Sequential anomaly detection in the presence of noise and limited feedback

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each successive measurement based upon our ability to predict it from previous noisy observations, and (2) {\em hedging}, or flagging potential anomalies by comparing the current belief against a time-varying and data-adaptive threshold. The threshold is adjusted based on the available feedback from an end user. Our algorithms, which combine universal prediction with recent work on online convex programming, do not require computing posterior distributions given all current observations and involve simple primal-dual parameter updates. At the heart of the proposed approach lie exponential-family models which can be used in a wide variety of contexts and applications, and which yield methods that achieve sublinear per-round regret against both static and slowly varying product distributions with marginals drawn from the same exponential family. Moreover, the regret against static distributions coincides with the minimax value of the corresponding online strongly convex game. We also prove bounds on the number of mistakes made during the hedging step relative to the best offline choice of the threshold with access to all estimated beliefs and feedback signals. We validate the theory on synthetic data drawn from a time-varying distribution over binary vectors of high dimensionality, as well as on the Enron email dataset.Comment: 19 pages, 12 pdf figures; final version to be published in IEEE Transactions on Information Theor

A survey of machine learning techniques applied to self organizing cellular networks

In this paper, a survey of the literature of the past fifteen years involving Machine Learning (ML) algorithms applied to self organizing cellular networks is performed. In order for future networks to overcome the current limitations and address the issues of current cellular systems, it is clear that more intelligence needs to be deployed, so that a fully autonomous and flexible network can be enabled. This paper focuses on the learning perspective of Self Organizing Networks (SON) solutions and provides, not only an overview of the most common ML techniques encountered in cellular networks, but also manages to classify each paper in terms of its learning solution, while also giving some examples. The authors also classify each paper in terms of its self-organizing use-case and discuss how each proposed solution performed. In addition, a comparison between the most commonly found ML algorithms in terms of certain SON metrics is performed and general guidelines on when to choose each ML algorithm for each SON function are proposed. Lastly, this work also provides future research directions and new paradigms that the use of more robust and intelligent algorithms, together with data gathered by operators, can bring to the cellular networks domain and fully enable the concept of SON in the near future

Autonomous software: Myth or magic?

We discuss work by the eSTAR project which demonstrates a fully closed loop autonomous system for the follow up of possible micro-lensing anomalies. Not only are the initial micro-lensing detections followed up in real time, but ongoing events are prioritised and continually monitored, with the returned data being analysed automatically. If the ``smart software'' running the observing campaign detects a planet-like anomaly, further follow-up will be scheduled autonomously and other telescopes and telescope networks alerted to the possible planetary detection. We further discuss the implications of this, and how such projects can be used to build more general autonomous observing and control systems.Comment: 3 pages, 4 figures, to appear in proceedings of Hot-wiring the Transient Universe (HTU) 2007, Astronomische Nachrichten, March 200