Performance Analysis
Explainable time series tweaking via irreversible and reversible temporal transformations
Karlsson, Isak, Rebane, Jonathan, Papapetrou, Panagiotis, Gionis, Aristides
Time series classification has received great attention over the past decade with a wide range of methods focusing on predictive performance by exploiting various types of temporal features. Nonetheless, little emphasis has been placed on interpretability and explainability. In this paper, we formulate the novel problem of explainable time series tweaking, where, given a time series and an opaque classifier that provides a particular classification decision for the time series, we want to find the minimum number of changes to be performed to the given time series so that the classifier changes its decision to another class. We show that the problem is NP-hard, and focus on two instantiations of the problem, which we refer to as reversible and irreversible time series tweaking. The classifier under investigation is the random shapelet forest classifier. Moreover, we propose two algorithmic solutions for the two problems along with simple optimizations, as well as a baseline solution using the nearest neighbor classifier. An extensive experimental evaluation on a variety of real datasets demonstrates the usefulness and effectiveness of our problem formulation and solutions.
Anomaly Detection with Generative Adversarial Networks for Multivariate Time Series
Li, Dan, Chen, Dacheng, Goh, Jonathan, Ng, See-kiong
Today's Cyber-Physical Systems (CPSs) are large, complex, and affixed with networked sensors and actuators that are targets for cyber-attacks. Conventional detection techniques are unable to deal with the increasingly dynamic and complex nature of the CPSs. On the other hand, the networked sensors and actuators generate large amounts of data streams that can be continuously monitored for intrusion events. Unsupervised machine learning techniques can be used to model the system behaviour and classify deviant behaviours as possible attacks. In this work, we proposed a novel Generative Adversarial Networks-based Anomaly Detection (GAN-AD) method for such complex networked CPSs. We used LSTM-RNN in our GAN to capture the distribution of the multivariate time series of the sensors and actuators under normal working conditions of a CPS. Instead of treating each sensor's and actuator's time series independently, we model the time series of multiple sensors and actuators in the CPS concurrently to take into account of potential latent interactions between them. To exploit both the generator and the discriminator of our GAN, we deployed the GAN-trained discriminator together with the residuals between generator-reconstructed data and the actual samples to detect possible anomalies in the complex CPS. We used our GAN-AD to distinguish abnormal attacked situations from normal working conditions for a complex six-stage Secure Water Treatment (SWaT) system. Experimental results showed that the proposed strategy is effective in identifying anomalies caused by various attacks with high detection rate and low false positive rate as compared to existing methods.
Does Your Model Know the Digit 6 Is Not a Cat? A Less Biased Evaluation of "Outlier" Detectors
Shafaei, Alireza, Schmidt, Mark, Little, James J.
In the real world, a learning system could receive an input that looks nothing like anything it has seen during training, and this can lead to unpredictable behaviour. We thus need to know whether any given input belongs to the population distribution of the training data to prevent unpredictable behaviour in deployed systems. A recent surge of interest on this problem has led to the development of sophisticated techniques in the deep learning literature. However, due to the absence of a standardized problem formulation or an exhaustive evaluation, it is not evident if we can rely on these methods in practice. What makes this problem different from a typical supervised learning setting is that we cannot model the diversity of out-of-distribution samples in practice. The distribution of outliers used in training may not be the same as the distribution of outliers encountered in the application. Therefore, classical approaches that learn inliers vs. outliers with only two datasets can yield optimistic results. We introduce OD-test, a three-dataset evaluation scheme as a practical and more reliable strategy to assess progress on this problem. The OD-test benchmark provides a straightforward means of comparison for methods that address the out-of-distribution sample detection problem. We present an exhaustive evaluation of a broad set of methods from related areas on image classification tasks. Furthermore, we show that for realistic applications of high-dimensional images, the existing methods have low accuracy. Our analysis reveals areas of strength and weakness of each method.
Creating Fair Models of Atherosclerotic Cardiovascular Disease Risk
Pfohl, Stephen, Marafino, Ben, Coulet, Adrien, Rodriguez, Fatima, Palaniappan, Latha, Shah, Nigam H.
Guidelines for the management of atherosclerotic cardiovascular disease (ASCVD) recommend the use of risk stratification models to identify patients most likely to benefit from cholesterol-lowering and other therapies. These models have differential performance across race and gender groups with inconsistent behavior across studies, potentially resulting in an inequitable distribution of beneficial therapy. In this work, we leverage adversarial learning and a large observational cohort extracted from electronic health records (EHRs) to develop a "fair" ASCVD risk prediction model with reduced variability in error rates across groups. We empirically demonstrate that our approach is capable of aligning the distribution of risk predictions conditioned on the outcome across several groups simultaneously for models built from high-dimensional EHR data. We also discuss the relevance of these results in the context of the empirical trade-off between fairness and model performance.
Extracting Fairness Policies from Legal Documents
Nagpal, Rashmi, Wadhwa, Chetna, Gupta, Mallika, Shaikh, Samiulla, Mehta, Sameep, Goyal, Vikram
Machine Learning community is recently exploring the implications of bias and fairness with respect to the AI applications. The definition of fairness for such applications varies based on their domain of application. The policies governing the use of such machine learning system in a given context are defined by the constitutional laws of nations and regulatory policies enforced by the organizations that are involved in the usage. Fairness related laws and policies are often spread across the large documents like constitution, agreements, and organizational regulations. These legal documents have long complex sentences in order to achieve rigorousness and robustness. Automatic extraction of fairness policies, or in general, any specific kind of policies from large legal corpus can be very useful for the study of bias and fairness in the context of AI applications. We attempted to automatically extract fairness policies from publicly available law documents using two approaches based on semantic relatedness. The experiments reveal how classical Wordnet-based similarity and vector-based similarity differ in addressing this task. We have shown that similarity based on word vectors beats the classical approach with a large margin, whereas other vector representations of senses and sentences fail to even match the classical baseline. Further, we have presented thorough error analysis and reasoning to explain the results with appropriate examples from the dataset for deeper insights.
Using the Tsetlin Machine to Learn Human-Interpretable Rules for High-Accuracy Text Categorization with Medical Applications
Berge, Geir Thore, Granmo, Ole-Christoffer, Tveit, Tor Oddbjรธrn, Goodwin, Morten, Jiao, Lei, Matheussen, Bernt Viggo
Medical applications challenge today's text categorization techniques by demanding both high accuracy and ease-of-interpretation. Although deep learning has provided a leap ahead in accuracy, this leap comes at the sacrifice of interpretability. To address this accuracy-interpretability challenge, we here introduce, for the first time, a text categorization approach that leverages the recently introduced Tsetlin Machine. In all brevity, we represent the terms of a text as propositional variables. From these, we capture categories using simple propositional formulae, such as: if "rash" and "reaction" and "penicillin" then Allergy. The Tsetlin Machine learns these formulae from a labelled text, utilizing conjunctive clauses to represent the particular facets of each category. Indeed, even the absence of terms (negated features) can be used for categorization purposes. Our empirical results are quite conclusive. The Tsetlin Machine either performs on par with or outperforms all of the evaluated methods on both the 20 Newsgroups and IMDb datasets, as well as on a non-public clinical dataset. On average, the Tsetlin Machine delivers the best recall and precision scores across the datasets. The GPU implementation of the Tsetlin Machine is further 8 times faster than the GPU implementation of the neural network. We thus believe that our novel approach can have a significant impact on a wide range of text analysis applications, forming a promising starting point for deeper natural language understanding with the Tsetlin Machine.
Towards security defect prediction with AI
Sestili, Carson D., Snavely, William S., VanHoudnos, Nathan M.
Abstract--In this study, we investigate the limits of the current state of the art AI system for detecting buffer overflows and compare it with current static analysis tools. To do so, we developed a code generator, sbAbI, capable of producing an arbitrarily large number of code samples of controlled complexity. We found that the static analysis engines we examined have good precision, but poor recall on this dataset, except for a sound static analyzer that has good precision and recall. We found that the state of the art AI system, a memory network modeled after Choi et al. [1], can achieve similar performance to the static analysis engines, but requires an exhaustive amount of training data in order to do so. Our work points towards future approaches that may solve these problems; namely, using representations of code that can capture appropriate scope information and using deep learning methods that are able to perform arithmetic operations. Predicting security defects in source code is of significant national security interest. It is ideal to detect security defects during development, before the code is ever run to expose those defects. The current best methods to find security defects before running code are static analysis tools, a variety of which exist and model software in different ways that are all useful for different kinds of flaws. Developers of static analyzers carefully equip them with rules about program behavior, which are used to reason about the safety of the program if it were to run. However, static analyzers are known to be insufficient at finding flaws. The Juliet Test Suite [2]-[4] is a collection of synthetic code containing intentional security defects across hundreds of vulnerabilities in the Common Weakness Enumeration standard, labeled at the line-of-code level. Even state-ofthe art static analyzers perform poorly at finding the defects in Juliet, issuing too many false positives and also too many false negatives [5]-[8].
Trash or treasure -- how to tell if a classification algorithm is any good
This is the fourth in a series of articles intended to make Machine Learning more approachable to those without technical training. Prior articles introduce the concept of Machine Learning, show how the process of learning works in general, and describe commonly used algorithms. You can start the series here. In this installment of the series, we review some common measures and considerations when assessing the effectiveness and value of a classification algorithm. To get started, let's assume that an algorithm has been developed on a training set and has generalized well.
Training and Prediction Data Discrepancies: Challenges of Text Classification with Noisy, Historical Data
Apostolova, Emilia, Kreek, R. Andrew
Industry datasets used for text classification are rarely created for that purpose. In most cases, the data and target predictions are a by-product of accumulated historical data, typically fraught with noise, present in both the text-based document, as well as in the targeted labels. In this work, we address the question of how well performance metrics computed on noisy, historical data reflect the performance on the intended future machine learning model input. The results demonstrate the utility of dirty training datasets used to build prediction models for cleaner (and different) prediction inputs.
Optimization with Non-Differentiable Constraints with Applications to Fairness, Recall, Churn, and Other Goals
Cotter, Andrew, Jiang, Heinrich, Wang, Serena, Narayan, Taman, Gupta, Maya, You, Seungil, Sridharan, Karthik
We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these rate constraints (or any non-convex and non-differentiable constraints). In the non-convex setting, the standard approach of Lagrange multipliers may fail. Furthermore, if the constraints are non-differentiable, then one cannot optimize the Lagrangian with gradient-based methods. To solve these issues, we introduce the proxy-Lagrangian formulation. This new formulation leads to an algorithm that produces a stochastic classifier by playing a two-player non-zero-sum game solving for what we call a semi-coarse correlated equilibrium, which in turn corresponds to an approximately optimal and feasible solution to the constrained optimization problem. We then give a procedure which shrinks the randomized solution down to one that is a mixture of at most $m+1$ deterministic solutions, given $m$ constraints. This culminates in algorithms that can solve non-convex constrained optimization problems with possibly non-differentiable and non-convex constraints with theoretical guarantees. We provide extensive experimental results enforcing a wide range of policy goals including different fairness metrics, and other goals on accuracy, coverage, recall, and churn.