Risk Analysis and Design Against Adversarial Actions

In particular, Theorem 5 applies when null A δ = { δ }, i.e., when θ null A is just a standard, non-robust, solution. This is different from [56], whose main result is only applicable to solutions satisfying the infinitely many constraints f (θ, δ) 0, δ A δ i, i = 1,...,N, where A δ i is tuned to the Wasserstein bound. As previously noted, R plays the role of a tunable parameter, and the result in Theorem 5 holds for any choice of the value ofR . As a consequence, the user can play with R to optimize the bound on Risk ( θ null A) given in Theorem 5. As R increases, s A, null A (and, thereby, ε (s A, null A)) tends to increase while µ/R diminishes. While the best compromise is difficult to foresee, one can experimentally try various choices R 1 < R 2 < < R i < R h and select the one giving the best result. The corresponding confidence level can be bounded as follows: P Nnull D: Risk (θ null A) > ε (s A, null A,i) + µ R i for at least one i { 1,...h } null h null i =1P Nnull D: Risk (θ null A) > ε (s A, null A,i) + µ R i null h null i =1β = hβ, 29 from which P Nnull D: Risk ( θ null A) ε ( s A, null A,i) + µ R i for all i = 1,...h null 1 hβ.