APDec 20, 2016
A partial differential equation for the strictly quasiconvex envelopeBilal Abbasi, Adam M. Oberman
In a series of papers Barron, Goebel, and Jensen studied Partial Differential Equations (PDE)s for quasiconvex (QC) functions \cite{barron2012functions, barron2012quasiconvex,barron2013quasiconvex,barron2013uniqueness}. To overcome the lack of uniqueness for the QC PDE, they introduced a regularization: a PDE for $\e$-robust QC functions, which is well-posed. Building on this work, we introduce a stronger regularization which is amenable to numerical approximation. We build convergent finite difference approximations, comparing the QC envelope and the two regularization. Solutions of this PDE are strictly convex, and smoother than the robust-QC functions.
NADec 16, 2016
Computing the quasiconvex envelope using a nonlocal line solverBilal Abbasi, Adam M. Oberman
Recently in a series of articles, Barron, Goebel, and Jensen \cite{barron2012functions} \cite{barron2012quasiconvex} \cite{barron2013quasiconvex} \cite{barron2013uniqueness} have studied second order degenerate elliptic PDE and first order nonlocal PDEs for the quasiconvex envelope. Quasiconvex functions are functions whose level sets are convex. The PDE is difficult to solve. In this article we present an algorithm for computing the quasiconvex envelope (QCE) of a given function. The QCE operator is a level set operator, so this algorithm gives a method to compute convex hull of sets represented by a level set functions. We present a nonlocal line solver for the quasiconvex envelope (QCE), based on solving the one dimensional problem on lines. We find an explicit formula for the QCE of a function defined on a line.
LGOct 1, 2018
Improved robustness to adversarial examples using Lipschitz regularization of the lossChris Finlay, Adam Oberman, Bilal Abbasi
We augment adversarial training (AT) with worst case adversarial training (WCAT) which improves adversarial robustness by 11% over the current state-of-the-art result in the $\ell_2$ norm on CIFAR-10. We obtain verifiable average case and worst case robustness guarantees, based on the expected and maximum values of the norm of the gradient of the loss. We interpret adversarial training as Total Variation Regularization, which is a fundamental tool in mathematical image processing, and WCAT as Lipschitz regularization.
LGAug 28, 2018
Lipschitz regularized Deep Neural Networks generalize and are adversarially robustChris Finlay, Jeff Calder, Bilal Abbasi et al.
In this work we study input gradient regularization of deep neural networks, and demonstrate that such regularization leads to generalization proofs and improved adversarial robustness. The proof of generalization does not overcome the curse of dimensionality, but it is independent of the number of layers in the networks. The adversarial robustness regularization combines adversarial training, which we show to be equivalent to Total Variation regularization, with Lipschitz regularization. We demonstrate empirically that the regularized models are more robust, and that gradient norms of images can be used for attack detection.
LGAug 15, 2016
Anomaly detection and classification for streaming data using PDEsBilal Abbasi, Jeff Calder, Adam M. Oberman
Nondominated sorting, also called Pareto Depth Analysis (PDA), is widely used in multi-objective optimization and has recently found important applications in multi-criteria anomaly detection. Recently, a partial differential equation (PDE) continuum limit was discovered for nondominated sorting leading to a very fast approximate sorting algorithm called PDE-based ranking. We propose in this paper a fast real-time streaming version of the PDA algorithm for anomaly detection that exploits the computational advantages of PDE continuum limits. Furthermore, we derive new PDE continuum limits for sorting points within their nondominated layers and show how the new PDEs can be used to classify anomalies based on which criterion was more significantly violated. We also prove statistical convergence rates for PDE-based ranking, and present the results of numerical experiments with both synthetic and real data.