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Poster
Adversarial Attacks on Probabilistic Autoregressive Forecasting Models
Raphaël Dang-Nhu · Gagandeep Singh · Pavol Bielik · Martin Vechev

Tue Jul 14 09:00 AM -- 09:45 AM & Tue Jul 14 09:00 PM -- 09:45 PM (PDT) @
in Poster Session 3 »

We develop an effective generation of adversarial attacks on neural models that output a sequence of probability distributions rather than a sequence of single values. This setting includes the recently proposed deep probabilistic autoregressive forecasting models that estimate the probability distribution of a time series given its past and achieve state-of-the-art results in a diverse set of application domains. The key technical challenge we address is how to effectively differentiate through the Monte-Carlo estimation of statistics of the output sequence joint distribution. Additionally, we extend prior work on probabilistic forecasting to the Bayesian setting which allows conditioning on future observations, instead of only on past observations. We demonstrate that our approach can successfully generate attacks with small input perturbations in two challenging tasks where robust decision making is crucial -- stock market trading and prediction of electricity consumption.

Keywords: Adversarial Examples · Deep Sequence Models · Time Series and Sequence Models

Author Information

Raphaël Dang-Nhu (ETH Zürich)
Gagandeep Singh (ETH Zurich)
Pavol Bielik (ETH Zurich)
Martin Vechev (ETH Zurich)

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