Statistical Learning
Explainable Attention-Guided Stacked Graph Neural Networks for Malware Detection
Shokouhinejad, Hossein, Razavi-Far, Roozbeh, Higgins, Griffin, Ghorbani, Ali A
Malware detection in modern computing environments demands models that are not only accurate but also interpretable and robust to evasive techniques. Graph neural networks (GNNs) have shown promise in this domain by modeling rich structural dependencies in graph-based program representations such as control flow graphs (CFGs). However, single-model approaches may suffer from limited generalization and lack interpretability, especially in high-stakes security applications. In this paper, we propose a novel stacking ensemble framework for graph-based malware detection and explanation. Our method dynamically extracts CFGs from portable executable (PE) files and encodes their basic blocks through a two-step embedding strategy. A set of diverse GNN base learners, each with a distinct message-passing mechanism, is used to capture complementary behavioral features. Their prediction outputs are aggregated by a meta-learner implemented as an attention-based multilayer perceptron, which both classifies malware instances and quantifies the contribution of each base model. To enhance explainability, we introduce an ensemble-aware post-hoc explanation technique that leverages edge-level importance scores generated by a GNN explainer and fuses them using the learned attention weights. This produces interpretable, model-agnostic explanations aligned with the final ensemble decision. Experimental results demonstrate that our framework improves classification performance while providing insightful interpretations of malware behavior.
Optimal Planning and Machine Learning for Responsive Tracking and Enhanced Forecasting of Wildfires using a Spacecraft Constellation
Roy-Singh, Sreeja, Ravindra, Vinay, Levinson, Richard, Moghaddam, Mahta, Mandel, Jan, Kochanski, Adam, Caus, Angel Farguell, Nelson, Kurtis, Taleghan, Samira Alkaee, Kannan, Archana, Melebari, Amer
We propose a novel concept of operations using optimal planning methods and machine learning (ML) to collect spaceborne data that is unprecedented for monitoring wildfires, process it to create new or enhanced products in the context of wildfire danger or spread monitoring, and assimilate them to improve existing, wildfire decision support tools delivered to firefighters within latency appropriate for time-critical applications. The concept is studied with respect to NASA's CYGNSS Mission, a constellation of passive microwave receivers that measure specular GNSS-R reflections despite clouds and smoke. Our planner uses a Mixed Integer Program formulation to schedule joint observation data collection and downlink for all satellites. Optimal solutions are found quickly that collect 98-100% of available observation opportunities. ML-based fire predictions that drive the planner objective are greater than 40% more correlated with ground truth than existing state-of-art. The presented case study on the TX Smokehouse Creek fire in 2024 and LA fires in 2025 represents the first high-resolution data collected by CYGNSS of active fires. Creation of Burnt Area Maps (BAM) using ML on data from active fires and BAM assimilation into NASA's Weather Research and Forecasting Model using neural nets to broadcast fire spread are novel outcomes. BAM and CYGNSS obtained soil moisture are integrated for the first time into USGS fire danger maps. Inclusion of CYGNSS data in ML-based burn predictions boosts accuracy by 13%, and inclusion of high-resolution data boosts ML recall by another 15%. The proposed workflow has an expected latency of 6-30h, improving on the current delivery time of multiple days. All components in the proposed concept are shown to be computationally scalable and globally generalizable, with sustainability considerations such as edge efficiency and low latency on small devices.
IMU: Influence-guided Machine Unlearning
Fan, Xindi, Wu, Jing, Zhou, Mingyi, Liang, Pengwei, Phung, Dinh
Recent studies have shown that deep learning models are vulnerable to attacks and tend to memorize training data points, raising significant concerns about privacy leakage. This motivates the development of machine unlearning (MU), i.e ., a paradigm that enables models to selectively forget specific data points upon request. However, most existing MU algorithms require partial or full fine-tuning on the retain set. This necessitates continued access to the original training data, which is often impractical due to privacy concerns and storage constraints. A few retain-data-free MU methods have been proposed, but some rely on access to auxiliary data and precomputed statistics of the retain set, while others scale poorly when forgetting larger portions of data. In this paper, we propose Influence-guided Machine Unlearning (IMU), a simple yet effective method that conducts MU using only the forget set. Specifically, IMU employs gradient ascent and in-novatively introduces dynamic allocation of unlearning intensities across different data points based on their influences. This adaptive strategy significantly enhances unlearning effectiveness while maintaining model utility. Results across vision and language tasks demonstrate that IMU consistently outperforms existing retain-data-free MU methods.
Smooth Games of Configuration in the Linear-Quadratic Setting
Milzman, Jesse, Mao, Jeffrey, Loianno, Giuseppe
Dynamic game theory offers a toolbox for formalizing and solving for both cooperative and non-cooperative strategies in multi-agent scenarios. However, the optimal configuration of such games remains largely unexplored. While there is existing literature on the parametrization of dynamic games, little research examines this parametrization from a strategic perspective where each agent's configuration choice is influenced by the decisions of others. In this work, we introduce the concept of a game of configuration, providing a framework for the strategic fine-tuning of differential games. We define a game of configuration as a two-stage game within the setting of finite-horizon, affine-quadratic, AQ, differential games. In the first stage, each player chooses their corresponding configuration parameter, which will impact their dynamics and costs in the second stage. We provide the subgame perfect solution concept and a method for computing first stage cost gradients over the configuration space. This then allows us to formulate a gradient-based method for searching for local solutions to the configuration game, as well as provide necessary conditions for equilibrium configurations over their downstream (second stage) trajectories. We conclude by demonstrating the effectiveness of our approach in example AQ systems, both zero-sum and general-sum.
Theory of Decentralized Robust Kernel-Based Learning
Yu, Zhan, Shi, Zhongjie, Zhou, Ding-Xuan
We propose a new decentralized robust kernel-based learning algorithm within the framework of reproducing kernel Hilbert spaces (RKHSs) by utilizing a networked system that can be represented as a connected graph. The robust loss function $\huaL_ฯ$ induced by a windowing function $W$ and a robustness scaling parameter $ฯ>0$ can encompass a broad spectrum of robust losses. Consequently, the proposed algorithm effectively provides a unified decentralized learning framework for robust regression, which fundamentally differs from the existing distributed robust kernel-based learning schemes, all of which are divide-and-conquer based. We rigorously establish a learning theory and offer comprehensive convergence analysis for the algorithm. We show each local robust estimator generated from the decentralized algorithm can be utilized to approximate the regression function. Based on kernel-based integral operator techniques, we derive general high confidence convergence bounds for the local approximating sequence in terms of the mean square distance, RKHS norm, and generalization error, respectively. Moreover, we provide rigorous selection rules for local sample size and show that, under properly selected step size and scaling parameter $ฯ$, the decentralized robust algorithm can achieve optimal learning rates (up to logarithmic factors) in both norms. The parameter $ฯ$ is shown to be essential for enhancing robustness and ensuring favorable convergence behavior. The intrinsic connection among decentralization, sample selection, robustness of the algorithm, and its convergence is clearly reflected.
SAND: One-Shot Feature Selection with Additive Noise Distortion
Pad, Pedram, Hammoud, Hadi, Dia, Mohamad, Maamari, Nadim, Dunbar, L. Andrea
Feature selection is a critical step in data-driven applications, reducing input dimensionality to enhance learning accuracy, computational efficiency, and interpretability. Existing state-of-the-art methods often require post-selection retraining and extensive hyperparameter tuning, complicating their adoption. We introduce a novel, non-intrusive feature selection layer that, given a target feature count $k$, automatically identifies and selects the $k$ most informative features during neural network training. Our method is uniquely simple, requiring no alterations to the loss function, network architecture, or post-selection retraining. The layer is mathematically elegant and can be fully described by: \begin{align} \nonumber \tilde{x}_i = a_i x_i + (1-a_i)z_i \end{align} where $x_i$ is the input feature, $\tilde{x}_i$ the output, $z_i$ a Gaussian noise, and $a_i$ trainable gain such that $\sum_i{a_i^2}=k$. This formulation induces an automatic clustering effect, driving $k$ of the $a_i$ gains to $1$ (selecting informative features) and the rest to $0$ (discarding redundant ones) via weighted noise distortion and gain normalization. Despite its extreme simplicity, our method delivers state-of-the-art performance on standard benchmark datasets and a novel real-world dataset, outperforming or matching existing approaches without requiring hyperparameter search for $k$ or retraining. Theoretical analysis in the context of linear regression further validates its efficacy. Our work demonstrates that simplicity and performance are not mutually exclusive, offering a powerful yet straightforward tool for feature selection in machine learning.
A Weighted U Statistic for Genetic Association Analyses of Sequencing Data
Wei, Changshuai, Li, Ming, He, Zihuai, Vsevolozhskaya, Olga, Schaid, Daniel J., Lu, Qing
With advancements in next generation sequencing technology, a massive amount of sequencing data are generated, offering a great opportunity to comprehensively investigate the role of rare variants in the genetic etiology of complex diseases. Nevertheless, this poses a great challenge for the statistical analysis of high-dimensional sequencing data. The association analyses based on traditional statistical methods suffer substantial power loss because of the low frequency of genetic variants and the extremely high dimensionality of the data. We developed a weighted U statistic, referred to as WU-seq, for the high-dimensional association analysis of sequencing data. Based on a non-parametric U statistic, WU-SEQ makes no assumption of the underlying disease model and phenotype distribution, and can be applied to a variety of phenotypes. Through simulation studies and an empirical study, we showed that WU-SEQ outperformed a commonly used SKAT method when the underlying assumptions were violated (e.g., the phenotype followed a heavy-tailed distribution). Even when the assumptions were satisfied, WU-SEQ still attained comparable performance to SKAT. Finally, we applied WU-seq to sequencing data from the Dallas Heart Study (DHS), and detected an association between ANGPTL 4 and very low density lipoprotein cholesterol.
A Generalized Similarity U Test for Multivariate Analysis of Sequencing Data
Summary: Sequencing-based studies are emerging as a major tool for genetic association studies of complex diseases. These studies pose great challenges to the traditional statistical methods because of the high-dimensionality of data and the low frequency of genetic variants. Moreover, there is a great interest in biology and epidemiology to identify genetic risk factors contributed to multiple disease phenotypes. The multiple phenotypes can often follow different distributions, which brings an additional challenge to the current statistical framework. In this paper, we propose a generalized similarity U test, referred to as GSU. GSU is a similarity-based test that can handle high-dimensional genotypes and phenotypes. We studied the theoretical properties of GSU, and provided the efficient p-value calculation for association test as well as the sample size and power calculation for the study design. Through simulation, we found that GSU had advantages over existing methods in terms of power and robustness to phenotype distributions. Finally, we used GSU to perform a multivariate analysis of sequencing data in the Dallas Heart Study and identified a joint association of 4 genes with 5 metabolic related phenotypes. Key words: Weighted U Statistic; Sequencing Study; Non-parametric Statistics. 1. Introduction Genome-wide association studies (GW AS) have made substantial progress in discovering common genetic variants associated with complex diseases. Despite such success, a large proportion of heritability of complex diseases remains unexplained.
A weighted U statistic for association analysis considering genetic heterogeneity
Wei, Changshuai, Elston, Robert C., Lu, Qing
Converging evidence suggests that common complex diseases with the same or similar clinical manifestations could have different underlying genetic etiologies. While current research interests have shifted toward uncovering rare variants and structural variations predisposing to human diseases, the impact of heterogeneity in genetic studies of complex diseases has been largely overlooked. Most of the existing statistical methods assume the disease under investigation has a homogeneous genetic effect and could, therefore, have low power if the disease undergoes heterogeneous pathophysiological and etiological processes. In this paper, we propose a heterogeneity weighted U (HWU) method for association analyses considering genetic heterogeneity. HWU can be applied to various types of phenotypes (e.g., binary and continuous) and is computationally effcient for high- dimensional genetic data. Through simulations, we showed the advantage of HWU when the underlying genetic etiology of a disease was heterogeneous, as well as the robustness of HWU against different model assumptions (e.g., phenotype distributions). Using HWU, we conducted a genome-wide analysis of nicotine dependence from the Study of Addiction: Genetics and Environments (SAGE) dataset. The genome-wide analysis of nearly one million genetic markers took 7 hours, identifying heterogeneous effects of two new genes (i.e., CYP3A5 and IKBKB) on nicotine dependence.