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Poster
Efficiently Computing Local Lipschitz Constants of Neural Networks via Bound Propagation
Zhouxing Shi · Yihan Wang · Huan Zhang · J. Zico Kolter · Cho-Jui Hsieh

Wed Nov 30 09:00 AM -- 11:00 AM (PST) @ Hall J #804
in Poster Session 3 »
Lipschitz constants are connected to many properties of neural networks, such as robustness, fairness, and generalization. Existing methods for computing Lipschitz constants either produce relatively loose upper bounds or are limited to small networks. In this paper, we develop an efficient framework for computing the $\ell_\infty$ local Lipschitz constant of a neural network by tightly upper bounding the norm of Clarke Jacobian via linear bound propagation. We formulate the computation of local Lipschitz constants with a linear bound propagation process on a high-order backward graph induced by the chain rule of Clarke Jacobian. To enable linear bound propagation, we derive tight linear relaxations for specific nonlinearities in Clarke Jacobian. This formulate unifies existing ad-hoc approaches such as RecurJac, which can be seen as a special case of ours with weaker relaxations. The bound propagation framework also allows us to easily borrow the popular Branch-and-Bound (BaB) approach from neural network verification to further tighten Lipschitz constants. Experiments show that on tiny models, our method produces comparable bounds compared to exact methods that cannot scale to slightly larger models; on larger models, our method efficiently produces tighter results than existing relaxed or naive methods, and our method scales to much larger practical models that previous works could not handle. We also demonstrate an application on provable monotonicity analysis. Code is available at https://github.com/shizhouxing/Local-Lipschitz-Constants.
Keywords: robustness · Verification · lipschitz
[ Paper]  [ Poster]  [ OpenReview] 

Author Information

Zhouxing Shi (University of California Los Angeles)
Yihan Wang (UCLA)
Huan Zhang (CMU)
J. Zico Kolter (Carnegie Mellon University / Bosch Center for AI)

Zico Kolter is an Assistant Professor in the School of Computer Science at Carnegie Mellon University, and also serves as Chief Scientist of AI Research for the Bosch Center for Artificial Intelligence. His work focuses on the intersection of machine learning and optimization, with a large focus on developing more robust, explainable, and rigorous methods in deep learning. In addition, he has worked on a number of application areas, highlighted by work on sustainability and smart energy systems. He is the recipient of the DARPA Young Faculty Award, and best paper awards at KDD, IJCAI, and PESGM.

Cho-Jui Hsieh (UCLA, Amazon)

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