60.4CRMay 6
WAAA! Web Adversaries Against Agentic BrowsersSohom Datta, Alex Nahapetyan, William Enck et al.
Large language models (LLMs) are increasingly being integrated into web browsers to create agentic browsing systems that execute actions on behalf of the user. Prior work considering the security of agentic browsers focuses exclusively on indirect prompt-injection attacks. However, by failing to consider traditional web attacks, previous agentic browser threat models have a blind spot to web social engineering attacks originally designed to trick humans. In this paper, we propose the first web-focused threat model for agentic browsers and use it to derive a taxonomy of 20 attacks across both the web and LLM space, and implement 18 of the attacks. Our threat model extends the original See$\rightarrow$Act browser agent model to account for all components of a browser, and frames the agent as a confused deputy unable to distinguish task steps from traditional web attacks. We show that 10 web threats can reemerge often in amplified forms once an agent can be influenced by untrusted page content. We further conduct a generalizability study on 14 of the 20 attacks, showing that our attacks reproduce across 4 major LLM models spanning multiple vendors. We show that agentic browsers exhibit five major failure modes when facing traditional and LLM web threats, demonstrating the need to rearchitect agentic browsers before they are ready for the current web.
LGSep 12, 2023Code
A Machine Learning Framework to Deconstruct the Primary Drivers for Electricity Market Price EventsMilan Jain, Xueqing Sun, Sohom Datta et al.
Power grids are moving towards 100% renewable energy source bulk power grids, and the overall dynamics of power system operations and electricity markets are changing. The electricity markets are not only dispatching resources economically but also taking into account various controllable actions like renewable curtailment, transmission congestion mitigation, and energy storage optimization to ensure grid reliability. As a result, price formations in electricity markets have become quite complex. Traditional root cause analysis and statistical approaches are rendered inapplicable to analyze and infer the main drivers behind price formation in the modern grid and markets with variable renewable energy (VRE). In this paper, we propose a machine learning-based analysis framework to deconstruct the primary drivers for price spike events in modern electricity markets with high renewable energy. The outcomes can be utilized for various critical aspects of market design, renewable dispatch and curtailment, operations, and cyber-security applications. The framework can be applied to any ISO or market data; however, in this paper, it is applied to open-source publicly available datasets from California Independent System Operator (CAISO) and ISO New England (ISO-NE).