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 Statistical Learning


Credit Card Fraud Detection in e-Commerce: An Outlier Detection Approach

arXiv.org Machine Learning

Often the challenge associated with tasks like fraud and spam detection is the lack of all likely patterns needed to train suitable supervised learning models. This problem accentuates when the fraudulent patterns are not only scarce, they also change over time. Change in fraudulent pattern is because fraudsters continue to innovate novel ways to circumvent measures put in place to prevent fraud. Limited data and continuously changing patterns makes learning significantly difficult. We hypothesize that good behavior does not change with time and data points representing good behavior have consistent spatial signature under different groupings. Based on this hypothesis we are proposing an approach that detects outliers in large data sets by assigning a consistency score to each data point using an ensemble of clustering methods. Our main contribution is proposing a novel method that can detect outliers in large datasets and is robust to changing patterns. We also argue that area under the ROC curve, although a commonly used metric to evaluate outlier detection methods is not the right metric. Since outlier detection problems have a skewed distribution of classes, precision-recall curves are better suited because precision compares false positives to true positives (outliers) rather than true negatives (inliers) and therefore is not affected by the problem of class imbalance. We show empirically that area under the precision-recall curve is a better than ROC as an evaluation metric. The proposed approach is tested on the modified version of the Landsat satellite dataset, the modified version of the ann-thyroid dataset and a large real world credit card fraud detection dataset available through Kaggle where we show significant improvement over the baseline methods.


Distribution System Voltage Control under Uncertainties using Tractable Chance Constraints

arXiv.org Machine Learning

V oltage control plays an important role in the operation of electricity distribution networks, especially with high penetration of distributed energy resources. These resources introduce significant and fast varying uncertainties. In this paper, we focus on reactive power compensation to control voltage in the presence of uncertainties. We adopt a chance constraint approach that accounts for arbitrary correlations between renewable resources at each of the buses. We show how the problem can be solved efficiently using historical samples analogously to the stochastic quasi-gradient methods. We also show that this optimization problem is convex for a wide variety of probabilistic distributions. Compared to conventional per-bus chance constraints, our formulation is more robust to uncertainty and more computationally tractable. We illustrate the results using standard IEEE distribution test feeders. V oltage control is crucial to stable operations of power distribution systems, where it is used to maintain acceptable voltages at all buses under different operating conditions [1]. To control voltage, reactive power is traditionally regulated through tap-changing transformers and switched capacitors [2]. With recent advances in cyber-infrastructure for communication and control, it is also possible to utilize distributed energy resources (DERs, i.e., electric vehicles [3], PV panels [4], [5]) to provide voltage regulation.


Distributionally Robust Graphical Models

arXiv.org Artificial Intelligence

In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin methods---have their own distinct strengths but also possess significant drawbacks. Conditional random fields (CRFs) are Fisher consistent, but they do not permit integration of customized loss metrics into their learning process. Large-margin models, such as structured support vector machines (SSVMs), have the flexibility to incorporate customized loss metrics, but lack Fisher consistency guarantees. We present adversarial graphical models (AGM), a distributionally robust approach for constructing a predictor that performs robustly for a class of data distributions defined using a graphical structure. Our approach enjoys both the flexibility of incorporating customized loss metrics into its design as well as the statistical guarantee of Fisher consistency. We present exact learning and prediction algorithms for AGM with time complexity similar to existing graphical models and show the practical benefits of our approach with experiments.


Online Off-policy Prediction

arXiv.org Artificial Intelligence

This paper investigates the problem of online prediction learning, where learning proceeds continuously as the agent interacts with an environment. The predictions made by the agent are contingent on a particular way of behaving, represented as a value function. However, the behavior used to select actions and generate the behavior data might be different from the one used to define the predictions, and thus the samples are generated off-policy. The ability to learn behavior-contingent predictions online and off-policy has long been advocated as a key capability of predictive-knowledge learning systems but remained an open algorithmic challenge for decades. The issue lies with the temporal difference (TD) learning update at the heart of most prediction algorithms: combining bootstrapping, off-policy sampling and function approximation may cause the value estimate to diverge. A breakthrough came with the development of a new objective function that admitted stochastic gradient descent variants of TD. Since then, many sound online off-policy prediction algorithms have been developed, but there has been limited empirical work investigating the relative merits of all the variants. This paper aims to fill these empirical gaps and provide clarity on the key ideas behind each method. We summarize the large body of literature on off-policy learning, focusing on 1- methods that use computation linear in the number of features and are convergent under off-policy sampling, and 2- other methods which have proven useful with non-fixed, nonlinear function approximation. We provide an empirical study of off-policy prediction methods in two challenging microworlds. We report each method's parameter sensitivity, empirical convergence rate, and final performance, providing new insights that should enable practitioners to successfully extend these new methods to large-scale applications.[Abridged abstract]


Concept Learning with Energy-Based Models

arXiv.org Artificial Intelligence

Many hallmarks of human intelligence, such as generalizing from limited experience, abstract reasoning and planning, analogical reasoning, creative problem solving, and capacity for language require the ability to consolidate experience into concepts, which act as basic building blocks of understanding and reasoning. We present a framework that defines a concept by an energy function over events in the environment, as well as an attention mask over entities participating in the event. Given few demonstration events, our method uses inference-time optimization procedure to generate events involving similar concepts or identify entities involved in the concept. We evaluate our framework on learning visual, quantitative, relational, temporal concepts from demonstration events in an unsupervised manner. Our approach is able to successfully generate and identify concepts in a few-shot setting and resulting learned concepts can be reused across environments. Example videos of our results are available at sites.google.com/site/energyconceptmodels


Semantic bottleneck for computer vision tasks

arXiv.org Artificial Intelligence

This paper introduces a novel method for the representation of images that is semantic by nature, addressing the question of computation intelligibility in computer vision tasks. More specifically, our proposition is to introduce what we call a semantic bottleneck in the processing pipeline, which is a crossing point in which the representation of the image is entirely expressed with natural language , while retaining the efficiency of numerical representations. We show that our approach is able to generate semantic representations that give state-of-the-art results on semantic content-based image retrieval and also perform very well on image classification tasks. Intelligibility is evaluated through user centered experiments for failure detection.


Day-ahead time series forecasting: application to capacity planning

arXiv.org Artificial Intelligence

In the context of capacity planning, forecasting the evolution of informatics servers usage enables companies to better manage their computational resources. We address this problem by collecting key indicator time series and propose to forecast their evolution a day-ahead. Our method assumes that data is structured by a daily seasonality, but also that there is typical evolution of indicators within a day. Then, it uses the combination of a clustering algorithm and Markov Models to produce day-ahead forecasts. Our experiments on real datasets show that the data satisfies our assumption and that, in the case study, our method outperforms classical approaches (AR, Holt-Winters).


ATP: Directed Graph Embedding with Asymmetric Transitivity Preservation

arXiv.org Artificial Intelligence

Directed graphs have been widely used in Community Question Answering services (CQAs) to model asymmetric relationships among different types of nodes in CQA graphs, e.g., question, answer, user. Asymmetric transitivity is an essential property of directed graphs, since it can play an important role in downstream graph inference and analysis. Question difficulty and user expertise follow the characteristic of asymmetric transitivity. Maintaining such properties, while reducing the graph to a lower dimensional vector embedding space, has been the focus of much recent research. In this paper, we tackle the challenge of directed graph embedding with asymmetric transitivity preservation and then leverage the proposed embedding method to solve a fundamental task in CQAs: how to appropriately route and assign newly posted questions to users with the suitable expertise and interest in CQAs. The technique incorporates graph hierarchy and reachability information naturally by relying on a nonlinear transformation that operates on the core reachability and implicit hierarchy within such graphs. Subsequently, the methodology levers a factorization-based approach to generate two embedding vectors for each node within the graph, to capture the asymmetric transitivity. Extensive experiments show that our framework consistently and significantly outperforms the state-of-the-art baselines on three diverse realworld tasks: link prediction, and question difficulty estimation and expert finding in online forums like Stack Exchange. Particularly, our framework can support inductive embedding learning for newly posted questions (unseen nodes during training), and therefore can properly route and assign these kinds of questions to experts in CQAs.


Learning Abstract Options

arXiv.org Artificial Intelligence

Building systems that autonomously create temporal abstractions from data is a key challenge in scaling learning and planning in reinforcement learning. One popular approach for addressing this challenge is the options framework (Sutton et al., 1999). However, only recently in (Bacon et al., 2017) was a policy gradient theorem derived for online learning of general purpose options in an end to end fashion. In this work, we extend previous work on this topic that only focuses on learning a two-level hierarchy including options and primitive actions to enable learning simultaneously at multiple resolutions in time. We achieve this by considering an arbitrarily deep hierarchy of options where high level temporally extended options are composed of lower level options with finer resolutions in time. We extend results from (Bacon et al., 2017) and derive policy gradient theorems for a deep hierarchy of options. Our proposed hierarchical option-critic architecture is capable of learning internal policies, termination conditions, and hierarchical compositions over options without the need for any intrinsic rewards or subgoals. Our empirical results in both discrete and continuous environments demonstrate the efficiency of our framework.


Classification Approach for Intrusion Detection in Vehicle Systems

#artificialintelligence

Advancement in technology has brought about the concept of intelligent vehicles which are considered to be more efficient and safer for the users. Intelligent vehicles tend to be connected to other vehicles, roadside infrastructure, such as the traffic management system and the internet, hence making them to be among the Internet of Things. However, such high levels of connectivity have meant that intelligent vehicles are at risks of cyber-attacks which might interfere with different aspects of the vehicle, such as its communication systems, endangering the security and privacy of the vehicle as well as putting the lives of its passengers at risk [1] [2] [3] [4]. Connected vehicle technology has always been aimed at solving the challenges that are occasionally experienced with intelligent transport systems. An Intelligent Transport System usually allows intelligent vehicles to be in a position to communicate with the roadside infrastructure, other vehicles on the road and other road users. The communication system of an intelligent vehicle is usually referred to as Vehicle-to-Everything (V2X) or it is also referred to as the VANET, an abbreviation for Vehicular Ad hoc Networks [5]. An ordinary VANET communication system is usually responsible for three main types of communication to be considered a smart automobile. V2I involves the vehicle communicating with the roadside infrastructures, such as location sensors and other traffic monitoring systems. V2V involves a smart automobile being able to share information with other vehicles on the road. V2P involves the communication between the vehicle and pedestrians on the road.