Adversarial Attacks on Probabilistic Autoregressive Forecasting Models.

Overview
Comments
  • Gradient Relationship between

    Gradient Relationship between "aux_estimate.grad", "mean.grad" and "perturbation.grad"?

    https://github.com/eth-sri/probabilistic-forecasts-attacks/blob/df78ffd7375089bb7b38fbf55bb840b7699365eb/Finance/attack/attacks.py#L91-L116

    Hi, one more thing.

    I suppose the first loss.backward() here calculates ''mean.grad'' , aux_estimate.backward() calculates "aux_estimate.grad", and the second loss.backward() computes 'perturbation.grad'. Could you provide the relationship between these three gradient?

    My guess is : perturbation.grad = mean.grad * aux_estimate.grad, is this correct? i.e.: CodeCogsEqn

    opened by HenryPengZou 2
  • Multiply the two, and set it in perturbation?

    Multiply the two, and set it in perturbation?

    https://github.com/eth-sri/probabilistic-forecasts-attacks/blob/df78ffd7375089bb7b38fbf55bb840b7699365eb/Finance/attack/attacks.py#L104-L109

    Hi, what does it mean here to 'Multiply the two, and set it in perturbation', could you provide a mathematical description? I think it has something to do with two gradients.

    opened by HenryPengZou 2
  • aux_estimate, mean, sum_first_moment explanation

    aux_estimate, mean, sum_first_moment explanation

    https://github.com/eth-sri/probabilistic-forecasts-attacks/blob/df78ffd7375089bb7b38fbf55bb840b7699365eb/Finance/attack/attack_modules.py#L299-L317

    Hi, could you provide some explanation for the 'aux_estimate, mean, sum_first_moment' here?

    It would be great if you can give both some description and math formula/definition of these three variables here.

    I appreciate your work!

    opened by HenryPengZou 2
  • Bump urllib3 from 1.25.6 to 1.25.8 in /Finance

    Bump urllib3 from 1.25.6 to 1.25.8 in /Finance

    Bumps urllib3 from 1.25.6 to 1.25.8.

    Release notes

    Sourced from urllib3's releases.

    1.25.8

    Release: 1.25.8

    1.25.7

    No release notes provided.

    Changelog

    Sourced from urllib3's changelog.

    1.25.8 (2020-01-20)

    • Drop support for EOL Python 3.4 (Pull #1774)

    • Optimize _encode_invalid_chars (Pull #1787)

    1.25.7 (2019-11-11)

    • Preserve chunked parameter on retries (Pull #1715, Pull #1734)

    • Allow unset SERVER_SOFTWARE in App Engine (Pull #1704, Issue #1470)

    • Fix issue where URL fragment was sent within the request target. (Pull #1732)

    • Fix issue where an empty query section in a URL would fail to parse. (Pull #1732)

    • Remove TLS 1.3 support in SecureTransport due to Apple removing support (Pull #1703)

    Commits
    • 2a57bc5 Release 1.25.8 (#1788)
    • a2697e7 Optimize _encode_invalid_chars (#1787)
    • d2a5a59 Move IPv6 test skips in server fixtures
    • d44f0e5 Factorize test certificates serialization
    • 84abc7f Generate IPV6 certificates using trustme
    • 6a15b18 Run IPv6 Tornado server from fixture
    • 4903840 Use trustme to generate IP_SAN cert
    • 9971e27 Empty responses should have no lines.
    • 62ef68e Use trustme to generate NO_SAN certs
    • fd2666e Use fixture to configure NO_SAN test certs
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    opened by dependabot[bot] 1
  • Bump certifi from 2019.9.11 to 2022.12.7 in /Finance

    Bump certifi from 2019.9.11 to 2022.12.7 in /Finance

    Bumps certifi from 2019.9.11 to 2022.12.7.

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  • Bump joblib from 0.14.0 to 1.2.0 in /Finance

    Bump joblib from 0.14.0 to 1.2.0 in /Finance

    Bumps joblib from 0.14.0 to 1.2.0.

    Changelog

    Sourced from joblib's changelog.

    Release 1.2.0

    • Fix a security issue where eval(pre_dispatch) could potentially run arbitrary code. Now only basic numerics are supported. joblib/joblib#1327

    • Make sure that joblib works even when multiprocessing is not available, for instance with Pyodide joblib/joblib#1256

    • Avoid unnecessary warnings when workers and main process delete the temporary memmap folder contents concurrently. joblib/joblib#1263

    • Fix memory alignment bug for pickles containing numpy arrays. This is especially important when loading the pickle with mmap_mode != None as the resulting numpy.memmap object would not be able to correct the misalignment without performing a memory copy. This bug would cause invalid computation and segmentation faults with native code that would directly access the underlying data buffer of a numpy array, for instance C/C++/Cython code compiled with older GCC versions or some old OpenBLAS written in platform specific assembly. joblib/joblib#1254

    • Vendor cloudpickle 2.2.0 which adds support for PyPy 3.8+.

    • Vendor loky 3.3.0 which fixes several bugs including:

      • robustly forcibly terminating worker processes in case of a crash (joblib/joblib#1269);

      • avoiding leaking worker processes in case of nested loky parallel calls;

      • reliability spawn the correct number of reusable workers.

    Release 1.1.0

    • Fix byte order inconsistency issue during deserialization using joblib.load in cross-endian environment: the numpy arrays are now always loaded to use the system byte order, independently of the byte order of the system that serialized the pickle. joblib/joblib#1181

    • Fix joblib.Memory bug with the ignore parameter when the cached function is a decorated function.

    ... (truncated)

    Commits
    • 5991350 Release 1.2.0
    • 3fa2188 MAINT cleanup numpy warnings related to np.matrix in tests (#1340)
    • cea26ff CI test the future loky-3.3.0 branch (#1338)
    • 8aca6f4 MAINT: remove pytest.warns(None) warnings in pytest 7 (#1264)
    • 067ed4f XFAIL test_child_raises_parent_exits_cleanly with multiprocessing (#1339)
    • ac4ebd5 MAINT add back pytest warnings plugin (#1337)
    • a23427d Test child raises parent exits cleanly more reliable on macos (#1335)
    • ac09691 [MAINT] various test updates (#1334)
    • 4a314b1 Vendor loky 3.2.0 (#1333)
    • bdf47e9 Make test_parallel_with_interactively_defined_functions_default_backend timeo...
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  • Bump numpy from 1.14.3 to 1.22.0 in /Electricity

    Bump numpy from 1.14.3 to 1.22.0 in /Electricity

    Bumps numpy from 1.14.3 to 1.22.0.

    Release notes

    Sourced from numpy's releases.

    v1.22.0

    NumPy 1.22.0 Release Notes

    NumPy 1.22.0 is a big release featuring the work of 153 contributors spread over 609 pull requests. There have been many improvements, highlights are:

    • Annotations of the main namespace are essentially complete. Upstream is a moving target, so there will likely be further improvements, but the major work is done. This is probably the most user visible enhancement in this release.
    • A preliminary version of the proposed Array-API is provided. This is a step in creating a standard collection of functions that can be used across application such as CuPy and JAX.
    • NumPy now has a DLPack backend. DLPack provides a common interchange format for array (tensor) data.
    • New methods for quantile, percentile, and related functions. The new methods provide a complete set of the methods commonly found in the literature.
    • A new configurable allocator for use by downstream projects.

    These are in addition to the ongoing work to provide SIMD support for commonly used functions, improvements to F2PY, and better documentation.

    The Python versions supported in this release are 3.8-3.10, Python 3.7 has been dropped. Note that 32 bit wheels are only provided for Python 3.8 and 3.9 on Windows, all other wheels are 64 bits on account of Ubuntu, Fedora, and other Linux distributions dropping 32 bit support. All 64 bit wheels are also linked with 64 bit integer OpenBLAS, which should fix the occasional problems encountered by folks using truly huge arrays.

    Expired deprecations

    Deprecated numeric style dtype strings have been removed

    Using the strings "Bytes0", "Datetime64", "Str0", "Uint32", and "Uint64" as a dtype will now raise a TypeError.

    (gh-19539)

    Expired deprecations for loads, ndfromtxt, and mafromtxt in npyio

    numpy.loads was deprecated in v1.15, with the recommendation that users use pickle.loads instead. ndfromtxt and mafromtxt were both deprecated in v1.17 - users should use numpy.genfromtxt instead with the appropriate value for the usemask parameter.

    (gh-19615)

    ... (truncated)

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  • Bump numpy from 1.17.2 to 1.22.0 in /Finance

    Bump numpy from 1.17.2 to 1.22.0 in /Finance

    Bumps numpy from 1.17.2 to 1.22.0.

    Release notes

    Sourced from numpy's releases.

    v1.22.0

    NumPy 1.22.0 Release Notes

    NumPy 1.22.0 is a big release featuring the work of 153 contributors spread over 609 pull requests. There have been many improvements, highlights are:

    • Annotations of the main namespace are essentially complete. Upstream is a moving target, so there will likely be further improvements, but the major work is done. This is probably the most user visible enhancement in this release.
    • A preliminary version of the proposed Array-API is provided. This is a step in creating a standard collection of functions that can be used across application such as CuPy and JAX.
    • NumPy now has a DLPack backend. DLPack provides a common interchange format for array (tensor) data.
    • New methods for quantile, percentile, and related functions. The new methods provide a complete set of the methods commonly found in the literature.
    • A new configurable allocator for use by downstream projects.

    These are in addition to the ongoing work to provide SIMD support for commonly used functions, improvements to F2PY, and better documentation.

    The Python versions supported in this release are 3.8-3.10, Python 3.7 has been dropped. Note that 32 bit wheels are only provided for Python 3.8 and 3.9 on Windows, all other wheels are 64 bits on account of Ubuntu, Fedora, and other Linux distributions dropping 32 bit support. All 64 bit wheels are also linked with 64 bit integer OpenBLAS, which should fix the occasional problems encountered by folks using truly huge arrays.

    Expired deprecations

    Deprecated numeric style dtype strings have been removed

    Using the strings "Bytes0", "Datetime64", "Str0", "Uint32", and "Uint64" as a dtype will now raise a TypeError.

    (gh-19539)

    Expired deprecations for loads, ndfromtxt, and mafromtxt in npyio

    numpy.loads was deprecated in v1.15, with the recommendation that users use pickle.loads instead. ndfromtxt and mafromtxt were both deprecated in v1.17 - users should use numpy.genfromtxt instead with the appropriate value for the usemask parameter.

    (gh-19615)

    ... (truncated)

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    opened by dependabot[bot] 0
  • Error while creating Financial dataset

    Error while creating Financial dataset

    Hello, I am getting the following error while running python dataset/generation/dataset.py in the Financial directory:

    Traceback (most recent call last):
      File "dataset/generation/dataset.py", line 262, in <module>
        generate_dataset(args)
      File "dataset/generation/dataset.py", line 250, in generate_dataset
        Dataset(year,args.input_length+1,args.output_length,args.batch_size)
      File "dataset/generation/dataset.py", line 52, in __init__
        start_test_year,end_test_year = self.read_data(year)
      File "dataset/generation/dataset.py", line 74, in read_data
        year_indexes = np.where(self.data.index.year==year)
    AttributeError: 'Index' object has no attribute 'year'
    

    Any suggestion?

    opened by khorshidisamira 0
  • Bump urllib3 from 1.25.6 to 1.26.5 in /Finance

    Bump urllib3 from 1.25.6 to 1.26.5 in /Finance

    Bumps urllib3 from 1.25.6 to 1.26.5.

    Release notes

    Sourced from urllib3's releases.

    1.26.5

    :warning: IMPORTANT: urllib3 v2.0 will drop support for Python 2: Read more in the v2.0 Roadmap

    • Fixed deprecation warnings emitted in Python 3.10.
    • Updated vendored six library to 1.16.0.
    • Improved performance of URL parser when splitting the authority component.

    If you or your organization rely on urllib3 consider supporting us via GitHub Sponsors

    1.26.4

    :warning: IMPORTANT: urllib3 v2.0 will drop support for Python 2: Read more in the v2.0 Roadmap

    • Changed behavior of the default SSLContext when connecting to HTTPS proxy during HTTPS requests. The default SSLContext now sets check_hostname=True.

    If you or your organization rely on urllib3 consider supporting us via GitHub Sponsors

    1.26.3

    :warning: IMPORTANT: urllib3 v2.0 will drop support for Python 2: Read more in the v2.0 Roadmap

    • Fixed bytes and string comparison issue with headers (Pull #2141)

    • Changed ProxySchemeUnknown error message to be more actionable if the user supplies a proxy URL without a scheme (Pull #2107)

    If you or your organization rely on urllib3 consider supporting us via GitHub Sponsors

    1.26.2

    :warning: IMPORTANT: urllib3 v2.0 will drop support for Python 2: Read more in the v2.0 Roadmap

    • Fixed an issue where wrap_socket and CERT_REQUIRED wouldn't be imported properly on Python 2.7.8 and earlier (Pull #2052)

    1.26.1

    :warning: IMPORTANT: urllib3 v2.0 will drop support for Python 2: Read more in the v2.0 Roadmap

    • Fixed an issue where two User-Agent headers would be sent if a User-Agent header key is passed as bytes (Pull #2047)

    1.26.0

    :warning: IMPORTANT: urllib3 v2.0 will drop support for Python 2: Read more in the v2.0 Roadmap

    • Added support for HTTPS proxies contacting HTTPS servers (Pull #1923, Pull #1806)

    • Deprecated negotiating TLSv1 and TLSv1.1 by default. Users that still wish to use TLS earlier than 1.2 without a deprecation warning should opt-in explicitly by setting ssl_version=ssl.PROTOCOL_TLSv1_1 (Pull #2002) Starting in urllib3 v2.0: Connections that receive a DeprecationWarning will fail

    • Deprecated Retry options Retry.DEFAULT_METHOD_WHITELIST, Retry.DEFAULT_REDIRECT_HEADERS_BLACKLIST and Retry(method_whitelist=...) in favor of Retry.DEFAULT_ALLOWED_METHODS, Retry.DEFAULT_REMOVE_HEADERS_ON_REDIRECT, and Retry(allowed_methods=...) (Pull #2000) Starting in urllib3 v2.0: Deprecated options will be removed

    ... (truncated)

    Changelog

    Sourced from urllib3's changelog.

    1.26.5 (2021-05-26)

    • Fixed deprecation warnings emitted in Python 3.10.
    • Updated vendored six library to 1.16.0.
    • Improved performance of URL parser when splitting the authority component.

    1.26.4 (2021-03-15)

    • Changed behavior of the default SSLContext when connecting to HTTPS proxy during HTTPS requests. The default SSLContext now sets check_hostname=True.

    1.26.3 (2021-01-26)

    • Fixed bytes and string comparison issue with headers (Pull #2141)

    • Changed ProxySchemeUnknown error message to be more actionable if the user supplies a proxy URL without a scheme. (Pull #2107)

    1.26.2 (2020-11-12)

    • Fixed an issue where wrap_socket and CERT_REQUIRED wouldn't be imported properly on Python 2.7.8 and earlier (Pull #2052)

    1.26.1 (2020-11-11)

    • Fixed an issue where two User-Agent headers would be sent if a User-Agent header key is passed as bytes (Pull #2047)

    1.26.0 (2020-11-10)

    • NOTE: urllib3 v2.0 will drop support for Python 2. Read more in the v2.0 Roadmap <https://urllib3.readthedocs.io/en/latest/v2-roadmap.html>_.

    • Added support for HTTPS proxies contacting HTTPS servers (Pull #1923, Pull #1806)

    • Deprecated negotiating TLSv1 and TLSv1.1 by default. Users that still wish to use TLS earlier than 1.2 without a deprecation warning

    ... (truncated)

    Commits
    • d161647 Release 1.26.5
    • 2d4a3fe Improve performance of sub-authority splitting in URL
    • 2698537 Update vendored six to 1.16.0
    • 07bed79 Fix deprecation warnings for Python 3.10 ssl module
    • d725a9b Add Python 3.10 to GitHub Actions
    • 339ad34 Use pytest==6.2.4 on Python 3.10+
    • f271c9c Apply latest Black formatting
    • 1884878 [1.26] Properly proxy EOF on the SSLTransport test suite
    • a891304 Release 1.26.4
    • 8d65ea1 Merge pull request from GHSA-5phf-pp7p-vc2r
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Owner
SRI Lab, ETH Zurich
Secure, Reliable, Intelligent Systems Lab, ETH Zurich
SRI Lab, ETH Zurich
transfer attack; adversarial examples; black-box attack; unrestricted Adversarial Attacks on ImageNet; CVPR2021 天池黑盒竞赛

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