Papers › Regularization properties of adversarially-trained linear regression

Regularization properties of adversarially-trained linear regression

16 Oct 2023NeurIPS 2023 11arXiv:2310.10807archive 2025-07-28

Antônio H. Ribeiro, Dave Zachariah, Francis Bach, Thomas B. Schön

State-of-the-art machine learning models can be vulnerable to very small input perturbations that are adversarially constructed. Adversarial training is an effective approach to defend against it. Formulated as a min-max problem, it searches for the best solution when the training data were corrupted by the worst-case attacks. Linear models are among the simple models where vulnerabilities can be observed and are the focus of our study. In this case, adversarial training leads to a convex optimization problem which can be formulated as the minimization of a finite sum. We provide a comparative analysis between the solution of adversarial training in linear regression and other regularization methods. Our main findings are that: (A) Adversarial training yields the minimum-norm interpolating solution in the overparameterized regime (more parameters than data), as long as the maximum disturbance radius is smaller than a threshold. And, conversely, the minimum-norm interpolator is the solution to adversarial training with a given radius. (B) Adversarial training can be equivalent to parameter shrinking methods (ridge regression and Lasso). This happens in the underparametrized region, for an appropriate choice of adversarial radius and zero-mean symmetrically distributed covariates. (C) For ℓ_∞-adversarial training -- as in square-root Lasso -- the choice of adversarial radius for optimal bounds does not depend on the additive noise variance. We confirm our theoretical findings with numerical examples.

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