Scalable and Interpretable One-class SVMs with Deep Learning and Random Fourier features

One-class support vector machine (OC-SVM) for a long time has been one of the most effective anomaly detection methods and extensively adopted in both research as well as industrial applications. The biggest issue for OC-SVM is yet the capability to operate with large and high-dimensional datasets due to optimization complexity. Those problems might be mitigated via dimensionality reduction techniques such as manifold learning or autoencoder. However, previous work often treats representation learning and anomaly prediction separately. In this paper, we propose autoencoder based one-class support vector machine (AE-1SVM) that brings OC-SVM, with the aid of random Fourier features to approximate the radial basis kernel, into deep learning context by combining it with a representation learning architecture and jointly exploit stochastic gradient descent to obtain end-to-end training. Interestingly, this also opens up the possible use of gradient-based attribution methods to explain the decision making for anomaly detection, which has ever been challenging as a result of the implicit mappings between the input space and the kernel space. To the best of our knowledge, this is the first work to study the interpretability of deep learning in anomaly detection. We evaluate our method on a wide range of unsupervised anomaly detection tasks in which our end-to-end training architecture achieves a performance significantly better than the previous work using separate training.Comment: Accepted at European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD) 201

Efficient Optimization of Performance Measures by Classifier Adaptation

In practical applications, machine learning algorithms are often needed to learn classifiers that optimize domain specific performance measures. Previously, the research has focused on learning the needed classifier in isolation, yet learning nonlinear classifier for nonlinear and nonsmooth performance measures is still hard. In this paper, rather than learning the needed classifier by optimizing specific performance measure directly, we circumvent this problem by proposing a novel two-step approach called as CAPO, namely to first train nonlinear auxiliary classifiers with existing learning methods, and then to adapt auxiliary classifiers for specific performance measures. In the first step, auxiliary classifiers can be obtained efficiently by taking off-the-shelf learning algorithms. For the second step, we show that the classifier adaptation problem can be reduced to a quadratic program problem, which is similar to linear SVMperf and can be efficiently solved. By exploiting nonlinear auxiliary classifiers, CAPO can generate nonlinear classifier which optimizes a large variety of performance measures including all the performance measure based on the contingency table and AUC, whilst keeping high computational efficiency. Empirical studies show that CAPO is effective and of high computational efficiency, and even it is more efficient than linear SVMperf.Comment: 30 pages, 5 figures, to appear in IEEE Transactions on Pattern Analysis and Machine Intelligence, 201

Applying machine learning to the problem of choosing a heuristic to select the variable ordering for cylindrical algebraic decomposition

Cylindrical algebraic decomposition(CAD) is a key tool in computational algebraic geometry, particularly for quantifier elimination over real-closed fields. When using CAD, there is often a choice for the ordering placed on the variables. This can be important, with some problems infeasible with one variable ordering but easy with another. Machine learning is the process of fitting a computer model to a complex function based on properties learned from measured data. In this paper we use machine learning (specifically a support vector machine) to select between heuristics for choosing a variable ordering, outperforming each of the separate heuristics.Comment: 16 page

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

Inductive machine learning of optimal modular structures: Estimating solutions using support vector machines

Structural optimization is usually handled by iterative methods requiring repeated samples of a physics-based model, but this process can be computationally demanding. Given a set of previously optimized structures of the same topology, this paper uses inductive learning to replace this optimization process entirely by deriving a function that directly maps any given load to an optimal geometry. A support vector machine is trained to determine the optimal geometry of individual modules of a space frame structure given a specified load condition. Structures produced by learning are compared against those found by a standard gradient descent optimization, both as individual modules and then as a composite structure. The primary motivation for this is speed, and results show the process is highly efficient for cases in which similar optimizations must be performed repeatedly. The function learned by the algorithm can approximate the result of optimization very closely after sufficient training, and has also been found effective at generalizing the underlying optima to produce structures that perform better than those found by standard iterative methods