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A Grey-Box Approach to Automated Mechanism Design

arXiv.org Artificial Intelligence

Auctions play an important role in electronic commerce, and have been used to solve problems in distributed computing. Automated approaches to designing effective auction mechanisms are helpful in reducing the burden of traditional game theoretic, analytic approaches and in searching through the large space of possible auction mechanisms. This paper presents an approach to automated mechanism design (AMD) in the domain of double auctions. We describe a novel parametrized space of double auctions, and then introduce an evolutionary search method that searches this space of parameters. The approach evaluates auction mechanisms using the framework of the TAC Market Design Game and relates the performance of the markets in that game to their constituent parts using reinforcement learning. Experiments show that the strongest mechanisms we found using this approach not only win the Market Design Game against known, strong opponents, but also exhibit desirable economic properties when they run in isolation.


A Minimum Relative Entropy Controller for Undiscounted Markov Decision Processes

arXiv.org Artificial Intelligence

Adaptive control problems are notoriously difficult to solve even in the presence of plant-specific controllers. One way to by-pass the intractable computation of the optimal policy is to restate the adaptive control as the minimization of the relative entropy of a controller that ignores the true plant dynamics from an informed controller. The solution is given by the Bayesian control rule-a set of equations characterizing a stochastic adaptive controller for the class of possible plant dynamics. Here, the Bayesian control rule is applied to derive BCR-MDP, a controller to solve undiscounted Markov decision processes with finite state and action spaces and unknown dynamics. In particular, we derive a non-parametric conjugate prior distribution over the policy space that encapsulates the agent's whole relevant history and we present a Gibbs sampler to draw random policies from this distribution. Preliminary results show that BCR-MDP successfully avoids sub-optimal limit cycles due to its built-in mechanism to balance exploration versus exploitation.


Detecting Bots Based on Keylogging Activities

arXiv.org Artificial Intelligence

A bot is a piece of software that is usually installed on an infected machine without the user's knowledge. A bot is controlled remotely by the attacker under a Command and Control structure. Recent statistics show that bots represent one of the fastest growing threats to our network by performing malicious activities such as email spamming or keylogging. However, few bot detection techniques have been developed to date. In this paper, we investigate a behavioural algorithm to detect a single bot that uses keylogging activity. Our approach involves the use of function calls analysis for the detection of the bot with a keylogging component. Correlation of the frequency of a specified time-window is performed to enhance he detection scheme. We perform a range of experiments with the spybot. Our results show that there is a high correlation between some function calls executed by this bot which indicates abnormal activity in our system.


Named Models in Coalgebraic Hybrid Logic

arXiv.org Artificial Intelligence

Modal logics have traditionally played a central role in Computer Science, appearing, e.g., in the guise of temporal logics, program logics such as PDL, epistemic logics, and later as description logics. The development of modal logics has seen extensions along (at least) two axes: the enhancement of the expressive power of basic (relational) modal logic on the one hand, and the continual extension, beyond the purely relational realm, of the class of structures described using modal logics on the other hand. Hybrid logic falls into the first category, extending modal logic with the ability to reason about individual states in models. This feature, originally suggested by Prior and first studied in the context of tense logics and PDL (see [5] for references), is of particular relevance in knowledge representation languages and as such has found its way into modern description logics, where it is denoted by the letter O in the standard naming scheme [2]. Extensions along the second axis - semantics beyond Kripke structures and neighbourhood models - include various probabilistic modal logics, interpreted over probabilistic transition systems, graded modal logic over multigraphs [8], conditional logics over selection function frames [6], and coalition logic [17], interpreted over so-called game frames. As a unifying semantic bracket covering all these logics and many further ones, coalgebraic modal logic has emerged ([7] gives a survey). The scope of coalgebraic modal logic has recently been expanded to encompass nominals; we refer to the arising class of logics as coalgebraic hybrid logics.


Detecting Danger: Applying a Novel Immunological Concept to Intrusion Detection Systems

arXiv.org Artificial Intelligence

In recent years computer systems have become increasingly complex and consequently the challenge of protecting these systems has become increasingly difficult. Various techniques have been implemented to counteract the misuse of computer systems in the form of firewalls, anti-virus software and intrusion detection systems. The complexity of networks and dynamic nature of computer systems leaves current methods with significant room for improvement. Computer scientists have recently drawn inspiration from mechanisms found in biological systems and, in the context of computer security, have focused on the human immune system (HIS). The human immune system provides a high level of protection from constant attacks. By examining the precise mechanisms of the human immune system, it is hoped the paradigm will improve the performance of real intrusion detection systems. This paper presents an introduction to recent developments in the field of immunology. It discusses the incorporation of a novel immunological paradigm, Danger Theory, and how this concept is inspiring artificial immune systems (AIS). Applications within the context of computer security are outlined drawing direct reference to the underlying principles of Danger Theory and finally, the current state of intrusion detection systems is discussed and improvements suggested.


Face Identification by SIFT-based Complete Graph Topology

arXiv.org Artificial Intelligence

This paper presents a new face identification system based on Graph Matching Technique on SIFT features extracted from face images. Although SIFT features have been successfully used for general object detection and recognition, only recently they were applied to face recognition. This paper further investigates the performance of identification techniques based on Graph matching topology drawn on SIFT features which are invariant to rotation, scaling and translation. Face projections on images, represented by a graph, can be matched onto new images by maximizing a similarity function taking into account spatial distortions and the similarities of the local features. Two graph based matching techniques have been investigated to deal with false pair assignment and reducing the number of features to find the optimal feature set between database and query face SIFT features. The experimental results, performed on the BANCA database, demonstrate the effectiveness of the proposed system for automatic face identification.


Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression

arXiv.org Machine Learning

Confidence intervals based on penalized maximum likelihood estimators such as the LASSO, adaptive LASSO, and hard-thresholding are analyzed. In the known-variance case, the finite-sample coverage properties of such intervals are determined and it is shown that symmetric intervals are the shortest. The length of the shortest intervals based on the hard-thresholding estimator is larger than the length of the shortest interval based on the adaptive LASSO, which is larger than the length of the shortest interval based on the LASSO, which in turn is larger than the standard interval based on the maximum likelihood estimator. In the case where the penalized estimators are tuned to possess the `sparsity property', the intervals based on these estimators are larger than the standard interval by an order of magnitude. Furthermore, a simple asymptotic confidence interval construction in the `sparse' case, that also applies to the smoothly clipped absolute deviation estimator, is discussed. The results for the known-variance case are shown to carry over to the unknown-variance case in an appropriate asymptotic sense.


Dendritic Cells for SYN Scan Detection

arXiv.org Artificial Intelligence

Artificial immune systems have previously been applied to the problem of intrusion detection. The aim of this research is to develop an intrusion detection system based on the function of Dendritic Cells (DCs). DCs are antigen presenting cells and key to activation of the human immune system, behaviour which has been abstracted to form the Dendritic Cell Algorithm (DCA). In algorithmic terms, individual DCs perform multi-sensor data fusion, asynchronously correlating the the fused data signals with a secondary data stream. Aggregate output of a population of cells, is analysed and forms the basis of an anomaly detection system. In this paper the DCA is applied to the detection of outgoing port scans using TCP SYN packets. Results show that detection can be achieved with the DCA, yet some false positives can be encountered when simultaneously scanning and using other network services. Suggestions are made for using adaptive signals to alleviate this uncovered problem.


Classifying the typefaces of the Gutenberg 42-line bible

arXiv.org Machine Learning

We have measured the dissimilarities among several printed characters of a single page in the Gutenberg 42-line bible and we prove statistically the existence of several different matrices from which the metal types where constructed. This is in contrast with the prevailing theory, which states that only one matrix per character was used in the printing process of Gutenberg's greatest work. The main mathematical tool for this purpose is cluster analysis, combined with a statistical test for outliers. We carry out the research with two letters, i and a. In the first case, an exact clustering method is employed; in the second, with more specimens to be classified, we resort to an approximate agglomerative clustering method. The results show that the letters form clusters according to their shape, with significant shape differences among clusters, and allow to conclude, with a very small probability of error, that indeed the metal types used to print them were cast from several different matrices. Mathematics Subject Classification: 62H30


Hilbert space embeddings and metrics on probability measures

arXiv.org Machine Learning

A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean element in a reproducing kernel Hilbert space (RKHS). A pseudometric on the space of probability measures can be defined as the distance between distribution embeddings: we denote this as $\gamma_k$, indexed by the kernel function $k$ that defines the inner product in the RKHS. We present three theoretical properties of $\gamma_k$. First, we consider the question of determining the conditions on the kernel $k$ for which $\gamma_k$ is a metric: such $k$ are denoted {\em characteristic kernels}. Unlike pseudometrics, a metric is zero only when two distributions coincide, thus ensuring the RKHS embedding maps all distributions uniquely (i.e., the embedding is injective). While previously published conditions may apply only in restricted circumstances (e.g. on compact domains), and are difficult to check, our conditions are straightforward and intuitive: bounded continuous strictly positive definite kernels are characteristic. Alternatively, if a bounded continuous kernel is translation-invariant on $\bb{R}^d$, then it is characteristic if and only if the support of its Fourier transform is the entire $\bb{R}^d$. Second, we show that there exist distinct distributions that are arbitrarily close in $\gamma_k$. Third, to understand the nature of the topology induced by $\gamma_k$, we relate $\gamma_k$ to other popular metrics on probability measures, and present conditions on the kernel $k$ under which $\gamma_k$ metrizes the weak topology.