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aux_estimate, mean, sum_first_moment explanation #4

Closed HenryPengZou closed 3 years ago

HenryPengZou commented 3 years ago

https://github.com/eth-sri/probabilistic-forecasts-attacks/blob/df78ffd7375089bb7b38fbf55bb840b7699365eb/Finance/attack/attack_modules.py#L299-L317

Hi, could you provide some explanation for the 'aux_estimate, mean, sum_first_moment' here?

It would be great if you can give both some description and math formula/definition of these three variables here.

I appreciate your work!

rdang-nhu commented 3 years ago

Hi. sum_first_moment is defined as

Screenshot 2021-07-23 at 11 41 01

aux_estimate is defined as

Screenshot 2021-07-23 at 11 45 02

sum_weights is defined as

Screenshot 2021-07-23 at 11 41 25

All these are parts of the gradient estimators described in the paper.

HenryPengZou commented 3 years ago

Thank you!