Deep learning models have achieved state-of-the-art performances in various domains, while they are vulnerable to the inputs with well-crafted but small perturbations, which are named after adversarial examples (AEs). Among many strategies to improve the model robustness against AEs, Projected Gradient Descent (PGD) based adversarial training is one of the most effective methods. Unfortunately, the prohibitive computational overhead of generating strong enough AEs, due to the maximization of the loss function, sometimes makes the regular PGD adversarial training impractical when using larger and more complicated models. In this paper, we propose that the adversarial loss can be approximated by the partial sum of Taylor series. Furthermore, we approximate the gradient of adversarial loss and propose a new and efficient adversarial training method, adversarial training with gradient approximation (GAAT), to reduce the cost of building up robust models. Additionally, extensive experiments demonstrate that this efficiency improvement can be achieved without any or with very little loss in accuracy on natural and adversarial examples, which show that our proposed method saves up to 60\% of the training time with comparable model test accuracy on MNIST, CIFAR-10 and CIFAR-100 datasets.
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