scholarly journals COMPARATIVE ANALYSIS OF INFORMATIVE FEATURES QUANTITY AND COMPOSITION SELECTION METHODS FOR THE COMPUTER ATTACKS CLASSIFICATION USING THE UNSW-NB15 DATASET

T-Comm ◽  
2020 ◽  
Vol 14 (10) ◽  
pp. 53-60
Author(s):  
Oleg I. Sheluhin ◽  
◽  
Valentina P. Ivannikova ◽  
Keyword(s):  
Machine Learning ◽  
Feature Selection ◽  
Comparative Analysis ◽  
Attack Detection ◽  
Features Selection ◽  
Data Preparation ◽  
Learning Models ◽  
Data Set ◽  
Machine Learning Models

A comparative analysis of statistical and model-based methods for selecting the quantity and the composition of informative features was performed using the UNSW-NB15 database for machine learning models training for attack detection. Feature selection is one of the most important steps in data preparation for machine learning tasks. It allows to increase a quality of machine learning models: it reduces sizes of the fitted models, training time and probability of overfitting. The research was conducted using Python programming language libraries: scikit-learn, which includes various machine learning models and functions for data preparation and models estimation, and FeatureSelector, which contains functions for statistical data analysis. Numerical results of experimental research of application of both statistical methods of features selection and machine learning models-based methods are provided. As the result, the reduced set of features is obtained, which allows improving the quality of classification by removing noise features that have little effect on the final result and reducing the quantity of informative features of the data set from 41 to 17. It is shown that the most effective among the analyzed methods for feature selection is the statistical method SelectKBest with the function chi2, which allows to obtain a reduced set of features providing an accuracy of classification as high as 90% in comparation with 74% provided with the full set.

scholarly journals Machine Learning in Futures Markets

2021 ◽  
Vol 14 (3) ◽  
pp. 119
Author(s):  
Fabian Waldow ◽  
Matthias Schnaubelt ◽  
Christopher Krauss ◽  
Thomas Günter Fischer
Keyword(s):  
Machine Learning ◽  
Futures Markets ◽  
Learning Models ◽  
Cross Sectional ◽  
Data Set ◽  
Statistical Arbitrage ◽  
Out Of Sample ◽  
Sample Testing ◽  
Arbitrage Strategy ◽  
Machine Learning Models

In this paper, we demonstrate how a well-established machine learning-based statistical arbitrage strategy can be successfully transferred from equity to futures markets. First, we preprocess futures time series comprised of front months to render them suitable for our returns-based trading framework and compile a data set comprised of 60 futures covering nearly 10 trading years. Next, we train several machine learning models to predict whether the h-day-ahead return of each future out- or underperforms the corresponding cross-sectional median return. Finally, we enter long/short positions for the top/flop-k futures for a duration of h days and assess the financial performance of the resulting portfolio in an out-of-sample testing period. Thereby, we find the machine learning models to yield statistically significant out-of-sample break-even transaction costs of 6.3 bp—a clear challenge to the semi-strong form of market efficiency. Finally, we discuss sources of profitability and the robustness of our findings.

scholarly journals High performance logistic regression for privacy-preserving genome analysis

2021 ◽  
Vol 14 (1) ◽  
Author(s):  
Martine De Cock ◽  
Rafael Dowsley ◽  
Anderson C. A. Nascimento ◽  
Davis Railsback ◽  
Jianwei Shen ◽  
...  
Keyword(s):  
Machine Learning ◽  
Logistic Regression ◽  
Genome Analysis ◽  
Local Area Network ◽  
Local Area ◽  
Activation Function ◽  
Area Network ◽  
Learning Models ◽  
Data Set ◽  
Machine Learning Models

Abstract Background In biomedical applications, valuable data is often split between owners who cannot openly share the data because of privacy regulations and concerns. Training machine learning models on the joint data without violating privacy is a major technology challenge that can be addressed by combining techniques from machine learning and cryptography. When collaboratively training machine learning models with the cryptographic technique named secure multi-party computation, the price paid for keeping the data of the owners private is an increase in computational cost and runtime. A careful choice of machine learning techniques, algorithmic and implementation optimizations are a necessity to enable practical secure machine learning over distributed data sets. Such optimizations can be tailored to the kind of data and Machine Learning problem at hand. Methods Our setup involves secure two-party computation protocols, along with a trusted initializer that distributes correlated randomness to the two computing parties. We use a gradient descent based algorithm for training a logistic regression like model with a clipped ReLu activation function, and we break down the algorithm into corresponding cryptographic protocols. Our main contributions are a new protocol for computing the activation function that requires neither secure comparison protocols nor Yao’s garbled circuits, and a series of cryptographic engineering optimizations to improve the performance. Results For our largest gene expression data set, we train a model that requires over 7 billion secure multiplications; the training completes in about 26.90 s in a local area network. The implementation in this work is a further optimized version of the implementation with which we won first place in Track 4 of the iDASH 2019 secure genome analysis competition. Conclusions In this paper, we present a secure logistic regression training protocol and its implementation, with a new subprotocol to securely compute the activation function. To the best of our knowledge, we present the fastest existing secure multi-party computation implementation for training logistic regression models on high dimensional genome data distributed across a local area network.

scholarly journals A Novel Method for Performance Measurement of Public Educational Institutions Using Machine Learning Models

2021 ◽  
Vol 11 (19) ◽  
pp. 9296
Author(s):  
Talha Mahboob Alam ◽  
Mubbashar Mushtaq ◽  
Kamran Shaukat ◽  
Ibrahim A. Hameed ◽  
Muhammad Umer Sarwar ◽  
...  
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Feature Selection ◽  
Artificial Neural Networks ◽  
Performance Indicators ◽  
Key Performance Indicators ◽  
Educational Institutions ◽  
Institutional Performance ◽  
Learning Models ◽  
Machine Learning Models

Lack of education is a major concern in underdeveloped countries because it leads to poor human and economic development. The level of education in public institutions varies across all regions around the globe. Current disparities in access to education worldwide are mostly due to systemic regional differences and the distribution of resources. Previous research focused on evaluating students’ academic performance, but less has been done to measure the performance of educational institutions. Key performance indicators for the evaluation of institutional performance differ from student performance indicators. There is a dire need to evaluate educational institutions’ performance based on their disparities and academic results on a large scale. This study proposes a model to measure institutional performance based on key performance indicators through data mining techniques. Various feature selection methods were used to extract the key performance indicators. Several machine learning models, namely, J48 decision tree, support vector machines, random forest, rotation forest, and artificial neural networks were employed to build an efficient model. The results of the study were based on different factors, i.e., the number of schools in a specific region, teachers, school locations, enrolment, and availability of necessary facilities that contribute to school performance. It was also observed that urban regions performed well compared to rural regions due to the improved availability of educational facilities and resources. The results showed that artificial neural networks outperformed other models and achieved an accuracy of 82.9% when the relief-F based feature selection method was used. This study will help support efforts in governance for performance monitoring, policy formulation, target-setting, evaluation, and reform to address the issues and challenges in education worldwide.

scholarly journals Application of Bioactivity Profile Based Fingerprints for Building Machine Learning Models

2018 ◽  
Author(s):  
Noé Sturm ◽  
Jiangming Sun ◽  
Yves Vandriessche ◽  
Andreas Mayr ◽  
Günter Klambauer ◽  
...  
Keyword(s):  
Machine Learning ◽  
Deep Learning ◽  
High Throughput ◽  
Scaffold Hopping ◽  
Learning Models ◽  
Industrial Data ◽  
Structural Descriptors ◽  
Bioactivity Profile ◽  
Machine Learning Models

<div>This article describes an application of high-throughput fingerprints (HTSFP) built upon industrial data accumulated over the years. </div><div>The fingerprint was used to build machine learning models (multi-task deep learning + SVM) for compound activity predictions towards a panel of 131 targets. </div><div>Quality of the predictions and the scaffold hopping potential of the HTSFP were systematically compared to traditional structural descriptors ECFP. </div><div><br></div>

scholarly journals Benchmarking of Machine Learning Models to Assist the Prognosis of Tuberculosis

2021 ◽  
Author(s):  
Maicon Herverton Lino Ferreira da Silva Barros ◽  
Geovanne Oliveira Alves ◽  
Lubnnia Morais Florêncio Souza ◽  
Élisson da Silva Rocha ◽  
João Fausto Lorenzato de Oliveira ◽  
...  
Keyword(s):  
Machine Learning ◽  
Clinical Symptoms ◽  
Treatment Decision ◽  
Gradient Boosting ◽  
Original Form ◽  
Learning Models ◽  
Data Set ◽  
Risk Of Death ◽  
Increased Risk ◽  
Machine Learning Models

Tuberculosis (TB) is an airborne infectious disease caused by organisms in the Mycobacterium tuberculosis (Mtb) complex. In many low and middle-income countries, TB remains a major cause of morbidity and mortality. Once a patient has been diagnosed with TB, it is critical that healthcare workers make the most appropriate treatment decision given the individual conditions of the patient and the likely course of the disease based on medical experience. Depending on the prognosis, delayed or inappropriate treatment can result in unsatisfactory results including the exacerbation of clinical symptoms, poor quality of life, and increased risk of death. This work benchmarks machine learning models to aid TB prognosis using a Brazilian health database of confirmed cases and deaths related to TB in the State of Amazonas. The goal is to predict the probability of death by TB thus aiding the prognosis of TB and associated treatment decision making process. In its original form, the data set comprised 36,228 records and 130 fields but suffered from missing, incomplete, or incorrect data. Following data cleaning and preprocessing, a revised data set was generated comprising 24,015 records and 38 fields, including 22,876 reported cured TB patients and 1,139 deaths by TB. To explore how the data imbalance impacts model performance, two controlled experiments were designed using (1) imbalanced and (2) balanced data sets. The best result is achieved by the Gradient Boosting (GB) model using the balanced data set to predict TB-mortality, and the ensemble model composed by the Random Forest (RF), GB and Multi-layer Perceptron (MLP) models is the best model to predict the cure class.

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