Privacy has raised considerable concerns recently, especially with the advent of information explosion and numerous data mining techniques to explore the information inside large volumes of data. In this context, a new distributed learning paradigm termed federated learning becomes prominent recently to tackle the privacy issues in distributed learning, where only learning models will be transmitted from the distributed nodes to servers without revealing users' own data and hence protecting the privacy of users. In this paper, we propose a horizontal federated XGBoost algorithm to solve the federated anomaly detection problem, where the anomaly detection aims to identify abnormalities from extremely unbalanced datasets and can be considered as a special classification problem. Our proposed federated XGBoost algorithm incorporates data aggregation and sparse federated update processes to balance the tradeoff between privacy and learning performance. In particular, we introduce the virtual data sample by aggregating a group of users' data together at a single distributed node. We compute parameters based on these virtual data samples in the local nodes and aggregate the learning model in the central server. In the learning model upgrading process, we focus more on the wrongly classified data before in the virtual sample and hence to generate sparse learning model parameters. By carefully controlling the size of these groups of samples, we can achieve a tradeoff between privacy and learning performance. Our experimental results show the effectiveness of our proposed scheme by comparing with existing state-of-the-arts.
Anomaly detection @cite_9 is the identification of events or observations that do not match the expected pattern or other items in the dataset (i.e., outliers) during data mining. Outliers can be divided into point exceptions, context exceptions, and collective exceptions @cite_4 . Anomaly detection methods include SMOTE algorithm @cite_21 and various machine learning models, such as K-Nearest Neighbors algorithm @cite_10 , Random Forest @cite_15 , Support Vector Machine (SVM) @cite_11 , Gradient Boosting Classification Tree (GBT) @cite_5 , XGBoost @cite_19 , and deep learning neural network models @cite_8 . In this paper, a point exception of fraud detection in credit card transactions will be focused and the dataset of credit card transactions will be used to train the model.
@cite_4 @cite_8 @cite_9 @cite_21 @cite_19 @cite_5 @cite_15 @cite_10 @cite_11
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Abstract In the present world huge amounts of data are stored and transferred from one location to another. The data when transferred or stored is primed exposed to attack. Although various techniques or applications are available to protect data, loopholes exist. Thus to analyze data and to determine various kind of attack data mining techniques have emerged to make it less vulnerable. Anomaly detection uses these data mining techniques to detect the surprising behaviour hidden within data increasing the chances of being intruded or attacked. Various hybrid approaches have also been made in order to detect known and unknown attacks more accurately. This paper reviews various data mining techniques for anomaly detection to provide better understanding among the existing techniques that may help interested researchers to work future in this direction. Information security is an issue of serious global concern. The complexity, accessibility, and openness of the Internet have served to increase the security risk of information systems tremendously. This paper concerns intrusion detection. We describe approaches to intrusion detection using neural networks and support vector machines. The key ideas are to discover useful patterns or features that describe user behavior on a system, and use the set of relevant features to build classifiers that can recognize anomalies and known intrusions, hopefully in real time. Using a set of benchmark data from a KDD (knowledge discovery and data mining) competition designed by DARPA, we demonstrate that efficient and accurate classifiers can be built to detect intrusions. We compare the performance of neural networks based, and support vector machine based, systems for intrusion detection. As advances in networking technology help to connect the distant corners of the globe and as the Internet continues to expand its influence as a medium for communications and commerce, the threat from spammers, attackers and criminal enterprises has also grown accordingly. It is the prevalence of such threats that has made intrusion detection systems-the cyberspace's equivalent to the burglar alarm-join ranks with firewalls as one of the fundamental technologies for network security. However, today's commercially available intrusion detection systems are predominantly signature-based intrusion detection systems that are designed to detect known attacks by utilizing the signatures of those attacks. Such systems require frequent rule-base updates and signature updates, and are not capable of detecting unknown attacks. In contrast, anomaly detection systems, a subset of intrusion detection systems, model the normal system network behavior which enables them to be extremely effective in finding and foiling both known as well as unknown or ''zero day'' attacks. While anomaly detection systems are attractive conceptually, a host of technological problems need to be overcome before they can be widely adopted. These problems include: high false alarm rate, failure to scale to gigabit speeds, etc. In this paper, we provide a comprehensive survey of anomaly detection systems and hybrid intrusion detection systems of the recent past and present. We also discuss recent technological trends in anomaly detection and identify open problems and challenges in this area. An approach to the construction of classifiers from imbalanced datasets is described. A dataset is imbalanced if the classification categories are not approximately equally represented. Often real-world data sets are predominately composed of "normal" examples with only a small percentage of "abnormal" or "interesting" examples. It is also the case that the cost of misclassifying an abnormal (interesting) example as a normal example is often much higher than the cost of the reverse error. Under-sampling of the majority (normal) class has been proposed as a good means of increasing the sensitivity of a classifier to the minority class. This paper shows that a combination of our method of oversampling the minority (abnormal)cla ss and under-sampling the majority (normal) class can achieve better classifier performance (in ROC space)tha n only under-sampling the majority class. This paper also shows that a combination of our method of over-sampling the minority class and under-sampling the majority class can achieve better classifier performance (in ROC space)t han varying the loss ratios in Ripper or class priors in Naive Bayes. Our method of over-sampling the minority class involves creating synthetic minority class examples. Experiments are performed using C4.5, Ripper and a Naive Bayes classifier. The method is evaluated using the area under the Receiver Operating Characteristic curve (AUC)and the ROC convex hull strategy. Tree boosting is a highly effective and widely used machine learning method. In this paper, we describe a scalable end-to-end tree boosting system called XGBoost, which is used widely by data scientists to achieve state-of-the-art results on many machine learning challenges. We propose a novel sparsity-aware algorithm for sparse data and weighted quantile sketch for approximate tree learning. More importantly, we provide insights on cache access patterns, data compression and sharding to build a scalable tree boosting system. By combining these insights, XGBoost scales beyond billions of examples using far fewer resources than existing systems. In recent years, machine learning research has gained momentum: new developments in the field of deep learning allow for multiple levels of abstraction and are starting to supersede well-known and powerful tree-based techniques mainly operating on the original feature space. All these methods can be applied to various fields, including finance. This paper implements and analyzes the effectiveness of deep neural networks (DNN), gradient-boosted-trees (GBT), random forests (RAF), and several ensembles of these methods in the context of statistical arbitrage. Each model is trained on lagged returns of all stocks in the S&P 500, after elimination of survivor bias. From 1992 to 2015, daily one-day-ahead trading signals are generated based on the probability forecast of a stock to outperform the general market. The highest k probabilities are converted into long and the lowest k probabilities into short positions, thus censoring the less certain middle part of the ranking. Empirical findings are promising. A simple, equal-weighted ensemble (ENS1) consisting of one deep neural network, one gradient-boosted tree, and one random forest produces out-of-sample returns exceeding 0.45 percent per day for k=10, prior to transaction costs. Irrespective of the fact that profits are declining in recent years, our findings pose a severe challenge to the semi-strong form of market efficiency. Prevention of security breaches completely using the existing security technologies is unrealistic. As a result, intrusion detection is an important component in network security. However, many current intrusion detection systems (IDSs) are rule-based systems, which have limitations to detect novel intrusions. Moreover, encoding rules is time-consuming and highly depends on the knowledge of known intrusions. Therefore, we propose new systematic frameworks that apply a data mining algorithm called random forests in misuse, anomaly, and hybrid-network-based IDSs. In misuse detection, patterns of intrusions are built automatically by the random forests algorithm over training data. After that, intrusions are detected by matching network activities against the patterns. In anomaly detection, novel intrusions are detected by the outlier detection mechanism of the random forests algorithm. After building the patterns of network services by the random forests algorithm, outliers related to the patterns are determined by the outlier detection algorithm. The hybrid detection system improves the detection performance by combining the advantages of the misuse and anomaly detection. We evaluate our approaches over the knowledge discovery and data mining 1999 (KDDpsila99) dataset. The experimental results demonstrate that the performance provided by the proposed misuse approach is better than the best KDDpsila99 result; compared to other reported unsupervised anomaly detection approaches, our anomaly detection approach achieves higher detection rate when the false positive rate is low; and the presented hybrid system can improve the overall performance of the aforementioned IDSs. A new approach, based on the k-Nearest Neighbor (kNN) classifier, is used to classify program behavior as normal or intrusive. Program behavior, in turn, is represented by frequencies of system calls. Each system call is treated as a word and the collection of system calls over each program execution as a document. These documents are then classified using kNN classifier, a popular method in text categorization. This method seems to offer some computational advantages over those that seek to characterize program behavior with short sequences of system calls and generate individual program profiles. Preliminary experiments with 1998 DARPA BSM audit data show that the kNN classifier can effectively detect intrusive attacks and achieve a low false positive rate. With the tremendous growth of the Internet, information system security has become an issue of serious global concern due to the rapid connection and accessibility. Developing effective methods for intrusion detection, therefore, is an urgent task for assuring computer & information system security. Since most attacks and misuses can be recognized through the examination of system audit log files and pattern analysis therein, an approach for intrusion detection can be built on them. First we have made deep analysis on attacks and misuses patterns in log files; and then proposed an approach using support vector machines for anomaly detection. It is a one-class SVM based approach, trained with abstracted user audit logs data from 1999 DARPA.