Adversarial attacks by generating examples which are almost indistinguishable
from natural examples, pose a serious threat to learning models. Defending
against adversarial attacks is a critical element for a reliable learning
system. Support vector machine (SVM) is a classical yet still important
learning algorithm even in the current deep learning era. Although a wide range
of researches have been done in recent years to improve the adversarial
robustness of learning models, but most of them are limited to deep neural
networks (DNNs) and the work for kernel SVM is still vacant. In this paper, we
aim at kernel SVM and propose adv-SVM to improve its adversarial robustness via
adversarial training, which has been demonstrated to be the most promising
defense techniques. To the best of our knowledge, this is the first work that
devotes to the fast and scalable adversarial training of kernel SVM.
Specifically, we first build connection of perturbations of samples between
original and kernel spaces, and then give a reduced and equivalent formulation
of adversarial training of kernel SVM based on the connection. Next, doubly
stochastic gradients (DSG) based on two unbiased stochastic approximations
(i.e., one is on training points and another is on random features) are applied
to update the solution of our objective function. Finally, we prove that our
algorithm optimized by DSG converges to the optimal solution at the rate of
O(1/t) under the constant and diminishing stepsizes. Comprehensive experimental
results show that our adversarial training algorithm enjoys robustness against
various attacks and meanwhile has the similar efficiency and scalability with
classical DSG algorithm.

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