extreme value analysis
Integrating Dynamic Correlation Shifts and Weighted Benchmarking in Extreme Value Analysis
Panagoulias, Dimitrios P., Sarmas, Elissaios, Marinakis, Vangelis, Virvou, Maria, Tsihrintzis, George A.
This paper presents an innovative approach to Extreme Value Analysis (EVA) by introducing the Extreme Value Dynamic Benchmarking Method (EVDBM). EVDBM integrates extreme value theory to detect extreme events and is coupled with the novel Dynamic Identification of Significant Correlation (DISC)-Thresholding algorithm, which enhances the analysis of key variables under extreme conditions. By integrating return values predicted through EVA into the benchmarking scores, we are able to transform these scores to reflect anticipated conditions more accurately. This provides a more precise picture of how each case is projected to unfold under extreme conditions. As a result, the adjusted scores offer a forward-looking perspective, highlighting potential vulnerabilities and resilience factors for each case in a way that static historical data alone cannot capture. By incorporating both historical and probabilistic elements, the EVDBM algorithm provides a comprehensive benchmarking framework that is adaptable to a range of scenarios and contexts. The methodology is applied to real PV data, revealing critical low - production scenarios and significant correlations between variables, which aid in risk management, infrastructure design, and long-term planning, while also allowing for the comparison of different production plants. The flexibility of EVDBM suggests its potential for broader applications in other sectors where decision-making sensitivity is crucial, offering valuable insights to improve outcomes.
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AEVA: Black-box Backdoor Detection Using Adversarial Extreme Value Analysis
Guo, Junfeng, Li, Ang, Liu, Cong
Deep neural networks (DNNs) are proved to be vulnerable against backdoor attacks. A backdoor is often embedded in the target DNNs through injecting a backdoor trigger into training examples, which can cause the target DNNs misclassify an input attached with the backdoor trigger. Existing backdoor detection methods often require the access to the original poisoned training data, the parameters of the target DNNs, or the predictive confidence for each given input, which are impractical in many real-world applications, e.g., on-device deployed DNNs. We address the black-box hard-label backdoor detection problem where the DNN is fully black-box and only its final output label is accessible. We approach this problem from the optimization perspective and show that the objective of backdoor detection is bounded by an adversarial objective. Further theoretical and empirical studies reveal that this adversarial objective leads to a solution with highly skewed distribution; a singularity is often observed in the adversarial map of a backdoorinfected example, which we call the adversarial singularity phenomenon. Based on this observation, we propose the adversarial extreme value analysis (AEVA) to detect backdoors in black-box neural networks. AEVA is based on an extreme value analysis of the adversarial map, computed from the monte-carlo gradient estimation. Evidenced by extensive experiments across multiple popular tasks and backdoor attacks, our approach is shown effective in detecting backdoor attacks under the black-box hard-label scenarios. Deep Neural Networks (DNNs) have pervasively been used in a wide range of applications such as facial recognition (Masi et al., 2018), object detection (Szegedy et al., 2013), autonomous driving (Okuyama et al., 2018), and home assistants (Singh et al., 2020). In the meanwhile, DNNs become increasingly complex. Training state-of-the-art models requires enormous data and expensive computation.
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