Robust Anomaly Detection with Applications to Acoustics and Graphs

Our goal is to develop a robust anomaly detector that can be incorporated into pattern recognition systems that may need to learn, but will never be shunned for making egregious errors. The ability to know what we do not know is a concept often overlooked when developing classifiers to discriminate between different types of normal data in controlled experiments. We believe that an anomaly detector should be used to produce warnings in real applications when operating conditions change dramatically, especially when other classifiers only have a fixed set of bad candidates from which to choose. Our approach to distributional anomaly detection is to gather local information using features tailored to the domain, aggregate all such evidence to form a global density estimate, and then compare it to a model of normal data. A good match to a recognizable distribution is not required. By design, this process can detect the "unknown unknowns" [1] and properly react to the "black swan events" [2] that can have devastating effects on other systems. We demonstrate that our system is robust to anomalies that may not be well-defined or well-understood even if they have contaminated the training data that is assumed to be non-anomalous. In order to develop a more robust speech activity detector, we reformulate the problem to include acoustic anomaly detection and demonstrate state-of-the-art performance using simple distribution modeling techniques that can be used at incredibly high speed. We begin by demonstrating our approach when training on purely normal conversational speech and then remove all annotation from our training data and demonstrate that our techniques can robustly accommodate anomalous training data contamination. When comparing continuous distributions in higher dimensions, we develop a novel method of discarding portions of a semi-parametric model to form a robust estimate of the Kullback-Leibler divergence. Finally, we demonstrate the generality of our approach by using the divergence between distributions of vertex invariants as a graph distance metric and achieve state-of-the-art performance when detecting graph anomalies with neighborhoods of excessive or negligible connectivity. [1] D. Rumsfeld. (2002) Transcript: DoD news briefing - Secretary Rumsfeld and Gen. Myers. [2] N. N. Taleb, The Black Swan: The Impact of the Highly Improbable. Random House, 2007

Bounded Support Finite Mixtures for Multidimensional Data Modeling and Clustering

Data is ever increasing with today’s many technological advances in terms of both quantity and dimensions. Such inflation has posed various challenges in statistical and data analysis methods and hence requires the development of new powerful models for transforming the data into useful information. Therefore, it was necessary to explore and develop new ideas and techniques to keep pace with challenging learning applications in data analysis, modeling and pattern recognition. Finite mixture models have received considerable attention due to their ability to effectively and efficiently model high dimensional data. In mixtures, choice of distribution is a critical issue and it has been observed that in many real life applications, data exist in a bounded support region, whereas distributions adopted to model the data lie in unbounded support regions. Therefore, it was proposed to define bounded support distributions in mixtures and introduce a modified procedure for parameters estimation by considering the bounded support of underlying distributions. The main goal of this thesis is to introduce bounded support mixtures, their parameters estimation, automatic determination of number of mixture components and application of mixtures in feature extraction techniques to overall improve the learning pipeline. Five different unbounded support distributions are selected for applying the idea of bounded support mixtures and modified parameters estimation using maximum likelihood via Expectation-Maximization (EM). Probability density functions selected for this thesis include Gaussian, Laplace, generalized Gaussian, asymmetric Gaussian and asymmetric generalized Gaussian distributions, which are chosen due to their flexibility and broad applications in speech and image processing. The proposed bounded support mixtures are applied in various speech and images datasets to create leaning applications to demonstrate the effectiveness of proposed approach. Mixtures of bounded Gaussian and bounded Laplace are also applied in feature extraction and data representation techniques, which further improves the learning and modeling capability of underlying models. The proposed feature representation via bounded support mixtures is applied in both speech and images datasets to examine its performance. Automatic selection of number of mixture components is very important in clustering and parameter learning is highly dependent on model selection and it is proposed for mixture of bounded Gaussian and bounded asymmetric generalized Gaussian using minimum message length. Proposed model selection criterion and parameter learning are simultaneously applied in speech and images datasets for both models to examine the model selection performance in clustering

Adaptive visual sampling

PhDVarious visual tasks may be analysed in the context of sampling from the visual field. In visual psychophysics, human visual sampling strategies have often been shown at a high-level to be driven by various information and resource related factors such as the limited capacity of the human cognitive system, the quality of information gathered, its relevance in context and the associated efficiency of recovering it. At a lower-level, we interpret many computer vision tasks to be rooted in similar notions of contextually-relevant, dynamic sampling strategies which are geared towards the filtering of pixel samples to perform reliable object association. In the context of object tracking, the reliability of such endeavours is fundamentally rooted in the continuing relevance of object models used for such filtering, a requirement complicated by realworld conditions such as dynamic lighting that inconveniently and frequently cause their rapid obsolescence. In the context of recognition, performance can be hindered by the lack of learned context-dependent strategies that satisfactorily filter out samples that are irrelevant or blunt the potency of models used for discrimination. In this thesis we interpret the problems of visual tracking and recognition in terms of dynamic spatial and featural sampling strategies and, in this vein, present three frameworks that build on previous methods to provide a more flexible and effective approach. Firstly, we propose an adaptive spatial sampling strategy framework to maintain statistical object models for real-time robust tracking under changing lighting conditions. We employ colour features in experiments to demonstrate its effectiveness. The framework consists of five parts: (a) Gaussian mixture models for semi-parametric modelling of the colour distributions of multicolour objects; (b) a constructive algorithm that uses cross-validation for automatically determining the number of components for a Gaussian mixture given a sample set of object colours; (c) a sampling strategy for performing fast tracking using colour models; (d) a Bayesian formulation enabling models of object and the environment to be employed together in filtering samples by discrimination; and (e) a selectively-adaptive mechanism to enable colour models to cope with changing conditions and permit more robust tracking. Secondly, we extend the concept to an adaptive spatial and featural sampling strategy to deal with very difficult conditions such as small target objects in cluttered environments undergoing severe lighting fluctuations and extreme occlusions. This builds on previous work on dynamic feature selection during tracking by reducing redundancy in features selected at each stage as well as more naturally balancing short-term and long-term evidence, the latter to facilitate model rigidity under sharp, temporary changes such as occlusion whilst permitting model flexibility under slower, long-term changes such as varying lighting conditions. This framework consists of two parts: (a) Attribute-based Feature Ranking (AFR) which combines two attribute measures; discriminability and independence to other features; and (b) Multiple Selectively-adaptive Feature Models (MSFM) which involves maintaining a dynamic feature reference of target object appearance. We call this framework Adaptive Multi-feature Association (AMA). Finally, we present an adaptive spatial and featural sampling strategy that extends established Local Binary Pattern (LBP) methods and overcomes many severe limitations of the traditional approach such as limited spatial support, restricted sample sets and ad hoc joint and disjoint statistical distributions that may fail to capture important structure. Our framework enables more compact, descriptive LBP type models to be constructed which may be employed in conjunction with many existing LBP techniques to improve their performance without modification. The framework consists of two parts: (a) a new LBP-type model known as Multiscale Selected Local Binary Features (MSLBF); and (b) a novel binary feature selection algorithm called Binary Histogram Intersection Minimisation (BHIM) which is shown to be more powerful than established methods used for binary feature selection such as Conditional Mutual Information Maximisation (CMIM) and AdaBoost

Proceedings of the Fifth Workshop on Information Theoretic Methods in Science and Engineering

These are the online proceedings of the Fifth Workshop on Information Theoretic Methods in Science and Engineering (WITMSE), which was held in the Trippenhuis, Amsterdam, in August 2012

Machine Learning

Machine Learning can be defined in various ways related to a scientific domain concerned with the design and development of theoretical and implementation tools that allow building systems with some Human Like intelligent behavior. Machine learning addresses more specifically the ability to improve automatically through experience

Advances in knowledge discovery and data mining Part II

19th Pacific-Asia Conference, PAKDD 2015, Ho Chi Minh City, Vietnam, May 19-22, 2015, Proceedings, Part II</p

A comparison of the CAR and DAGAR spatial random effects models with an application to diabetics rate estimation in Belgium

When hierarchically modelling an epidemiological phenomenon on a finite collection of sites in space, one must always take a latent spatial effect into account in order to capture the correlation structure that links the phenomenon to the territory. In this work, we compare two autoregressive spatial models that can be used for this purpose: the classical CAR model and the more recent DAGAR model. Differently from the former, the latter has a desirable property: its ρ parameter can be naturally interpreted as the average neighbor pair correlation and, in addition, this parameter can be directly estimated when the effect is modelled using a DAGAR rather than a CAR structure. As an application, we model the diabetics rate in Belgium in 2014 and show the adequacy of these models in predicting the response variable when no covariates are available