Statistical Learning
Credit card fraud detection - Classifier selection strategy
Machine learning has opened up new tools for financial fraud detection. Using a sample of annotated transactions, a machine learning classification algorithm learns to detect frauds. With growing credit card transaction volumes and rising fraud percentages there is growing interest in finding appropriate machine learning classifiers for detection. However, fraud data sets are diverse and exhibit inconsistent characteristics. As a result, a model effective on a given data set is not guaranteed to perform on another. Further, the possibility of temporal drift in data patterns and characteristics over time is high. Additionally, fraud data has massive and varying imbalance. In this work, we evaluate sampling methods as a viable pre-processing mechanism to handle imbalance and propose a data-driven classifier selection strategy for characteristic highly imbalanced fraud detection data sets. The model derived based on our selection strategy surpasses peer models, whilst working in more realistic conditions, establishing the effectiveness of the strategy.
Automatic Mapping of Unstructured Cyber Threat Intelligence: An Experimental Study
Orbinato, Vittorio, Barbaraci, Mariarosaria, Natella, Roberto, Cotroneo, Domenico
Proactive approaches to security, such as adversary emulation, leverage information about threat actors and their techniques (Cyber Threat Intelligence, CTI). However, most CTI still comes in unstructured forms (i.e., natural language), such as incident reports and leaked documents. To support proactive security efforts, we present an experimental study on the automatic classification of unstructured CTI into attack techniques using machine learning (ML). We contribute with two new datasets for CTI analysis, and we evaluate several ML models, including both traditional and deep learning-based ones. We present several lessons learned about how ML can perform at this task, which classifiers perform best and under which conditions, which are the main causes of classification errors, and the challenges ahead for CTI analysis.
Coefficient-based Regularized Distribution Regression
Mao, Yuan, Shi, Lei, Guo, Zheng-Chu
In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on the coefficients and kernels are assumed to be indefinite. The algorithm involves two stages of sampling, the first stage sample consists of distributions and the second stage sample is obtained from these distributions. Asymptotic behaviors of the algorithm in different regularity ranges of the regression function are comprehensively studied and learning rates are derived via integral operator techniques. We get the optimal rates under some mild conditions, which matches the one-stage sampled minimax optimal rate. Compared with the kernel methods for distribution regression in the literature, the algorithm under consideration does not require the kernel to be symmetric and positive semi-definite and hence provides a simple paradigm for designing indefinite kernel methods, which enriches the theme of the distribution regression. To the best of our knowledge, this is the first result for distribution regression with indefinite kernels, and our algorithm can improve the saturation effect.
Two-stage Fall Events Classification with Human Skeleton Data
Xie, Leiyu, Sun, Yang, Chambers, Jonathon A., Naqvi, Syed Mohsen
Fall detection and classification become an imper- ative problem for healthcare applications particularity with the increasingly ageing population. Currently, most of the fall clas- sification algorithms provide binary fall or no-fall classification. For better healthcare, it is thus not enough to do binary fall classification but to extend it to multiple fall events classification. In this work, we utilize the privacy mitigating human skeleton data for multiple fall events classification. The skeleton features are extracted from the original RGB images to not only mitigate the personal privacy, but also to reduce the impact of the dynamic illuminations. The proposed fall events classification method is divided into two stages. In the first stage, the model is trained to achieve the binary classification to filter out the no-fall events. Then, in the second stage, the deep neural network (DNN) model is trained to further classify the five types of fall events. In order to confirm the efficiency of the proposed method, the experiments on the UP-Fall dataset outperform the state-of-the-art.
Calibrated Selective Classification
Fisch, Adam, Jaakkola, Tommi, Barzilay, Regina
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate predictions on average, they may still allow for wrong predictions that have high confidence, or skip correct predictions that have low confidence. Providing calibrated uncertainty estimates alongside predictions -- probabilities that correspond to true frequencies -- can be as important as having predictions that are simply accurate on average. However, uncertainty estimates can be unreliable for certain inputs. In this paper, we develop a new approach to selective classification in which we propose a method for rejecting examples with "uncertain" uncertainties. By doing so, we aim to make predictions with {well-calibrated} uncertainty estimates over the distribution of accepted examples, a property we call selective calibration. We present a framework for learning selectively calibrated models, where a separate selector network is trained to improve the selective calibration error of a given base model. In particular, our work focuses on achieving robust calibration, where the model is intentionally designed to be tested on out-of-domain data. We achieve this through a training strategy inspired by distributionally robust optimization, in which we apply simulated input perturbations to the known, in-domain training data. We demonstrate the empirical effectiveness of our approach on multiple image classification and lung cancer risk assessment tasks.
Spatio-Temporal Representation Learning Enhanced Source Cell-phone Recognition from Speech Recordings
Zeng, Chunyan, Feng, Shixiong, Wang, Zhifeng, Wan, Xiangkui, Chen, Yunfan, Zhao, Nan
The existing source cell-phone recognition method lacks the long-term feature characterization of the source device, resulting in inaccurate representation of the source cell-phone related features which leads to insufficient recognition accuracy. In this paper, we propose a source cell-phone recognition method based on spatio-temporal representation learning, which includes two main parts: extraction of sequential Gaussian mean matrix features and construction of a recognition model based on spatio-temporal representation learning. In the feature extraction part, based on the analysis of time-series representation of recording source signals, we extract sequential Gaussian mean matrix with long-term and short-term representation ability by using the sensitivity of Gaussian mixture model to data distribution. In the model construction part, we design a structured spatio-temporal representation learning network C3D-BiLSTM to fully characterize the spatio-temporal information, combine 3D convolutional network and bidirectional long short-term memory network for short-term spectral information and long-time fluctuation information representation learning, and achieve accurate recognition of cell-phones by fusing spatio-temporal feature information of recording source signals. The method achieves an average accuracy of 99.03% for the closed-set recognition of 45 cell-phones under the CCNU\_Mobile dataset, and 98.18% in small sample size experiments, with recognition performance better than the existing state-of-the-art methods. The experimental results show that the method exhibits excellent recognition performance in multi-class cell-phones recognition.
Molecular Substructure-Aware Network for Drug-Drug Interaction Prediction
Zhu, Xinyu, Shen, Yongliang, Lu, Weiming
Concomitant administration of drugs can cause drug-drug interactions (DDIs). Some drug combinations are beneficial, but other ones may cause negative effects which are previously unrecorded. Previous works on DDI prediction usually rely on hand-engineered domain knowledge, which is laborious to obtain. In this work, we propose a novel model, Molecular Substructure-Aware Network (MSAN), to effectively predict potential DDIs from molecular structures of drug pairs. We adopt a Transformer-like substructure extraction module to acquire a fixed number of representative vectors that are associated with various substructure patterns of the drug molecule. Then, interaction strength between the two drugs' substructures will be captured by a similarity-based interaction module. We also perform a substructure dropping augmentation before graph encoding to alleviate overfitting. Experimental results from a real-world dataset reveal that our proposed model achieves the state-of-the-art performance. We also show that the predictions of our model are highly interpretable through a case study.
A Survey on Temporal Graph Representation Learning and Generative Modeling
Gupta, Shubham, Bedathur, Srikanta
Temporal graphs represent the dynamic relationships among entities and occur in many real life application like social networks, e commerce, communication, road networks, biological systems, and many more. They necessitate research beyond the work related to static graphs in terms of their generative modeling and representation learning. In this survey, we comprehensively review the neural time dependent graph representation learning and generative modeling approaches proposed in recent times for handling temporal graphs. Finally, we identify the weaknesses of existing approaches and discuss the research proposal of our recently published paper TIGGER[24].
Grasp'D: Differentiable Contact-rich Grasp Synthesis for Multi-fingered Hands
Turpin, Dylan, Wang, Liquan, Heiden, Eric, Chen, Yun-Chun, Macklin, Miles, Tsogkas, Stavros, Dickinson, Sven, Garg, Animesh
The study of hand-object interaction requires generating viable grasp poses for high-dimensional multi-finger models, often relying on analytic grasp synthesis which tends to produce brittle and unnatural results. This paper presents Grasp'D, an approach for grasp synthesis with a differentiable contact simulation from both known models as well as visual inputs. We use gradient-based methods as an alternative to sampling-based grasp synthesis, which fails without simplifying assumptions, such as pre-specified contact locations and eigengrasps. Such assumptions limit grasp discovery and, in particular, exclude high-contact power grasps. In contrast, our simulation-based approach allows for stable, efficient, physically realistic, high-contact grasp synthesis, even for gripper morphologies with high-degrees of freedom. We identify and address challenges in making grasp simulation amenable to gradient-based optimization, such as non-smooth object surface geometry, contact sparsity, and a rugged optimization landscape. Grasp'D compares favorably to analytic grasp synthesis on human and robotic hand models, and resultant grasps achieve over 4x denser contact, leading to significantly higher grasp stability. Video and code available at https://graspd-eccv22.github.io/.
Efficient Truncated Linear Regression with Unknown Noise Variance
Daskalakis, Constantinos, Stefanou, Patroklos, Yao, Rui, Zampetakis, Manolis
Truncated linear regression is a classical challenge in Statistics, wherein a label, $y = w^T x + \varepsilon$, and its corresponding feature vector, $x \in \mathbb{R}^k$, are only observed if the label falls in some subset $S \subseteq \mathbb{R}$; otherwise the existence of the pair $(x, y)$ is hidden from observation. Linear regression with truncated observations has remained a challenge, in its general form, since the early works of~\citet{tobin1958estimation,amemiya1973regression}. When the distribution of the error is normal with known variance, recent work of~\citet{daskalakis2019truncatedregression} provides computationally and statistically efficient estimators of the linear model, $w$. In this paper, we provide the first computationally and statistically efficient estimators for truncated linear regression when the noise variance is unknown, estimating both the linear model and the variance of the noise. Our estimator is based on an efficient implementation of Projected Stochastic Gradient Descent on the negative log-likelihood of the truncated sample. Importantly, we show that the error of our estimates is asymptotically normal, and we use this to provide explicit confidence regions for our estimates.