Crabs: Consuming Resrouce via Auto-generation for LLM-DoS Attack under Black-box Settings

Large Language Models (LLMs) have demonstrated remarkable performance across diverse tasks. LLMs continue to be vulnerable to external threats, particularly Denial-of-Service (DoS) attacks. Specifically, LLM-DoS attacks aim to exhaust computational resources and block services. However, prior works tend to focus on performing white-box attacks, overlooking black-box settings. In this work, we propose an automated algorithm designed for black-box LLMs, called Auto-Generation for LLM-DoS Attack (AutoDoS). AutoDoS introduces DoS Attack Tree and optimizes the prompt node coverage to enhance effectiveness under black-box conditions. Our method can bypass existing defense with enhanced stealthiness via semantic improvement of prompt nodes. Furthermore, we reveal that implanting Length Trojan in Basic DoS Prompt aids in achieving higher attack efficacy. Experimental results show that AutoDoS amplifies service response latency by over 250 $\times \uparrow$, leading to severe resource consumption in terms of GPU utilization and memory usage. Our code is available at \url{https://github.com/shuita2333/AutoDoS}.

Quasi-Bayes meets Vines

Recently proposed quasi-Bayesian (QB) methods initiated a new era in Bayesian computation by directly constructing the Bayesian predictive distribution through recursion, removing the need for expensive computations involved in sampling the Bayesian posterior distribution. This has proved to be data-efficient for univariate predictions, but extensions to multiple dimensions rely on a conditional decomposition resulting from predefined assumptions on the kernel of the Dirichlet Process Mixture Model, which is the implicit nonparametric model used. Here, we propose a different way to extend Quasi-Bayesian prediction to high dimensions through the use of Sklar's theorem by decomposing the predictive distribution into one-dimensional predictive marginals and a high-dimensional copula. Thus, we use the efficient recursive QB construction for the one-dimensional marginals and model the dependence using highly expressive vine copulas. Further, we tune hyperparameters using robust divergences (eg. energy score) and show that our proposed Quasi-Bayesian Vine (QB-Vine) is a fully non-parametric density estimator with \emph{an analytical form} and convergence rate independent of the dimension of data in some situations. Our experiments illustrate that the QB-Vine is appropriate for high dimensional distributions ($\sim$64), needs very few samples to train ($\sim$200) and outperforms state-of-the-art methods with analytical forms for density estimation and supervised tasks by a considerable margin.