scispace - formally typeset
Search or ask a question
Author

Nicolas Flammarion

Bio: Nicolas Flammarion is an academic researcher from École Polytechnique Fédérale de Lausanne. The author has contributed to research in topics: Gradient descent & Stochastic gradient descent. The author has an hindex of 19, co-authored 45 publications receiving 1316 citations. Previous affiliations of Nicolas Flammarion include École Normale Supérieure & University of California, Berkeley.

Papers
More filters
Posted Content
TL;DR: The Square Attack is a score-based black-box attack that does not rely on local gradient information and thus is not affected by gradient masking, and can outperform gradient-based white-box attacks on the standard benchmarks achieving a new state-of-the-art in terms of the success rate.
Abstract: We propose the Square Attack, a score-based black-box $l_2$- and $l_\infty$-adversarial attack that does not rely on local gradient information and thus is not affected by gradient masking. Square Attack is based on a randomized search scheme which selects localized square-shaped updates at random positions so that at each iteration the perturbation is situated approximately at the boundary of the feasible set. Our method is significantly more query efficient and achieves a higher success rate compared to the state-of-the-art methods, especially in the untargeted setting. In particular, on ImageNet we improve the average query efficiency in the untargeted setting for various deep networks by a factor of at least $1.8$ and up to $3$ compared to the recent state-of-the-art $l_\infty$-attack of Al-Dujaili & O'Reilly. Moreover, although our attack is black-box, it can also outperform gradient-based white-box attacks on the standard benchmarks achieving a new state-of-the-art in terms of the success rate. The code of our attack is available at this https URL.

362 citations

Posted Content
TL;DR: This work evaluates robustness of models for their benchmark with AutoAttack, an ensemble of white- and black-box attacks which was recently shown in a large-scale study to improve almost all robustness evaluations compared to the original publications.
Abstract: As a research community, we are still lacking a systematic understanding of the progress on adversarial robustness, which often makes it hard to identify the most promising ideas in training robust models. A key challenge in benchmarking robustness is that its evaluation is often error-prone, leading to overestimation of the true robustness of models. While adaptive attacks designed for a particular defense are a potential solution, they have to be highly customized for particular models, which makes it difficult to compare different methods. Our goal is to instead establish a standardized benchmark of adversarial robustness, which as accurately as possible reflects the robustness of the considered models within a reasonable computational budget. To evaluate the robustness of models for our benchmark, we consider AutoAttack, an ensemble of white- and black-box attacks which was recently shown in a large-scale study to improve almost all robustness evaluations compared to the original publications. We also impose some restrictions on the admitted models to rule out defenses that only make gradient-based attacks ineffective without improving actual robustness. Our leaderboard, hosted at this https URL, contains evaluations of 90+ models and aims at reflecting the current state of the art on a set of well-defined tasks in $\ell_\infty$- and $\ell_2$-threat models and on common corruptions, with possible extensions in the future. Additionally, we open-source the library this https URL that provides unified access to 60+ robust models to facilitate their downstream applications. Finally, based on the collected models, we analyze the impact of robustness on the performance on distribution shifts, calibration, out-of-distribution detection, fairness, privacy leakage, smoothness, and transferability.

257 citations

Book ChapterDOI
23 Aug 2020
TL;DR: The Square Attack as mentioned in this paper is based on a randomized search scheme which selects localized square-shaped updates at random positions so that at each iteration the perturbation is situated approximately at the boundary of the feasible set.
Abstract: We propose the Square Attack, a score-based black-box \(l_2\)- and \(l_\infty \)-adversarial attack that does not rely on local gradient information and thus is not affected by gradient masking. Square Attack is based on a randomized search scheme which selects localized square-shaped updates at random positions so that at each iteration the perturbation is situated approximately at the boundary of the feasible set. Our method is significantly more query efficient and achieves a higher success rate compared to the state-of-the-art methods, especially in the untargeted setting. In particular, on ImageNet we improve the average query efficiency in the untargeted setting for various deep networks by a factor of at least 1.8 and up to 3 compared to the recent state-of-the-art \(l_\infty \)-attack of Al-Dujaili & O’Reilly (2020). Moreover, although our attack is black-box, it can also outperform gradient-based white-box attacks on the standard benchmarks achieving a new state-of-the-art in terms of the success rate. The code of our attack is available at https://github.com/max-andr/square-attack.

235 citations

Posted Content
TL;DR: This work considers the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error, and presents the first algorithm that achieves jointly the optimal prediction error rates for least-squares regression.
Abstract: We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that achieves jointly the optimal prediction error rates for least-squares regression, both in terms of forgetting of initial conditions in O(1/n 2), and in terms of dependence on the noise and dimension d of the problem, as O(d/n). Our new algorithm is based on averaged accelerated regularized gradient descent, and may also be analyzed through finer assumptions on initial conditions and the Hessian matrix, leading to dimension-free quantities that may still be small while the " optimal " terms above are large. In order to characterize the tightness of these new bounds, we consider an application to non-parametric regression and use the known lower bounds on the statistical performance (without computational limits), which happen to match our bounds obtained from a single pass on the data and thus show optimality of our algorithm in a wide variety of particular trade-offs between bias and variance.

164 citations

Journal Article
TL;DR: In this paper, the authors present an algorithm that achieves jointly the optimal prediction error rates for least-squares regression, both in terms of forgetting of initial conditions in O(1/n 2 ) and dependence on the noise and dimension d of the problem, as O(d/n).
Abstract: We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first algorithm that achieves jointly the optimal prediction error rates for least-squares regression, both in terms of forgetting of initial conditions in O(1/n 2), and in terms of dependence on the noise and dimension d of the problem, as O(d/n). Our new algorithm is based on averaged accelerated regularized gradient descent, and may also be analyzed through finer assumptions on initial conditions and the Hessian matrix, leading to dimension-free quantities that may still be small while the " optimal " terms above are large. In order to characterize the tightness of these new bounds, we consider an application to non-parametric regression and use the known lower bounds on the statistical performance (without computational limits), which happen to match our bounds obtained from a single pass on the data and thus show optimality of our algorithm in a wide variety of particular trade-offs between bias and variance.

119 citations


Cited by
More filters
Journal Article
TL;DR: The methodology proposed automatically adapts to the local structure when simulating paths across this manifold, providing highly efficient convergence and exploration of the target density, and substantial improvements in the time‐normalized effective sample size are reported when compared with alternative sampling approaches.
Abstract: The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling methods defined on the Riemann manifold to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The methods provide fully automated adaptation mechanisms that circumvent the costly pilot runs that are required to tune proposal densities for Metropolis-Hastings or indeed Hamiltonian Monte Carlo and Metropolis adjusted Langevin algorithms. This allows for highly efficient sampling even in very high dimensions where different scalings may be required for the transient and stationary phases of the Markov chain. The methodology proposed exploits the Riemann geometry of the parameter space of statistical models and thus automatically adapts to the local structure when simulating paths across this manifold, providing highly efficient convergence and exploration of the target density. The performance of these Riemann manifold Monte Carlo methods is rigorously assessed by performing inference on logistic regression models, log-Gaussian Cox point processes, stochastic volatility models and Bayesian estimation of dynamic systems described by non-linear differential equations. Substantial improvements in the time-normalized effective sample size are reported when compared with alternative sampling approaches. MATLAB code that is available from http://www.ucl.ac.uk/statistics/research/rmhmc allows replication of all the results reported.

1,031 citations

Posted Content
TL;DR: Two extensions of the PGD-attack overcoming failures due to suboptimal step size and problems of the objective function are proposed and combined with two complementary existing ones to form a parameter-free, computationally affordable and user-independent ensemble of attacks to test adversarial robustness.
Abstract: The field of defense strategies against adversarial attacks has significantly grown over the last years, but progress is hampered as the evaluation of adversarial defenses is often insufficient and thus gives a wrong impression of robustness. Many promising defenses could be broken later on, making it difficult to identify the state-of-the-art. Frequent pitfalls in the evaluation are improper tuning of hyperparameters of the attacks, gradient obfuscation or masking. In this paper we first propose two extensions of the PGD-attack overcoming failures due to suboptimal step size and problems of the objective function. We then combine our novel attacks with two complementary existing ones to form a parameter-free, computationally affordable and user-independent ensemble of attacks to test adversarial robustness. We apply our ensemble to over 50 models from papers published at recent top machine learning and computer vision venues. In all except one of the cases we achieve lower robust test accuracy than reported in these papers, often by more than $10\%$, identifying several broken defenses.

667 citations