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arXiv · 2411.19729

Risk-Averse Certification of Bayesian Neural Networks

Abstract

In light of the inherently complex and dynamic nature of real-world environments, incorporating risk measures is crucial for the robustness evaluation of deep learning models. In this work, we propose a Risk-Averse Certification framework for Bayesian neural networks called RAC-BNN. Our method leverages sampling and optimisation to compute a sound approximation of the output set of a BNN, represented using a set of template polytopes. To enhance robustness evaluation, we integrate a coherent distortion risk measure--Conditional Value at Risk (CVaR)--into the certification framework, providing probabilistic guarantees based on empirical distributions obtained through sampling. We validate RAC-BNN on a range of regression and classification benchmarks and compare its performance with a state-of-the-art method. The results show that RAC-BNN effectively quantifies robustness under worst-performing risky scenarios, and achieves tighter certified bounds and higher efficiency in complex tasks.

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BibTeXRIS

Xiyue Zhang, Zifan Wang, Yulong Gao, Licio Romao, Alessandro Abate, Marta Kwiatkowska. 2024-11-29. Risk-Averse Certification of Bayesian Neural Networks. https://arxiv.org/abs/2411.19729

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