studies the threats of adversarial attack on multivariate probabilistic forecasting models and viable defense mechanisms. Our studies discover a new attack pattern that negatively impact the forecasting of a target time series via making strategic, sparse (imperceptible) modifications to the past observations of a small number of other time series. To mitigate the impact of such attack, we have developed two defense strategies. First, we extend a previously developed randomized smoothing technique in classification to multivariate forecasting scenarios. Second, we develop an adversarial training algorithm that learns to create adversarial examples and at the same time optimizes the forecasting model to improve its robustness against such adversarial simulation. Extensive experiments on real-world datasets confirm that our attack schemes are powerful and our defense algorithms are more effective compared with baseline defense mechanisms.
2.0LGOct 11, 2023
Promoting Robustness of Randomized Smoothing: Two Cost-Effective ApproachesLinbo Liu, Trong Nghia Hoang, Lam M. Nguyen et al.
Randomized smoothing has recently attracted attentions in the field of adversarial robustness to provide provable robustness guarantees on smoothed neural network classifiers. However, existing works show that vanilla randomized smoothing usually does not provide good robustness performance and often requires (re)training techniques on the base classifier in order to boost the robustness of the resulting smoothed classifier. In this work, we propose two cost-effective approaches to boost the robustness of randomized smoothing while preserving its clean performance. The first approach introduces a new robust training method AdvMacerwhich combines adversarial training and robustness certification maximization for randomized smoothing. We show that AdvMacer can improve the robustness performance of randomized smoothing classifiers compared to SOTA baselines, while being 3x faster to train than MACER baseline. The second approach introduces a post-processing method EsbRS which greatly improves the robustness certificate based on building model ensembles. We explore different aspects of model ensembles that has not been studied by prior works and propose a novel design methodology to further improve robustness of the ensemble based on our theoretical analysis.