Statistical Inference for Adversarial Training: Central Limit Theorems via Optimal Transport

We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoods. Specifically, we derive concentration inequalities for supervised learning via DRO-based adversarial training, as commonly employed to enhance the adversarial robustness of machine learning models. Our results apply to a wide range of OT cost functions, beyond the $p$-Wasserstein case studied by previous authors. In particular, our results are the first to: 1) cover soft-constraint norm-ball OT cost functions; soft-constraint costs have been shown empirically to enhance robustness when used in adversarial training, 2) apply to the combination of adversarial sample generation and adversarial reweighting that is induced by using OT-regularized $f$-divergence model neighborhoods; the added reweighting mechanism has also been shown empirically to further improve performance. In addition, even in the $p$-Wasserstein case, our bounds exhibit better behavior as a function of the DRO neighborhood size than previous results when applied to the adversarial setting.

Building on a probabilistic perspective in which adversarial examples arise from the overlap between a distance-based distribution $p_{\mathrm{dis}}$ and a victim-classifier-induced distribution $p_{\mathrm{vic}}$, we start from a simple intuition: adversarial examples become harder to generate when these two distributions are pushed apart, as their overlap becomes smaller, thereby increasing robustness. This intuition naturally motivates a KL-based robustness objective. We then prove that $\mathrm{KL}(p_{\mathrm{dis}}\|p_{\mathrm{vic}})-\log Z_{\mathrm{vic}}$ is a lower bound on probabilistic robustness (PR), where $Z_{\mathrm{vic}}$ denotes the normalizing constant of $p_{\mathrm{vic}}$. Since PR is generally intractable to compute directly, maximizing this KL-based lower bound provides a tractable surrogate objective for improving PR. We further show that this objective recovers a scaled form of adversarial training, offering a probabilistic interpretation of adversarial training and a principled route to robustness improvement. We call the resulting method probabilistic adversarial training. Experiments show that it consistently improves PR, and ablation studies demonstrate that the induced scaling factor can even enhance the PR of non-probabilistic adversarial training methods.

Distributionally robust optimization (DRO) provides a principled framework for learning under distribution shift, but its practical use is hindered by the difficulty of evaluating worst-case risks for nonconvex loss functions. We study a penalized DRO formulation in which the adversary may choose any distribution but incurs a Wasserstein penalty for deviating from the empirical distribution. We show that the adversary's problem can be reformulated as an optimization problem over transport maps that push empirical samples to adversarial ones, and we prove that optimal maps are cyclically monotone. We also show that standard adversarial training---based on per-sample local optimization---violates cyclical monotonicity and wastes transport costs unless the adversary is severely restricted. We propose two remedies. First, we introduce multi-start particle ascent, which alternates parallel gradient ascent with reassignment to enforce cyclical monotonicity across samples. Second, we parameterize adversarial maps as gradients of input-convex neural networks, which guarantees cyclical monotonicity by construction. Experiments on robust regression, image classification, and robust control show that our methods consistently outperform standard adversarial training and state-of-the-art baselines, achieving improved robustness and better generalization under distribution shift.