Fusing Dictionary Learning and Support Vector Machines for Unsupervised Anomaly Detection

We study in this paper the improvement of one-class support vector machines (OC-SVM) through sparse representation techniques for unsupervised anomaly detection. As Dictionary Learning (DL) became recently a common analysis technique that reveals hidden sparse patterns of data, our approach uses this insight to endow unsupervised detection with more control on pattern finding and dimensions. We introduce a new anomaly detection model that unifies the OC-SVM and DL residual functions into a single composite objective, subsequently solved through K-SVD-type iterative algorithms. A closed-form of the alternating K-SVD iteration is explicitly derived for the new composite model and practical implementable schemes are discussed. The standard DL model is adapted for the Dictionary Pair Learning (DPL) context, where the usual sparsity constraints are naturally eliminated. Finally, we extend both objectives to the more general setting that allows the use of kernel functions. The empirical convergence properties of the resulting algorithms are provided and an in-depth analysis of their parametrization is performed while also demonstrating their numerical performance in comparison with existing methods.

Learning Explicitly Conditioned Sparsifying Transforms

Sparsifying transforms became in the last decades widely known tools for finding structured sparse representations of signals in certain transform domains. Despite the popularity of classical transforms such as DCT and Wavelet, learning optimal transforms that guarantee good representations of data into the sparse domain has been recently analyzed in a series of papers. Typically, the conditioning number and representation ability are complementary key features of learning square transforms that may not be explicitly controlled in a given optimization model. Unlike the existing approaches from the literature, in our paper, we consider a new sparsifying transform model that enforces explicit control over the data representation quality and the condition number of the learned transforms. We confirm through numerical experiments that our model presents better numerical behavior than the state-of-the-art.

Nodal Hydraulic Head Estimation through Unscented Kalman Filter for Data-driven Leak Localization in Water Networks

In this paper, we present a nodal hydraulic head estimation methodology for water distribution networks (WDN) based on an Unscented Kalman Filter (UKF) scheme with application to leak localization. The UKF refines an initial estimation of the hydraulic state by considering the prediction model, as well as available pressure and demand measurements. To this end, it provides customized prediction and data assimilation steps. Additionally, the method is enhanced by dynamically updating the prediction function weight matrices. Performance testing on the Modena benchmark under realistic conditions demonstrates the method's effectiveness in enhancing state estimation and data-driven leak localization.

Learning Dictionaries from Physical-Based Interpolation for Water Network Leak Localization

This article presents a leak localization methodology based on state estimation and learning. The first is handled by an interpolation scheme, whereas dictionary learning is considered for the second stage. The novel proposed interpolation technique exploits the physics of the interconnections between hydraulic heads of neighboring nodes in water distribution networks. Additionally, residuals are directly interpolated instead of hydraulic head values. The results of applying the proposed method to a well-known case study (Modena) demonstrated the improvements of the new interpolation method with respect to a state-of-the-art approach, both in terms of interpolation error (considering state and residual estimation) and posterior localization.

Unsupervised Abnormal Traffic Detection through Topological Flow Analysis

Cyberthreats are a permanent concern in our modern technological world. In the recent years, sophisticated traffic analysis techniques and anomaly detection (AD) algorithms have been employed to face the more and more subversive adversarial attacks. A malicious intrusion, defined as an invasive action intending to illegally exploit private resources, manifests through unusual data traffic and/or abnormal connectivity pattern. Despite the plethora of statistical or signature-based detectors currently provided in the literature, the topological connectivity component of a malicious flow is less exploited. Furthermore, a great proportion of the existing statistical intrusion detectors are based on supervised learning, that relies on labeled data. By viewing network flows as weighted directed interactions between a pair of nodes, in this paper we present a simple method that facilitate the use of connectivity graph features in unsupervised anomaly detection algorithms. We test our methodology on real network traffic datasets and observe several improvements over standard AD.

Dictionary Learning with Uniform Sparse Representations for Anomaly Detection

Many applications like audio and image processing show that sparse representations are a powerful and efficient signal modeling technique. Finding an optimal dictionary that generates at the same time the sparsest representations of data and the smallest approximation error is a hard problem approached by dictionary learning (DL). We study how DL performs in detecting abnormal samples in a dataset of signals. In this paper we use a particular DL formulation that seeks uniform sparse representations model to detect the underlying subspace of the majority of samples in a dataset, using a K-SVD-type algorithm. Numerical simulations show that one can efficiently use this resulted subspace to discriminate the anomalies over the regular data points.

Data-driven Leak Localization in Water Distribution Networks via Dictionary Learning and Graph-based Interpolation

In this paper, we propose a data-driven leak localization method for water distribution networks (WDNs) which combines two complementary approaches: graph-based interpolation and dictionary classification. The former estimates the complete WDN hydraulic state (i.e., hydraulic heads) from real measurements at certain nodes and the network graph. Then, these actual measurements, together with a subset of valuable estimated states, are used to feed and train the dictionary learning scheme. Thus, the meshing of these two methods is explored, showing that its performance is superior to either approach alone, even deriving different mechanisms to increase its resilience to classical problems (e.g., dimensionality, interpolation errors, etc.). The approach is validated using the L-TOWN benchmark proposed at BattLeDIM2020.

Computational complexity of Inexact Proximal Point Algorithm for Convex Optimization under Holderian Growth

\noindent Several decades ago the Proximal Point Algorithm (PPA) stated to gain a long-lasting attraction for both abstract operator theory and numerical optimization communities. Even in modern applications, researchers still use proximal minimization theory to design scalable algorithms that overcome nonsmoothness. Remarkable works as \cite{Fer:91,Ber:82constrained,Ber:89parallel,Tom:11} established tight relations between the convergence behaviour of PPA and the regularity of the objective function. In this manuscript we derive nonasymptotic iteration complexity of exact and inexact PPA to minimize convex functions under $\gamma-$Holderian growth: $\BigO{\log(1/\epsilon)}$ (for $\gamma \in [1,2]$) and $\BigO{1/\epsilon^{\gamma - 2}}$ (for $\gamma > 2$). In particular, we recover well-known results on PPA: finite convergence for sharp minima and linear convergence for quadratic growth, even under presence of inexactness. However, without taking into account the concrete computational effort paid for computing each PPA iteration, any iteration complexity remains abstract and purely informative. Therefore, using an inner (proximal) gradient/subgradient method subroutine that computes inexact PPA iteration, we secondly show novel computational complexity bounds on a restarted inexact PPA, available when no information on the growth of the objective function is known. In the numerical experiments we confirm the practical performance and implementability of our framework.

Efficient and Parallel Separable Dictionary Learning

Separable, or Kronecker product, dictionaries provide natural decompositions for 2D signals, such as images. In this paper, we describe an algorithm to learn such dictionaries which is highly parallelizable and which reaches sparse representations competitive with the previous state of the art dictionary learning algorithms from the literature. We highlight the performance of the proposed method to sparsely represent image data and for image denoising applications.

Stochastic Proximal Gradient Algorithm with Minibatches. Application to Large Scale Learning Models

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradient iterations, in order to find an efficient approach for nonsmooth (composite) population risk functions. The complexity of finding optimal predictors by minimizing regularized risk is largely understood for simple regularizations such as $\ell_1/\ell_2$ norms. However, more complex properties desired for the predictor necessitates highly difficult regularizers as used in grouped lasso or graph trend filtering. In this chapter we develop and analyze minibatch variants of stochastic proximal gradient algorithm for general composite objective functions with stochastic nonsmooth components. We provide iteration complexity for constant and variable stepsize policies obtaining that, for minibatch size $N$, after $\mathcal{O}(\frac{1}{N\epsilon})$ iterations $\epsilon-$suboptimality is attained in expected quadratic distance to optimal solution. The numerical tests on $\ell_2-$regularized SVMs and parametric sparse representation problems confirm the theoretical behaviour and surpasses minibatch SGD performance.