Boosted Off-Policy Learning

We investigate boosted ensemble models for off-policy learning from logged bandit feedback. Toward this goal, we propose a new boosting algorithm that directly optimizes an estimate of the policy's expected reward. We analyze this algorithm and prove that the empirical risk decreases (possibly exponentially fast) with each round of boosting, provided a "weak" learning condition is satisfied. We further show how the base learner reduces to standard supervised learning problems. Experiments indicate that our algorithm can outperform deep off-policy learning and methods that simply regress on the observed rewards, thereby demonstrating the benefits of both boosting and choosing the right learning objective

Network Intrusion Detection with Two-Phased Hybrid Ensemble Learning and Automatic Feature Selection

The use of network connected devices has grown exponentially in recent years revolutionizing our daily lives. However, it has also attracted the attention of cybercriminals making the attacks targeted towards these devices increase not only in numbers but also in sophistication. To detect such attacks, a Network Intrusion Detection System (NIDS) has become a vital component in network applications. However, network devices produce large scale high-dimensional data which makes it difficult to accurately detect various known and unknown attacks. Moreover, the complex nature of network data makes the feature selection process of a NIDS a challenging task. In this study, we propose a machine learning based NIDS with Two-phased Hybrid Ensemble learning and Automatic Feature Selection. The proposed framework leverages four different machine learning classifiers to perform automatic feature selection based on their ability to detect the most significant features. The two-phased hybrid ensemble learning algorithm consists of two learning phases, with the first phase constructed using classifiers built from an adaptation of the One-vs-One framework, and the second phase constructed using classifiers built from combinations of attack classes. The proposed framework was evaluated on two well-referenced datasets for both wired and wireless applications, and the results demonstrate that the two-phased ensemble learning framework combined with the automatic feature selection engine has superior attack detection capability compared to other similar studies found in the literature

Approximation and Relaxation Approaches for Parallel and Distributed Machine Learning

Large scale machine learning requires tradeoffs. Commonly this tradeoff has led practitioners to choose simpler, less powerful models, e.g. linear models, in order to process more training examples in a limited time. In this work, we introduce parallelism to the training of non-linear models by leveraging a different tradeoff--approximation. We demonstrate various techniques by which non-linear models can be made amenable to larger data sets and significantly more training parallelism by strategically introducing approximation in certain optimization steps. For gradient boosted regression tree ensembles, we replace precise selection of tree splits with a coarse-grained, approximate split selection, yielding both faster sequential training and a significant increase in parallelism, in the distributed setting in particular. For metric learning with nearest neighbor classification, rather than explicitly train a neighborhood structure we leverage the implicit neighborhood structure induced by task-specific random forest classifiers, yielding a highly parallel method for metric learning. For support vector machines, we follow existing work to learn a reduced basis set with extremely high parallelism, particularly on GPUs, via existing linear algebra libraries. We believe these optimization tradeoffs are widely applicable wherever machine learning is put in practice in large scale settings. By carefully introducing approximation, we also introduce significantly higher parallelism and consequently can process more training examples for more iterations than competing exact methods. While seemingly learning the model with less precision, this tradeoff often yields noticeably higher accuracy under a restricted training time budget

Using Ensemble Technique to Improve Multiclass Classification

Many real world applications inevitably contain datasets that have multiclass structure characterized by imbalance classes, redundant and irrelevant features that degrade performance of classifiers. Minority classes in the datasets are treated as outliers’ classes. The research aimed at establishing the role of ensemble technique in improving performance of multiclass classification. Multiclass datasets were transformed to binary and the datasets resampled using Synthetic minority oversampling technique (SMOTE) algorithm.  Relevant features of the datasets were selected by use of an ensemble filter method developed using Correlation, Information Gain, Gain-Ratio and ReliefF filter selection methods. Adaboost and Random subspace learning algorithms were combined using Voting methodology utilizing random forest as the base classifier. The classifiers were evaluated using 10 fold stratified cross validation. The model showed better performance in terms of outlier detection and classification prediction for multiclass problem. The model outperformed other well-known existing classification and outlier detection algorithms such as Naïve bayes, KNN, Bagging, JRipper, Decision trees, RandomTree and Random forest. The study findings established that ensemble technique, resampling datasets and decomposing multiclass results in an improved classification performance as well as enhanced detection of minority outlier (rare) classes. Keywords: Multiclass, Classification, Outliers, Ensemble, Learning Algorithm DOI: 10.7176/JIEA/9-5-04 Publication date: August 31st 201

Robustness Verification of Tree-based Models

We study the robustness verification problem for tree-based models, including decision trees, random forests (RFs) and gradient boosted decision trees (GBDTs). Formal robustness verification of decision tree ensembles involves finding the exact minimal adversarial perturbation or a guaranteed lower bound of it. Existing approaches find the minimal adversarial perturbation by a mixed integer linear programming (MILP) problem, which takes exponential time so is impractical for large ensembles. Although this verification problem is NP-complete in general, we give a more precise complexity characterization. We show that there is a simple linear time algorithm for verifying a single tree, and for tree ensembles, the verification problem can be cast as a max-clique problem on a multi-partite graph with bounded boxicity. For low dimensional problems when boxicity can be viewed as constant, this reformulation leads to a polynomial time algorithm. For general problems, by exploiting the boxicity of the graph, we develop an efficient multi-level verification algorithm that can give tight lower bounds on the robustness of decision tree ensembles, while allowing iterative improvement and any-time termination. OnRF/GBDT models trained on 10 datasets, our algorithm is hundreds of times faster than the previous approach that requires solving MILPs, and is able to give tight robustness verification bounds on large GBDTs with hundreds of deep trees.Comment: Hongge Chen and Huan Zhang contributed equall

The Superiority of the Ensemble Classification Methods: A Comprehensive Review

The modern technologies, which are characterized by cyber-physical systems and internet of things expose organizations to big data, which in turn can be processed to derive actionable knowledge. Machine learning techniques have vastly been employed in both supervised and unsupervised environments in an effort to develop systems that are capable of making feasible decisions in light of past data. In order to enhance the accuracy of supervised learning algorithms, various classification-based ensemble methods have been developed. Herein, we review the superiority exhibited by ensemble learning algorithms based on the past that has been carried out over the years. Moreover, we proceed to compare and discuss the common classification-based ensemble methods, with an emphasis on the boosting and bagging ensemble-learning models. We conclude by out setting the superiority of the ensemble learning models over individual base learners. Keywords: Ensemble, supervised learning, Ensemble model, AdaBoost, Bagging, Randomization, Boosting, Strong learner, Weak learner, classifier fusion, classifier selection, Classifier combination. DOI: 10.7176/JIEA/9-5-05 Publication date: August 31st 2019