Automatic Hyperparameter Tuning Method for Local Outlier Factor, with Applications to Anomaly Detection

In recent years, there have been many practical applications of anomaly detection such as in predictive maintenance, detection of credit fraud, network intrusion, and system failure. The goal of anomaly detection is to identify in the test data anomalous behaviors that are either rare or unseen in the training data. This is a common goal in predictive maintenance, which aims to forecast the imminent faults of an appliance given abundant samples of normal behaviors. Local outlier factor (LOF) is one of the state-of-the-art models used for anomaly detection, but the predictive performance of LOF depends greatly on the selection of hyperparameters. In this paper, we propose a novel, heuristic methodology to tune the hyperparameters in LOF. A tuned LOF model that uses the proposed method shows good predictive performance in both simulations and real data sets.Comment: 15 pages, 5 figure

TSE-IDS: A Two-Stage Classifier Ensemble for Intelligent Anomaly-based Intrusion Detection System

Intrusion detection systems (IDS) play a pivotal role in computer security by discovering and repealing malicious activities in computer networks. Anomaly-based IDS, in particular, rely on classification models trained using historical data to discover such malicious activities. In this paper, an improved IDS based on hybrid feature selection and two-level classifier ensembles is proposed. An hybrid feature selection technique comprising three methods, i.e. particle swarm optimization, ant colony algorithm, and genetic algorithm, is utilized to reduce the feature size of the training datasets (NSL-KDD and UNSW-NB15 are considered in this paper). Features are selected based on the classification performance of a reduced error pruning tree (REPT) classifier. Then, a two-level classifier ensembles based on two meta learners, i.e., rotation forest and bagging, is proposed. On the NSL-KDD dataset, the proposed classifier shows 85.8% accuracy, 86.8% sensitivity, and 88.0% detection rate, which remarkably outperform other classification techniques recently proposed in the literature. Results regarding the UNSW-NB15 dataset also improve the ones achieved by several state of the art techniques. Finally, to verify the results, a two-step statistical significance test is conducted. This is not usually considered by IDS research thus far and, therefore, adds value to the experimental results achieved by the proposed classifier

Learning Fast and Slow: PROPEDEUTICA for Real-time Malware Detection

In this paper, we introduce and evaluate PROPEDEUTICA, a novel methodology and framework for efficient and effective real-time malware detection, leveraging the best of conventional machine learning (ML) and deep learning (DL) algorithms. In PROPEDEUTICA, all software processes in the system start execution subjected to a conventional ML detector for fast classification. If a piece of software receives a borderline classification, it is subjected to further analysis via more performance expensive and more accurate DL methods, via our newly proposed DL algorithm DEEPMALWARE. Further, we introduce delays to the execution of software subjected to deep learning analysis as a way to "buy time" for DL analysis and to rate-limit the impact of possible malware in the system. We evaluated PROPEDEUTICA with a set of 9,115 malware samples and 877 commonly used benign software samples from various categories for the Windows OS. Our results show that the false positive rate for conventional ML methods can reach 20%, and for modern DL methods it is usually below 6%. However, the classification time for DL can be 100X longer than conventional ML methods. PROPEDEUTICA improved the detection F1-score from 77.54% (conventional ML method) to 90.25%, and reduced the detection time by 54.86%. Further, the percentage of software subjected to DL analysis was approximately 40% on average. Further, the application of delays in software subjected to ML reduced the detection time by approximately 10%. Finally, we found and discussed a discrepancy between the detection accuracy offline (analysis after all traces are collected) and on-the-fly (analysis in tandem with trace collection). Our insights show that conventional ML and modern DL-based malware detectors in isolation cannot meet the needs of efficient and effective malware detection: high accuracy, low false positive rate, and short classification time.Comment: 17 pages, 7 figure

Intrusion Detection Systems Using Adaptive Regression Splines

Past few years have witnessed a growing recognition of intelligent techniques for the construction of efficient and reliable intrusion detection systems. Due to increasing incidents of cyber attacks, building effective intrusion detection systems (IDS) are essential for protecting information systems security, and yet it remains an elusive goal and a great challenge. In this paper, we report a performance analysis between Multivariate Adaptive Regression Splines (MARS), neural networks and support vector machines. The MARS procedure builds flexible regression models by fitting separate splines to distinct intervals of the predictor variables. A brief comparison of different neural network learning algorithms is also given

One-Class Classification: Taxonomy of Study and Review of Techniques

One-class classification (OCC) algorithms aim to build classification models when the negative class is either absent, poorly sampled or not well defined. This unique situation constrains the learning of efficient classifiers by defining class boundary just with the knowledge of positive class. The OCC problem has been considered and applied under many research themes, such as outlier/novelty detection and concept learning. In this paper we present a unified view of the general problem of OCC by presenting a taxonomy of study for OCC problems, which is based on the availability of training data, algorithms used and the application domains applied. We further delve into each of the categories of the proposed taxonomy and present a comprehensive literature review of the OCC algorithms, techniques and methodologies with a focus on their significance, limitations and applications. We conclude our paper by discussing some open research problems in the field of OCC and present our vision for future research.Comment: 24 pages + 11 pages of references, 8 figure

Data Mining in Electronic Commerce

Modern business is rushing toward e-commerce. If the transition is done properly, it enables better management, new services, lower transaction costs and better customer relations. Success depends on skilled information technologists, among whom are statisticians. This paper focuses on some of the contributions that statisticians are making to help change the business world, especially through the development and application of data mining methods. This is a very large area, and the topics we cover are chosen to avoid overlap with other papers in this special issue, as well as to respect the limitations of our expertise. Inevitably, electronic commerce has raised and is raising fresh research problems in a very wide range of statistical areas, and we try to emphasize those challenges.Comment: Published at http://dx.doi.org/10.1214/088342306000000204 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org