Statistical Learning
On the Cross-Dataset Generalization of Machine Learning for Network Intrusion Detection
Cantone, Marco, Marrocco, Claudio, Bria, Alessandro
Network Intrusion Detection Systems (NIDS) are a fundamental tool in cybersecurity. Their ability to generalize across diverse networks is a critical factor in their effectiveness and a prerequisite for real-world applications. In this study, we conduct a comprehensive analysis on the generalization of machine-learning-based NIDS through an extensive experimentation in a cross-dataset framework. We employ four machine learning classifiers and utilize four datasets acquired from different networks: CIC-IDS-2017, CSE-CIC-IDS2018, LycoS-IDS2017, and LycoS-Unicas-IDS2018. Notably, the last dataset is a novel contribution, where we apply corrections based on LycoS-IDS2017 to the well-known CSE-CIC-IDS2018 dataset. The results show nearly perfect classification performance when the models are trained and tested on the same dataset. However, when training and testing the models in a cross-dataset fashion, the classification accuracy is largely commensurate with random chance except for a few combinations of attacks and datasets. We employ data visualization techniques in order to provide valuable insights on the patterns in the data. Our analysis unveils the presence of anomalies in the data that directly hinder the classifiers capability to generalize the learned knowledge to new scenarios. This study enhances our comprehension of the generalization capabilities of machine-learning-based NIDS, highlighting the significance of acknowledging data heterogeneity.
Revisiting Feature Prediction for Learning Visual Representations from Video
Bardes, Adrien, Garrido, Quentin, Ponce, Jean, Chen, Xinlei, Rabbat, Michael, LeCun, Yann, Assran, Mahmoud, Ballas, Nicolas
This paper explores feature prediction as a stand-alone objective for unsupervised learning from video and introduces V-JEPA, a collection of vision models trained solely using a feature prediction objective, without the use of pretrained image encoders, text, negative examples, reconstruction, or other sources of supervision. The models are trained on 2 million videos collected from public datasets and are evaluated on downstream image and video tasks. Our results show that learning by predicting video features leads to versatile visual representations that perform well on both motion and appearance-based tasks, without adaption of the model's parameters; e.g., using a frozen backbone. Our largest model, a ViT-H/16 trained only on videos, obtains 81.9% on Kinetics-400, 72.2% on Something-Something-v2, and 77.9% on ImageNet1K.
Utilizing Machine Learning for Signal Classification and Noise Reduction in Amateur Radio
In the realm of amateur radio, the effective classification of signals and the mitigation of noise play crucial roles in ensuring reliable communication. Traditional methods for signal classification and noise reduction often rely on manual intervention and predefined thresholds, which can be labor-intensive and less adaptable to dynamic radio environments. In this paper, we explore the application of machine learning techniques for signal classification and noise reduction in amateur radio operations. We investigate the feasibility and effectiveness of employing supervised and unsupervised learning algorithms to automatically differentiate between desired signals and unwanted interference, as well as to reduce the impact of noise on received transmissions. Experimental results demonstrate the potential of machine learning approaches to enhance the efficiency and robustness of amateur radio communication systems, paving the way for more intelligent and adaptive radio solutions in the amateur radio community.
Extrapolation-Aware Nonparametric Statistical Inference
Pfister, Niklas, Bรผhlmann, Peter
We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. This type of extrapolation occurs in many data analysis applications and can invalidate the resulting conclusions if not taken into account. While extrapolating is straightforward in parametric models, it becomes challenging in nonparametric models. In this work, we extend the nonparametric statistical model to explicitly allow for extrapolation and introduce a class of extrapolation assumptions that can be combined with existing inference techniques to draw extrapolation-aware conclusions. The proposed class of extrapolation assumptions stipulate that the conditional function attains its minimal and maximal directional derivative, in each direction, within the observed support. We illustrate how the framework applies to several statistical applications including prediction and uncertainty quantification. We furthermore propose a consistent estimation procedure that can be used to adjust existing nonparametric estimates to account for extrapolation by providing lower and upper extrapolation bounds. The procedure is empirically evaluated on both simulated and real-world data.
Parametric Augmentation for Time Series Contrastive Learning
Zheng, Xu, Wang, Tianchun, Cheng, Wei, Ma, Aitian, Chen, Haifeng, Sha, Mo, Luo, Dongsheng
Modern techniques like contrastive learning have been effectively used in many areas, including computer vision, natural language processing, and graph-structured data. Creating positive examples that assist the model in learning robust and discriminative representations is a crucial stage in contrastive learning approaches. Usually, preset human intuition directs the selection of relevant data augmentations. Due to patterns that are easily recognized by humans, this rule of thumb works well in the vision and language domains. However, it is impractical to visually inspect the temporal structures in time series. The diversity of time series augmentations at both the dataset and instance levels makes it difficult to choose meaningful augmentations on the fly. In this study, we address this gap by analyzing time series data augmentation using information theory and summarizing the most commonly adopted augmentations in a unified format. We then propose a contrastive learning framework with parametric augmentation, AutoTCL, which can be adaptively employed to support time series representation learning. The proposed approach is encoder-agnostic, allowing it to be seamlessly integrated with different backbone encoders. Experiments on univariate forecasting tasks demonstrate the highly competitive results of our method, with an average 6.5\% reduction in MSE and 4.7\% in MAE over the leading baselines. In classification tasks, AutoTCL achieves a $1.2\%$ increase in average accuracy.
Efficient Sampling on Riemannian Manifolds via Langevin MCMC
Cheng, Xiang, Zhang, Jingzhao, Sra, Suvrit
We study the task of efficiently sampling from a Gibbs distribution $d \pi^* = e^{-h} d {vol}_g$ over a Riemannian manifold $M$ via (geometric) Langevin MCMC; this algorithm involves computing exponential maps in random Gaussian directions and is efficiently implementable in practice. The key to our analysis of Langevin MCMC is a bound on the discretization error of the geometric Euler-Murayama scheme, assuming $\nabla h$ is Lipschitz and $M$ has bounded sectional curvature. Our error bound matches the error of Euclidean Euler-Murayama in terms of its stepsize dependence. Combined with a contraction guarantee for the geometric Langevin Diffusion under Kendall-Cranston coupling, we prove that the Langevin MCMC iterates lie within $\epsilon$-Wasserstein distance of $\pi^*$ after $\tilde{O}(\epsilon^{-2})$ steps, which matches the iteration complexity for Euclidean Langevin MCMC. Our results apply in general settings where $h$ can be nonconvex and $M$ can have negative Ricci curvature. Under additional assumptions that the Riemannian curvature tensor has bounded derivatives, and that $\pi^*$ satisfies a $CD(\cdot,\infty)$ condition, we analyze the stochastic gradient version of Langevin MCMC, and bound its iteration complexity by $\tilde{O}(\epsilon^{-2})$ as well.
What to Do When Your Discrete Optimization Is the Size of a Neural Network?
Oftentimes, machine learning applications using neural networks involve solving discrete optimization problems, such as in pruning, parameter-isolation-based continual learning and training of binary networks. Still, these discrete problems are combinatorial in nature and are also not amenable to gradient-based optimization. Additionally, classical approaches used in discrete settings do not scale well to large neural networks, forcing scientists and empiricists to rely on alternative methods. Among these, two main distinct sources of top-down information can be used to lead the model to good solutions: (1) extrapolating gradient information from points outside of the solution set (2) comparing evaluations between members of a subset of the valid solutions. We take continuation path (CP) methods to represent using purely the former and Monte Carlo (MC) methods to represent the latter, while also noting that some hybrid methods combine the two. The main goal of this work is to compare both approaches. For that purpose, we first overview the two classes while also discussing some of their drawbacks analytically. Then, on the experimental section, we compare their performance, starting with smaller microworld experiments, which allow more fine-grained control of problem variables, and gradually moving towards larger problems, including neural network regression and neural network pruning for image classification, where we additionally compare against magnitude-based pruning.
Discrete Probabilistic Inference as Control in Multi-path Environments
Deleu, Tristan, Nouri, Padideh, Malkin, Nikolay, Precup, Doina, Bengio, Yoshua
We consider the problem of sampling from a discrete and structured distribution as a sequential decision problem, where the objective is to find a stochastic policy such that objects are sampled at the end of this sequential process proportionally to some predefined reward. While we could use maximum entropy Reinforcement Learning (MaxEnt RL) to solve this problem for some distributions, it has been shown that in general, the distribution over states induced by the optimal policy may be biased in cases where there are multiple ways to generate the same object. To address this issue, Generative Flow Networks (GFlowNets) learn a stochastic policy that samples objects proportionally to their reward by approximately enforcing a conservation of flows across the whole Markov Decision Process (MDP). In this paper, we extend recent methods correcting the reward in order to guarantee that the marginal distribution induced by the optimal MaxEnt RL policy is proportional to the original reward, regardless of the structure of the underlying MDP. We also prove that some flow-matching objectives found in the GFlowNet literature are in fact equivalent to well-established MaxEnt RL algorithms with a corrected reward. Finally, we study empirically the performance of multiple MaxEnt RL and GFlowNet algorithms on multiple problems involving sampling from discrete distributions.
How to Discern Important Urgent News?
Vasilyev, Oleg, Bohannon, John
We found that a simple property of clusters in a clustered dataset of news correlate strongly with importance and urgency of news (IUN) as assessed by LLM. We verified our finding across different news datasets, dataset sizes, clustering algorithms and embeddings. The found correlation should allow using clustering (as an alternative to LLM) for identifying the most important urgent news, or for filtering out unimportant articles.
An Evaluation of Real-time Adaptive Sampling Change Point Detection Algorithm using KCUSUM
Saravanan, Vijayalakshmi, Siehien, Perry, Yoo, Shinjae, Van Dam, Hubertus, Flynn, Thomas, Kelly, Christopher, Ibrahim, Khaled Z
Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous scrutiny of incoming observations for deviations in their statistical characteristics, particularly in high-volume data scenarios. Maintaining a balance between sudden change detection and minimizing false alarms is vital. Many existing algorithms for this purpose rely on known probability distributions, limiting their feasibility. In this study, we introduce the Kernel-based Cumulative Sum (KCUSUM) algorithm, a non-parametric extension of the traditional Cumulative Sum (CUSUM) method, which has gained prominence for its efficacy in online change point detection under less restrictive conditions. KCUSUM splits itself by comparing incoming samples directly with reference samples and computes a statistic grounded in the Maximum Mean Discrepancy (MMD) non-parametric framework. This approach extends KCUSUM's pertinence to scenarios where only reference samples are available, such as atomic trajectories of proteins in vacuum, facilitating the detection of deviations from the reference sample without prior knowledge of the data's underlying distribution. Furthermore, by harnessing MMD's inherent random-walk structure, we can theoretically analyze KCUSUM's performance across various use cases, including metrics like expected delay and mean runtime to false alarms. Finally, we discuss real-world use cases from scientific simulations such as NWChem CODAR and protein folding data, demonstrating KCUSUM's practical effectiveness in online change point detection.