Overcoming the Convex Barrier for Simplex Inputs

1 Introduction . Verification refers to the challenging computational problem of determining whether a neural network satisfies a given specification . Perhaps the most popular specification is to prove or disprove that a neural network classifier is robust to perturbations of the input that lie within an ` p ball [ de Palma et al. , 2021a , Wong and Kolter , 2018 , Zhang et al. , 2018 , Weng et al. , 2018 , Mirman et al. , 2018 , Dvijotham et al. , 2018 ] , with impressive state of the art results recently achieved in Wang et al . [ 2021 ] . The ability to verify neural networks would open the door to better understanding their nature , and allow us to apply deep learning in safety critical domains where errors can have a large cost . Given the importance of the problem , it is unsurprising that it has attracted considerable atttention from the machine learning and automated verification communities [ Katz et al. , 2017 , Ehlers , 2017 ] . Early work in verification lead to the notion of a convex barrier , that is , a limitation in the tightness of the bounds obtainable by the convex relaxation of the output of a neural network [ Salman et al. , 2019 ] . This weakness was seen as a primary reason for the slow convergence of branch-and-bound algorithms for verification , which rely on convex relaxations to compute the bounds , on a large number of specifications on standard datasets . However , recent work has been able to successfully overcome this barrier . Specifically , Anderson et al . [ 2019 ] proposed a tight relaxation that precisely defines the convex hull of a composition of a linear function of a vector within an ` ∞ ball with the ReLU non-linearity . While their relaxation has a large number of constraints ( exponential in the size of the vector ) , they provide an efficient algorithm for identifying the most violated constraint at any infeasible point . This enables the use of efficient cutting plane algorithms to solve the 35th Conference on Neural Information Processing Systems ( NeurIPS 2021 ) . primal [ Anderson et al. , 2019 ] , active sets to solve the dual [ de Palma et al. , 2021a , b ] , and even approximate linear bound propagation algorithms [ Tjandraatmadja et al. , 2020 ] . Buoyed by the possibility of realizing practical verification using tight relaxations , we consider an important specification , namely , robustness to perturbations that lie in a probability simplex . Examples of such a specification include robustness to ` 1 perturbations or to word substitutions [ Huang et al. , 2019 ] . Previous approaches for addressing this specification relied on fairly loose relaxations based on interval bound propagation [ Huang et al. , 2019 , Gowal et al. , 2018 ] . To alleviate this deficiency , we derive the convex hull of the composition of a linear transformation of the probability simplex with a convex non-linearity such as ReLU or SoftPlus . Somewhat surprisingly , we show that , unlike the previously considered case of ` ∞ balls , the probability simplex helps greatly simplify the description of the convex hull . In fact , the number of constraints required is linear in the dimensionality of the simplex . By using a novel technique to propagate the simplex constraints through the hidden layers of the network , we derive a tight relaxation for the output of a network whose size scales linearly with the size of the network . Furthermore , we suitably extend a linear bound propopagation algorithm [ Zhang et al. , 2018 ] to solve the tight relaxation efficiently , thereby realizing practical verification over simplex inputs . We demonstrate the scalability of our approach using the specification of robustness to ` 1 perturbations for MNIST and CIFAR-10 classification . Our method achieves 13.6 % higher verified accuracy on MNIST and up to 14.4 % higher verified accuracy on CIFAR-10 compared to the state of the art baselines on the same networks given the same computational budget . To further demonstrate the benefits of our tight relaxation , we consider a novel and highly challenging specification of global robustness in multi-modal classification . Specifically , we consider the Food 101 dataset [ Wang et al. , 2015 ] , where each sample consists of an image of a food item together with its recipe . Our specification requires a neural network trained to classify the food item to be robust to arbitrary changes in the text of a sample . This specification captures the scenario where the image is carefully curated while the text is crowd-sourced and can therefore be easily manipulated by adversarial actors . While similar specifications have been considered in previous works [ Jia et al. , 2019 , Huang et al. , 2019 ] , they focus on substituting a very small subset of words with their synonyms , which leads to simpler verification problems . We show that , on our significantly more difficult global verification task , our method achieves up to 25 % higher verified accuracy in the same amount of time as the state of the art baseline . 2 Preliminaries . We provide a formal mathematical description of our verification problem , and briefly discuss the existing relaxations in order to contextualise our contributions . 2.1 Problem description . We denote the m-dimensional probability simplex as ∆m , that is , ∆m = { x ∈ Rm | x ≥ 0 , 1 > x ≤ 1 } . As mentioned in the previous section , we are interested in verifying specifications of a given neural network when its input is constrained to lie in a simplex . We focus on networks with a layered architecture to keep notation simple , but our ideas easily extend to any feed-forward network , including residual networks . We consider a neural network with n layers . Each layer is assumed to be composed of two operations : ( i ) an affine operation ( fully connected layer or convolution layer ) , which we denote by Lk ( · ) ; and ( ii ) a non-linear activation function , which we denote by σ ( · ) . In other words , given its input xk−1 ∈ Rnk−1 , the k-th layer performs the operation x̂k = Lk ( xk−1 ) ∈ Rnk , followed by xk = σ ( x̂k ) ∈ Rnk . While we place no restriction on the linear operation , we make the following assumption on the activation function . Assumption 1 . We assume that the activation function σ is an element-wise convex function ( for example , ReLU or SoftPlus ) . Verification problem : Using the above notation , the verification problem we solve can be formulated as min x Ψ ( x̂n ) ( 1a ) s.t . x̂k = Lk ( xk−1 ) , xk = σ ( x̂k ) k ∈ [ n ] , ( 1b ) x0 ∈ ∆n0 , ( 1c ) where [ n ] denotes the set { 1 , · · · , n } . The objective function Ψ is a scalar-valued linear function of the output of the final layer of the the network . For example , say we wish to verify that a classification network is not vulnerable to any adversarial attacks . In this case , we define Ψ as the difference between the true logit and a target logit outputted by the network . The sign of the optimum value of problem ( 1 ) can be used to either prove or disprove the aforementioned specification . We illustrate the practical importance of considering simplex inputs using two examples . These examples will also form the basis of our experimental setup . ` 1 perturbations : Consider a network with a continuous valued input x ∈ Rm . We are interested in verifying the behavior of the network under input perturbations that lie within an ` 1 ball : { x |∥∥x− x0∥∥ 1 ≤ } . This input domain can be reformulated as a simplex as x = x0 + Mz , z ∈ ∆2m , M ( m×2m ) = 1 −1 0 0 . . . 0 0 0 0 1 −1 . . . 0 0 ... 0 0 0 0 . . . 1 −1 . ( 2 ) Bag of words models : Consider a text classification network that takes text as input and makes predictions based on an embedding of the text . A commonly used embedding is the so-called “ bag of words ” . Here , we first take an embedding for every word in the text ( for example , using a precomputed set like GloVe [ Pennington et al. , 2014 ] or Word2Vec [ Mikolov et al. , 2013 ] ) . Next , we take the mean of all the word embeddings to obtain the final representation . We denote the word embeddings as a matrix E ∈ Rd×v , where each d-dimensional column represents an embedding of a putative word in a vocabulary of size v. Using the above matrix , the text embedding is given by Ex where x represents the normalized counts of words from the vocabulary in the text . In other words , x ∈ ∆v assuming that arbitrarily long text with arbitrary numbers of repetitions of each word in the vocabulary are allowed . 2.2 Planet and disjunctive relaxations . Ehlers [ 2017 ] proposed a convex relaxation for the ReLU activation function , which is commonly referred to as Planet in the literature . The Planet relaxation has been widely used in many verification algorithms [ Bunel et al. , 2020b , Dvijotham et al. , 2018 , Bunel et al. , 2020a , Lu and Kumar , 2020 ] . Briefly , it relaxes the sequence of two operations : x̂ = wTx + b where x ∈ Rm , followed by y = ReLU ( x̂ ) . To this end , it utilizes lower and upper bounds on x̂ . In our case , since x ∈ ∆m , we can compute the bounds as ˜̀= wmin + b ≤ wTx + b ≤ wmax + b = ũ . Here , wmin and wmax denote the minimum and maximum entries of w respectively . Using the bounds on x̂ , the Planet relaxation for the set S = { y , x | y = ReLU ( wTx + b ) , x ∈ ∆m } is defined as P∆ : y ≥ wTx + b , y ≥ 0 , y ≤ ũ ũ− ˜̀ ( wTx + b− ˜̀ ) , x ∈ ∆m . ( 3 ) In Anderson et al . [ 2019 , 2020 ] , the authors propose a tighter relaxation and characterize the exact convex hull of the set { ( x , relu ( wTx + b ) ) : ` ≤ x ≤ u } . However , this characterization involves exponentially many inequalities . And efficient algorithms based on it need to resort to cutting plane methods , adding violated inequalities sequentially . Doing so is computationally challenging and requires significant effort to implement in a scalable manner . Further , this does not handle the simplex constraint on the input . Thus using this relaxation would require replacing the simplex constraint with the unit hypercube , a much weaker constraint on the inputs . Anderson et al . [ 2020 ] also propose an ideal formulation for the product of k simplices . Their formulation needs additional variables and still requires cutting planes . However , eliminating the auxiliary variable , as in our case , leads to a concise formulation . Further , our relaxation is derived for convex activation functions , whereas the formulation of Anderson et al . [ 2020 ] is limited to the maximum of two affine functions .

Summary: The paper proposes a new convex relaxation for verifying neural networks with convex activations with specifications defined over simplex inputs. These convex relaxations are more precise than the triangle relaxation from Ehlers et. al and based on computing the convex hull of the set {(x,f(w.x+b))} where x belongs to a simplex and f is a convex activation function. The size of the resulting relaxation is linear in the number of neurons. Building on this, the authors develop a verification algorithm that propagates simplex input through the network and a solver for solving the verification problem posed as an optimization problem based on the obtained convex relaxations. The experimental results show that the verifier developed in this work is more effective than prior work.