On the Adversarial Robustness of Benjamini Hochberg
Keywords: multiple testing, p-values, false discovery rate, adversarial robust
TL;DR: As BH's FDR control could be relied upon in some critical contexts, we investigate its adversarial robustness via easily implementable, adversarial algorithms, and show that BH's control can be significantly broken with perturbations to few tests.
Abstract: The Benjamini-Hochberg (BH) procedure is widely used to control the false detection rate (FDR) in multiple testing. Applications of this control abound in drug discovery, forensics, anomaly detection, and, in particular, machine learning, ranging from nonparametric outlier detection to out-of-distribution detection and one-class classification methods. Considering this control could be relied upon in critical safety/security contexts, we investigate its adversarial robustness. More precisely, we study under what conditions BH does and does not exhibit adversarial robustness, we present a class of simple and easily implementable adversarial test-perturbation algorithms, and we perform computational experiments. With our algorithms, we demonstrate that there are conditions under which BH's control can be significantly broken with relatively few (even just one) test score perturbation(s), and provide non-asymptotic guarantees on the expected adversarial-adjustment to FDR. Our technical analysis involves a combinatorial reframing of the BH procedure as a ``balls into bins'' process, and drawing a connection to generalized ballot problems to facilitate an information-theoretic approach for deriving non-asymptotic lower bounds.
Primary Area: Safety in machine learning
Submission Number: 9739
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