On Security and Sparsity of Linear Classifiers for Adversarial Settings

Machine-learning techniques are widely used in security-related applications, like spam and malware detection. However, in such settings, they have been shown to be vulnerable to adversarial attacks, including the deliberate manipulation of data at test time to evade detection. In this work, we focus on the vulnerability of linear classifiers to evasion attacks. This can be considered a relevant problem, as linear classifiers have been increasingly used in embedded systems and mobile devices for their low processing time and memory requirements. We exploit recent findings in robust optimization to investigate the link between regularization and security of linear classifiers, depending on the type of attack. We also analyze the relationship between the sparsity of feature weights, which is desirable for reducing processing cost, and the security of linear classifiers. We further propose a novel octagonal regularizer that allows us to achieve a proper trade-off between them. Finally, we empirically show how this regularizer can improve classifier security and sparsity in real-world application examples including spam and malware detection

How Subprime Borrowers and Mortgage Brokers Shared the Pie

We develop an equilibrium model for origination fees charged by mortgage brokers and show how the equilibrium fee distribution depends on borrowers' valuation for their loans and their information about fees. We use non-crossing quantile regressions and data from a large subprime lender to estimate conditional fee distributions. Given the fee distribution, we identify the distributions of borrower valuations and informedness. The level of informedness is higher for larger loans and in better educated neighborhoods. We quantify the fraction of the surplus from the mortgage that goes to the broker, and how it decreases as the borrower becomes more informed

Principal variable selection to explain grain yield variation in winter wheat from features extracted from UAV imagery

Background: Automated phenotyping technologies are continually advancing the breeding process. However, collecting various secondary traits throughout the growing season and processing massive amounts of data still take great efforts and time. Selecting a minimum number of secondary traits that have the maximum predictive power has the potential to reduce phenotyping efforts. The objective of this study was to select principal features extracted from UAV imagery and critical growth stages that contributed the most in explaining winter wheat grain yield. Five dates of multispectral images and seven dates of RGB images were collected by a UAV system during the spring growing season in 2018. Two classes of features (variables), totaling to 172 variables, were extracted for each plot from the vegetation index and plant height maps, including pixel statistics and dynamic growth rates. A parametric algorithm, LASSO regression (the least angle and shrinkage selection operator), and a non-parametric algorithm, random forest, were applied for variable selection. The regression coefficients estimated by LASSO and the permutation importance scores provided by random forest were used to determine the ten most important variables influencing grain yield from each algorithm. Results: Both selection algorithms assigned the highest importance score to the variables related with plant height around the grain filling stage. Some vegetation indices related variables were also selected by the algorithms mainly at earlier to mid growth stages and during the senescence. Compared with the yield prediction using all 172 variables derived from measured phenotypes, using the selected variables performed comparable or even better. We also noticed that the prediction accuracy on the adapted NE lines (r = 0.58–0.81) was higher than the other lines (r = 0.21–0.59) included in this study with different genetic backgrounds. Conclusions: With the ultra-high resolution plot imagery obtained by the UAS-based phenotyping we are now able to derive more features, such as the variation of plant height or vegetation indices within a plot other than just an averaged number, that are potentially very useful for the breeding purpose. However, too many features or variables can be derived in this way. The promising results from this study suggests that the selected set from those variables can have comparable prediction accuracies on the grain yield prediction than the full set of them but possibly resulting in a better allocation of efforts and resources on phenotypic data collection and processing

Quantile regression for overdispersed count data: a hierarchical method

Abstract Generalized Poisson regression is commonly applied to overdispersed count data, and focused on modelling the conditional mean of the response. However, conditional mean regression models may be sensitive to response outliers and provide no information on other conditional distribution features of the response. We consider instead a hierarchical approach to quantile regression of overdispersed count data. This approach has the benefits of effective outlier detection and robust estimation in the presence of outliers, and in health applications, that quantile estimates can reflect risk factors. The technique is first illustrated with simulated overdispersed counts subject to contamination, such that estimates from conditional mean regression are adversely affected. A real application involves ambulatory care sensitive emergency admissions across 7518 English patient general practitioner (GP) practices. Predictors are GP practice deprivation, patient satisfaction with care and opening hours, and region. Impacts of deprivation are particularly important in policy terms as indicating effectiveness of efforts to reduce inequalities in care sensitive admissions. Hierarchical quantile count regression is used to develop profiles of central and extreme quantiles according to specified predictor combinations

Statistical Inference Based on Pooled Data: A Moment-Based Estimating Equation Approach

We consider statistical inference on parameters of a distribution when only pooled data are observed. A moment-based estimating equation approach is proposed to deal with situations where likelihood functions based on pooled data are difficult to work with. We outline the method to obtain estimates and test statistics of the parameters of interest in the general setting. We demonstrate the approach on the family of distributions generated by the Box-Cox transformation model, and, in the process, construct tests for goodness of fit based on the pooled data.Pooling biospecimens, set-based observations, moments, Box-Cox transformation, goodness-of-fit, lognormal distribution,