Saved in:
Bibliographic Details
Main Authors: Zhang, Xiyue, Wang, Zifan, Gao, Yulong, Romao, Licio, Abate, Alessandro, Kwiatkowska, Marta
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.19729
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866916499599392768
author Zhang, Xiyue
Wang, Zifan
Gao, Yulong
Romao, Licio
Abate, Alessandro
Kwiatkowska, Marta
author_facet Zhang, Xiyue
Wang, Zifan
Gao, Yulong
Romao, Licio
Abate, Alessandro
Kwiatkowska, Marta
contents In light of the inherently complex and dynamic nature of real-world environments, incorporating risk measures is crucial for the robustness evaluation of deep learning models. In this work, we propose a Risk-Averse Certification framework for Bayesian neural networks called RAC-BNN. Our method leverages sampling and optimisation to compute a sound approximation of the output set of a BNN, represented using a set of template polytopes. To enhance robustness evaluation, we integrate a coherent distortion risk measure--Conditional Value at Risk (CVaR)--into the certification framework, providing probabilistic guarantees based on empirical distributions obtained through sampling. We validate RAC-BNN on a range of regression and classification benchmarks and compare its performance with a state-of-the-art method. The results show that RAC-BNN effectively quantifies robustness under worst-performing risky scenarios, and achieves tighter certified bounds and higher efficiency in complex tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2411_19729
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Risk-Averse Certification of Bayesian Neural Networks
Zhang, Xiyue
Wang, Zifan
Gao, Yulong
Romao, Licio
Abate, Alessandro
Kwiatkowska, Marta
Machine Learning
In light of the inherently complex and dynamic nature of real-world environments, incorporating risk measures is crucial for the robustness evaluation of deep learning models. In this work, we propose a Risk-Averse Certification framework for Bayesian neural networks called RAC-BNN. Our method leverages sampling and optimisation to compute a sound approximation of the output set of a BNN, represented using a set of template polytopes. To enhance robustness evaluation, we integrate a coherent distortion risk measure--Conditional Value at Risk (CVaR)--into the certification framework, providing probabilistic guarantees based on empirical distributions obtained through sampling. We validate RAC-BNN on a range of regression and classification benchmarks and compare its performance with a state-of-the-art method. The results show that RAC-BNN effectively quantifies robustness under worst-performing risky scenarios, and achieves tighter certified bounds and higher efficiency in complex tasks.
title Risk-Averse Certification of Bayesian Neural Networks
topic Machine Learning
url https://arxiv.org/abs/2411.19729