Deep Minimax Probability Machine

Deep neural networks enjoy a powerful representation and have proven effective in a number of applications. However, recent advances show that deep neural networks are vulnerable to adversarial attacks incurred by the so-called adversarial examples. Although the adversarial example is only slightly different from the input sample, the neural network classifies it as the wrong class. In order to alleviate this problem, we propose the Deep Minimax Probability Machine (DeepMPM), which applies MPM to deep neural networks in an end-to-end fashion. In a worst-case scenario, MPM tries to minimize an upper bound of misclassification probabilities, considering the global information (i.e., mean and covariance information of each class). DeepMPM can be more robust since it learns the worst-case bound on the probability of misclassification of future data.