Related papers: Continuous and randomized defensive forecasting: u…

The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of…

This tutorial provides a survey of algorithms for Defensive Forecasting, where predictions are derived not by prognostication but by correcting past mistakes. Pioneered by Vovk, Defensive Forecasting frames the goal of prediction as a…

We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between the forecasts and the actual labels, there exists a…

This work studies the threats of adversarial attack on multivariate probabilistic forecasting models and viable defense mechanisms. Our studies discover a new attack pattern that negatively impact the forecasting of a target time series via…

We apply the method of defensive forecasting, based on the use of game-theoretic supermartingales, to prediction with expert advice. In the traditional setting of a countable number of experts and a finite number of outcomes, the Defensive…

We consider a general class of forecasting protocols, called "linear protocols", and discuss several important special cases, including multi-class forecasting. Forecasting is formalized as a game between three players: Reality, whose role…

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Accurate and robust trajectory prediction is essential for safe and efficient autonomous driving, yet recent work has shown that even state-of-the-art prediction models are highly vulnerable to inputs being mildly perturbed by adversarial…

We study a dynamic game where an expert sends probabilistic forecasts to a decision-maker. The decision-maker verifies these forecasts using a calibration test based on past data. How should the expert send forecasts to maximize her payoff…

The vulnerability of machine learning models to adversarial attacks remains a critical security challenge. Traditional defenses, such as adversarial training, typically robustify models by minimizing a worst-case loss. However, these…

Adversarial attacks can generate adversarial inputs by applying small but intentionally worst-case perturbations to samples from the dataset, which leads to even state-of-the-art deep neural networks outputting incorrect answers with high…

We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…

Defensive deception is a promising approach for cyber defense. Via defensive deception, the defender can anticipate attacker actions; it can mislead or lure attacker, or hide real resources. Although defensive deception is increasingly…

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Planning safe robot motions in the presence of humans requires reliable forecasts of future human motion. However, simply predicting the most likely motion from prior interactions does not guarantee safety. Such forecasts fail to model the…

The vulnerability of machine learning systems to adversarial attacks questions their usage in many applications. In this paper, we propose a randomized diversification as a defense strategy. We introduce a multi-channel architecture in a…

We discuss an approach to probabilistic forecasting based on two chained machine-learning steps: a dimensional reduction step that learns a reduction map of predictor information to a low-dimensional space in a manner designed to preserve…

Prediction is a complex notion, and different predictors (such as people, computer programs, and probabilistic theories) can pursue very different goals. In this paper I will review some popular kinds of prediction and argue that the theory…

Being able to predict what may happen in the future requires an in-depth understanding of the physical and causal rules that govern the world. A model that is able to do so has a number of appealing applications, from robotic planning to…

In various applications, probabilistic forecasts are required to quantify the inherent uncertainty associated with the forecast. However, numerous modern forecasting methods are still designed to create deterministic forecasts. Transforming…