Robust Learning via Ensemble Density Propagation in Deep Neural Networks

Learning in uncertain, noisy, or adversarial environments is a challenging task for deep neural networks (DNNs). We propose a new theoretically grounded and efficient approach for robust learning building on Bayesian analysis and Variational Inference. We formulate the problem of density propagation through layers of a Bayesian DNN and solve it using an Ensemble Density Propagation (EnDP) scheme. The EnDP approach allows us to propagate moments of the variational probability distribution across layers of a Bayesian DNN enabling the estimation of the mean and covariance of the predictive distribution at the output of the model. Our experiments using MNIST and CIFAR-10 datasets show a significant improvement in the robustness of the trained models to random noise and adversarial attacks.