A Novel Plug-and-Play Approach for Adversarially Robust Generalization

In this work, we propose a robust framework that employs adversarially robust training to safeguard the machine learning models against perturbed testing data. We achieve this by incorporating the worst-case additive adversarial error within a fixed budget for each sample during model estimation. Our main focus is to provide a plug-and-play solution that can be incorporated in the existing machine learning algorithms with minimal changes. To that end, we derive the closed-form ready-to-use solution for several widely used loss functions with a variety of norm constraints on adversarial perturbation. Finally, we validate our approach by showing significant performance improvement on real-world datasets for supervised problems such as regression and classification, as well as for unsupervised problems such as matrix completion and learning graphical models, with very little computational overhead.