Ensemble Learning
An Adversarial Robustness Benchmark for Enterprise Network Intrusion Detection
Vitorino, João, Silva, Miguel, Maia, Eva, Praça, Isabel
As cyber-attacks become more sophisticated, improving the robustness of Machine Learning (ML) models must be a priority for enterprises of all sizes. To reliably compare the robustness of different ML models for cyber-attack detection in enterprise computer networks, they must be evaluated in standardized conditions. This work presents a methodical adversarial robustness benchmark of multiple decision tree ensembles with constrained adversarial examples generated from standard datasets. The robustness of regularly and adversarially trained RF, XGB, LGBM, and EBM models was evaluated on the original CICIDS2017 dataset, a corrected version of it designated as NewCICIDS, and the HIKARI dataset, which contains more recent network traffic. NewCICIDS led to models with a better performance, especially XGB and EBM, but RF and LGBM were less robust against the more recent cyber-attacks of HIKARI. Overall, the robustness of the models to adversarial cyber-attack examples was improved without their generalization to regular traffic being affected, enabling a reliable detection of suspicious activity without costly increases of false alarms.
The Cost of Parallelizing Boosting
Lyu, Xin, Wu, Hongxun, Yang, Junzhao
We study the cost of parallelizing weak-to-strong boosting algorithms for learning, following the recent work of Karbasi and Larsen. Our main results are two-fold: - First, we prove a tight lower bound, showing that even "slight" parallelization of boosting requires an exponential blow-up in the complexity of training. Specifically, let $\gamma$ be the weak learner's advantage over random guessing. The famous \textsc{AdaBoost} algorithm produces an accurate hypothesis by interacting with the weak learner for $\tilde{O}(1 / \gamma^2)$ rounds where each round runs in polynomial time. Karbasi and Larsen showed that "significant" parallelization must incur exponential blow-up: Any boosting algorithm either interacts with the weak learner for $\Omega(1 / \gamma)$ rounds or incurs an $\exp(d / \gamma)$ blow-up in the complexity of training, where $d$ is the VC dimension of the hypothesis class. We close the gap by showing that any boosting algorithm either has $\Omega(1 / \gamma^2)$ rounds of interaction or incurs a smaller exponential blow-up of $\exp(d)$. -Complementing our lower bound, we show that there exists a boosting algorithm using $\tilde{O}(1/(t \gamma^2))$ rounds, and only suffer a blow-up of $\exp(d \cdot t^2)$. Plugging in $t = \omega(1)$, this shows that the smaller blow-up in our lower bound is tight. More interestingly, this provides the first trade-off between the parallelism and the total work required for boosting.
Orthogonal Gradient Boosting for Simpler Additive Rule Ensembles
Yang, Fan, Bodic, Pierre Le, Kamp, Michael, Boley, Mario
Gradient boosting of prediction rules is an efficient approach to learn potentially interpretable yet accurate probabilistic models. However, actual interpretability requires to limit the number and size of the generated rules, and existing boosting variants are not designed for this purpose. Though corrective boosting refits all rule weights in each iteration to minimise prediction risk, the included rule conditions tend to be sub-optimal, because commonly used objective functions fail to anticipate this refitting. Here, we address this issue by a new objective function that measures the angle between the risk gradient vector and the projection of the condition output vector onto the orthogonal complement of the already selected conditions. This approach correctly approximate the ideal update of adding the risk gradient itself to the model and favours the inclusion of more general and thus shorter rules. As we demonstrate using a wide range of prediction tasks, this significantly improves the comprehensibility/accuracy trade-off of the fitted ensemble. Additionally, we show how objective values for related rule conditions can be computed incrementally to avoid any substantial computational overhead of the new method.
Verifiable Boosted Tree Ensembles
Calzavara, Stefano, Cazzaro, Lorenzo, Lucchese, Claudio, Pibiri, Giulio Ermanno
Verifiable learning advocates for training machine learning models amenable to efficient security verification. Prior research demonstrated that specific classes of decision tree ensembles -- called large-spread ensembles -- allow for robustness verification in polynomial time against any norm-based attacker. This study expands prior work on verifiable learning from basic ensemble methods (i.e., hard majority voting) to advanced boosted tree ensembles, such as those trained using XGBoost or LightGBM. Our formal results indicate that robustness verification is achievable in polynomial time when considering attackers based on the $L_\infty$-norm, but remains NP-hard for other norm-based attackers. Nevertheless, we present a pseudo-polynomial time algorithm to verify robustness against attackers based on the $L_p$-norm for any $p \in \mathbb{N} \cup \{0\}$, which in practice grants excellent performance. Our experimental evaluation shows that large-spread boosted ensembles are accurate enough for practical adoption, while being amenable to efficient security verification.
Random forests for detecting weak signals and extracting physical information: a case study of magnetic navigation
Moradi, Mohammadamin, Zhai, Zheng-Meng, Nielsen, Aaron, Lai, Ying-Cheng
It was recently demonstrated that two machine-learning architectures, reservoir computing and time-delayed feed-forward neural networks, can be exploited for detecting the Earth's anomaly magnetic field immersed in overwhelming complex signals for magnetic navigation in a GPS-denied environment. The accuracy of the detected anomaly field corresponds to a positioning accuracy in the range of 10 to 40 meters. To increase the accuracy and reduce the uncertainty of weak signal detection as well as to directly obtain the position information, we exploit the machine-learning model of random forests that combines the output of multiple decision trees to give optimal values of the physical quantities of interest. In particular, from time-series data gathered from the cockpit of a flying airplane during various maneuvering stages, where strong background complex signals are caused by other elements of the Earth's magnetic field and the fields produced by the electronic systems in the cockpit, we demonstrate that the random-forest algorithm performs remarkably well in detecting the weak anomaly field and in filtering the position of the aircraft. With the aid of the conventional inertial navigation system, the positioning error can be reduced to less than 10 meters. We also find that, contrary to the conventional wisdom, the classic Tolles-Lawson model for calibrating and removing the magnetic field generated by the body of the aircraft is not necessary and may even be detrimental for the success of the random-forest method.
Analysis and Mortality Prediction using Multiclass Classification for Older Adults with Type 2 Diabetes
Desure, Ruchika, Krishna, Gutha Jaya
Designing proper treatment plans to manage diabetes requires health practitioners to pay heed to the individuals remaining life along with the comorbidities affecting them. Older adults with Type 2 Diabetes Mellitus (T2DM) are prone to experience premature death or even hypoglycaemia. The structured dataset utilized has 68 potential mortality predictors for 275,190 diabetic U.S. military Veterans aged 65 years or older. A new target variable is invented by combining the two original target variables. Outliers are handled by discretizing the continuous variables. Categorical variables have been dummy encoded. Class balancing is achieved by random under-sampling. A benchmark regression model is built using Multinomial Logistic Regression with LASSO. Chi-Squared and Information Gain are the filter-based feature selection techniques utilized. Classifiers such as Multinomial Logistic Regression, Random Forest, Extreme Gradient Boosting (XGBoost), and One-vs-Rest classifier are employed to build various models. Contrary to expectations, all the models have constantly underperformed. XGBoost has given the highest accuracy of 53.03 percent with Chi-Squared feature selection. All the models have consistently shown an acceptable performance for Class 3 (remaining life is more than 10 years), significantly low for Class 1 (remaining life is up to 5 years), and the worst for Class 2 (remaining life is more than 5 but up to 10 years). Features analysis has deduced that almost all input variables are associated with multiple target classes. The high dimensionality of the input data after dummy encoding seems to have confused the models, leading to misclassifications. The approach taken in this study is ineffective in producing a high-performing predictive model but lays a foundation as this problem has never been viewed from a multiclass classification perspective.
Randomization Can Reduce Both Bias and Variance: A Case Study in Random Forests
We study the often overlooked phenomenon, first noted in Breiman (2001), that random forests appear to reduce bias compared to bagging. Motivated by an interesting paper by Mentch and Zhou (2020), where the authors argue that random forests reduce effective degrees of freedom and only outperform bagging ensembles in low signal-to-noise ratio (SNR) settings, we explore how random forests can uncover patterns in the data missed by bagging. We empirically demonstrate that in the presence of such patterns, random forests reduce bias along with variance and increasingly outperform bagging ensembles when SNR is high. Our observations offer insights into the real-world success of random forests across a range of SNRs and enhance our understanding of the difference between random forests and bagging ensembles with respect to the randomization injected into each split. Our investigations also yield practical insights into the importance of tuning mtry in random forests.
0378c7692da36807bdec87ab043cdadc-Supplemental-Datasets_and_Benchmarks.pdf
While deep learning has enabled tremendous progress on text and image datasets, its superiority on tabular data is not clear. We contribute extensive benchmarks of standard and novel deep learning methods as well as tree-based models such as XGBoost and Random Forests, across a large number of datasets and hyperparameter combinations. We define a standard set of 45 datasets from varied domains with clear characteristics of tabular data and a benchmarking methodology accounting for both fitting models and finding good hyperparameters. Results show that tree-based models remain state-of-the-art on medium-sized data ( 10K samples) even without accounting for their superior speed. To understand this gap, we conduct an empirical investigation into the differing inductive biases of tree-based models and neural networks. This leads to a series of challenges which should guide researchers aiming to build tabular-specific neural network: 1. be robust to uninformative features, 2. preserve the orientation of the data, and 3. be able to easily learn irregular functions. To stimulate research on tabular architectures, we contribute a standard benchmark and raw data for baselines: every point of a 20 000 compute hours hyperparameter search for each learner.
Empirical and Experimental Insights into Data Mining Techniques for Crime Prediction: A Comprehensive Survey
This survey paper presents a comprehensive analysis of crime prediction methodologies, exploring the various techniques and technologies utilized in this area. The paper covers the statistical methods, machine learning algorithms, and deep learning techniques employed to analyze crime data, while also examining their effectiveness and limitations. We propose a methodological taxonomy that classifies crime prediction algorithms into specific techniques. This taxonomy is structured into four tiers, including methodology category, methodology sub-category, methodology techniques, and methodology sub-techniques. Empirical and experimental evaluations are provided to rank the different techniques. The empirical evaluation assesses the crime prediction techniques based on four criteria, while the experimental evaluation ranks the algorithms that employ the same sub-technique, the different sub-techniques that employ the same technique, the different techniques that employ the same methodology sub-category, the different methodology sub-categories within the same category, and the different methodology categories. The combination of methodological taxonomy, empirical evaluations, and experimental comparisons allows for a nuanced and comprehensive understanding of crime prediction algorithms, aiding researchers in making informed decisions. Finally, the paper provides a glimpse into the future of crime prediction techniques, highlighting potential advancements and opportunities for further research in this field
(RF) 2 -- Random Forest Random Field
We combine random forest (RF) and conditional random field (CRF) into a new computational framework, called random forest random field (RF) 2. Inference of (RF) 2 uses the Swendsen-Wang cut algorithm, characterized by Metropolis-Hastings jumps. A jump from one state to another depends on the ratio of the proposal distributions, and on the ratio of the posterior distributions of the two states. Prior work typically resorts to a parametric estimation of these four distributions, and then computes their ratio. Our key idea is to instead directly estimate these ratios using RF. RF collects in leaf nodes of each decision tree the class histograms of training examples.