Adversarial examples have been shown to cause neural networks to fail on a
wide range of vision and language tasks, but recent work has claimed that
Bayesian neural networks (BNNs) are inherently robust to adversarial
perturbations. In this work, we examine this claim. To study the adversarial
robustness of BNNs, we investigate whether it is possible to successfully break
state-of-the-art BNN inference methods and prediction pipelines using even
relatively unsophisticated attacks for three tasks: (1) label prediction under
the posterior predictive mean, (2) adversarial example detection with Bayesian
predictive uncertainty, and (3) semantic shift detection. We find that BNNs
trained with state-of-the-art approximate inference methods, and even BNNs
trained with Hamiltonian Monte Carlo, are highly susceptible to adversarial
attacks. We also identify various conceptual and experimental errors in
previous works that claimed inherent adversarial robustness of BNNs and
conclusively demonstrate that BNNs and uncertainty-aware Bayesian prediction
pipelines are not inherently robust against adversarial attacks.