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Xiaoyu Cheng

Xiaoyu Cheng appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

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2 published item(s)

preprint2026arXiv

Universal Adversarial Triggers

Recent works have illustrated that modern NLP models trained for diverse tasks ranging from sentiment analysis to language generation succumb to universal adversarial attacks, a class of input-agnostic attacks where a common trigger sequence is used to attack the model. Although these attacks are successful, the triggers generated by such attacks are ungrammatical and unnatural. Our work proposes a novel technique combining parts-of-speech filtering and perplexity based loss function to generate sensible triggers that are closer to natural phrases. For the task of sentiment analysis on the SST dataset, the method produces sensible triggers that achieve accuracies as low as 0.04 and 0.12 for flipping positive to negative predictions and vice-versa. To build robust models, we also perform adversarial training using the generated triggers that increases the accuracy of the model from 0.12 to 0.48. We aim to illustrate that adversarial attacks can be made difficult to detect by generating sensible triggers, and to facilitate robust model development through relevant defenses.

preprint2022arXiv

Robust Data-Driven Decisions Under Model Uncertainty

When sample data are governed by an unknown sequence of independent but possibly non-identical distributions, the data-generating process (DGP) in general cannot be perfectly identified from the data. For making decisions facing such uncertainty, this paper presents a novel approach by studying how the data can best be used to robustly improve decisions. That is, no matter which DGP governs the uncertainty, one can make a better decision than without using the data. I show that common inference methods, e.g., maximum likelihood and Bayesian updating cannot achieve this goal. To address, I develop new updating rules that lead to robustly better decisions either asymptotically almost surely or in finite sample with a pre-specified probability. Especially, they are easy to implement as are given by simple extensions of the standard statistical procedures in the case where the possible DGPs are all independent and identically distributed. Finally, I show that the new updating rules also lead to more intuitive conclusions in existing economic models such as asset pricing under ambiguity.