Adversarial training for tabular data with attack propagation
Tiago Leon Melo João Bravo Marco O. P. Sampaio Paolo Romano Hugo Ferreira João Tiago Ascensão Pedro Bizarro
Adversarial attacks are a major concern in security-centered applications,
where malicious actors continuously try to mislead Machine Learning (ML) models
into wrongly classifying fraudulent activity as legitimate, whereas system
maintainers try to stop them. Adversarially training ML models that are robust
against such attacks can prevent business losses and reduce the work load of
system maintainers. In such applications data is often tabular and the space
available for attackers to manipulate undergoes complex feature engineering
transformations, to provide useful signals for model training, to a space
attackers cannot access. Thus, we propose a new form of adversarial training
where attacks are propagated between the two spaces in the training loop. We
then test this method empirically on a real world dataset in the domain of
credit card fraud detection. We show that our method can prevent about 30%
performance drops under moderate attacks and is essential under very aggressive
attacks, with a trade-off loss in performance under no attacks smaller than 7%.