[Busec] Anomaly detection talk today at noon

Leonid Reyzin reyzin at cs.bu.edu
Mon Aug 13 10:26:48 EDT 2012


---------- Forwarded message ----------
From: Ari Trachtenberg <TRACHTEN at bu.edu>
Date: Mon, Aug 13, 2012 at 10:19 AM
Subject: [Softphone] seminar today at noon in PHO339
To: softphone at cs.bu.edu


Our next speaker will be Prof. Aryeh Kontorovich of Ben Gurion University
(see below).

The current plan of talks is:

August 13:  Prof. Kontorovich, Metric Anomaly Detection Via Asymmetric Risk
Minimization
August 20:  Prof. Trachtenberg:  Blackhat 2012 recap
August 27:  Quinn Shamblin:  Defcon 2012 recap

Best,
        -Ari
---
Title:  Metric Anomaly Detection Via Asymmetric Risk Minimization
Speaker:  Prof. Aryeh Kontorovich, Ben Gurion University
Abstract:
We propose what appears to be the first anomaly detection framework
that learns from positive examples only and is sensitive to
substantial differences in the presentation and penalization of normal
vs. anomalous points. Our framework introduces a novel type of
asymmetry between how false alarms (misclassifications of a normal
instance as an anomaly) and missed anomalies (misclassifications of an
anomaly as normal) are penalized: whereas each false alarm incurs a
unit cost, our model assumes that a high global cost is incurred if
one or more anomalies are missed. We define a few natural notions of
risk along with efficient minimization algorithms. Our framework is
applicable to any metric space with a finite doubling dimension. We
make minimalistic assumptions that naturally generalize notions such
as margin in Euclidean spaces. We provide a theoretical analysis of
the risk and show that under mild conditions, our classifier is
asymptotically consistent. The learning algorithms we propose are
computationally and statistically efficient and admit a further tradeoff
between running time and precision. Some experimental results on
real-world data are provided.

Join work with: Danny Hendler, Eitan Menahem.

Today's talk is sponsored by RISC, ECE, and the Hariri center.
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