Conditional Independence Testing with Heteroskedastic Data and Applications to Causal Discovery

Conditional independence (CI) testing is frequently used in data analysis and machine learning for various scientific fields and it forms the basis of constraint-based causal discovery. Oftentimes, CI testing relies on strong, rather unrealistic assumptions. One of these assumptions is homoskedasticity, in other words, a constant conditional variance is assumed. We frame heteroskedasticity in a structural causal model framework and present an adaptation of the partial correlation CI test that works well in the presence of heteroskedastic noise, given that expert knowledge about the heteroskedastic relationships is available. Further, we provide theoretical consistency results for the proposed CI test which carry over to causal discovery under certain assumptions. Numerical causal discovery experiments demonstrate that the adapted partial correlation CI test outperforms the standard test in the presence of heteroskedasticity and is on par for the homoskedastic case. Finally, we discuss the general challenges and limits as to how expert knowledge about heteroskedasticity can be accounted for in causal discovery.

Risk Assessment for Machine Learning Models

In this paper we propose a framework for assessing the risk associated with deploying a machine learning model in a specified environment. For that we carry over the risk definition from decision theory to machine learning. We develop and implement a method that allows to define deployment scenarios, test the machine learning model under the conditions specified in each scenario, and estimate the damage associated with the output of the machine learning model under test. Using the likelihood of each scenario together with the estimated damage we define \emph{key risk indicators} of a machine learning model. The definition of scenarios and weighting by their likelihood allows for standardized risk assessment in machine learning throughout multiple domains of application. In particular, in our framework, the robustness of a machine learning model to random input corruptions, distributional shifts caused by a changing environment, and adversarial perturbations can be assessed.

Understanding the Decision Boundary of Deep Neural Networks: An Empirical Study

Despite achieving remarkable performance on many image classification tasks, state-of-the-art machine learning (ML) classifiers remain vulnerable to small input perturbations. Especially, the existence of adversarial examples raises concerns about the deployment of ML models in safety- and security-critical environments, like autonomous driving and disease detection. Over the last few years, numerous defense methods have been published with the goal of improving adversarial as well as corruption robustness. However, the proposed measures succeeded only to a very limited extent. This limited progress is partly due to the lack of understanding of the decision boundary and decision regions of deep neural networks. Therefore, we study the minimum distance of data points to the decision boundary and how this margin evolves over the training of a deep neural network. By conducting experiments on MNIST, FASHION-MNIST, and CIFAR-10, we observe that the decision boundary moves closer to natural images over training. This phenomenon even remains intact in the late epochs of training, where the classifier already obtains low training and test error rates. On the other hand, adversarial training appears to have the potential to prevent this undesired convergence of the decision boundary.

The Attack Generator: A Systematic Approach Towards Constructing Adversarial Attacks

Most state-of-the-art machine learning (ML) classification systems are vulnerable to adversarial perturbations. As a consequence, adversarial robustness poses a significant challenge for the deployment of ML-based systems in safety- and security-critical environments like autonomous driving, disease detection or unmanned aerial vehicles. In the past years we have seen an impressive amount of publications presenting more and more new adversarial attacks. However, the attack research seems to be rather unstructured and new attacks often appear to be random selections from the unlimited set of possible adversarial attacks. With this publication, we present a structured analysis of the adversarial attack creation process. By detecting different building blocks of adversarial attacks, we outline the road to new sets of adversarial attacks. We call this the "attack generator". In the pursuit of this objective, we summarize and extend existing adversarial perturbation taxonomies. The resulting taxonomy is then linked to the application context of computer vision systems for autonomous vehicles, i.e. semantic segmentation and object detection. Finally, in order to prove the usefulness of the attack generator, we investigate existing semantic segmentation attacks with respect to the detected defining components of adversarial attacks.