The Median of Means (MoM) is a mean estimator that has gained popularity in the context of heavy-tailed data. In this work, we analyze its performance in the task of simultaneously estimating the mean of each function in a class $\mathcal{F}$ when the data distribution possesses only the first $p$ moments for $p \in (1,2]$. We prove a new sample complexity bound using a novel symmetrization technique that may be of independent interest. Additionally, we present applications of our result to $k$-means clustering with unbounded inputs and linear regression with general losses, improving upon existing works.

Boosting is a key method in statistical learning, allowing for converting weak learners into strong ones. While well studied in the realizable case, the statistical properties of weak-to-strong learning remain less understood in the agnostic setting, where there are no assumptions on the distribution of the labels. In this work, we propose a new agnostic boosting algorithm with substantially improved sample complexity compared to prior works under very general assumptions. Our approach is based on a reduction to the realizable case, followed by a margin-based filtering of high-quality hypotheses. Furthermore, we show a nearly-matching lower bound, settling the sample complexity of agnostic boosting up to logarithmic factors.

In this paper, we provide novel tail bounds on the optimization error of Stochastic Mirror Descent for convex and Lipschitz objectives. Our analysis extends the existing tail bounds from the classical light-tailed Sub-Gaussian noise case to heavier-tailed noise regimes. We study the optimization error of the last iterate as well as the average of the iterates. We instantiate our results in two important cases: a class of noise with exponential tails and one with polynomial tails. A remarkable feature of our results is that they do not require an upper bound on the diameter of the domain. Finally, we support our theory with illustrative experiments that compare the behavior of the average of the iterates with that of the last iterate in heavy-tailed noise regimes.

We study active learning of multiclass classifiers, focusing on the realizable transductive setting. The input is a finite subset $X$ of some metric space, and the concept to be learned is a partition $\mathcal{C}$ of $X$ into $k$ classes. The goal is to learn $\mathcal{C}$ by querying the labels of as few elements of $X$ as possible. This is a useful subroutine in pool-based active learning, and is motivated by applications where labels are expensive to obtain. Our main result is that, in very different settings, there exist interesting notions of margin that yield efficient active learning algorithms. First, we consider the case $X \subset \mathbb{R}^m$, assuming that each class has an unknown "personalized" margin separating it from the rest. Second, we consider the case where $X$ is a finite metric space, and the classes are convex with margin according to the geodesic distances in the thresholded connectivity graph. In both cases, we give algorithms that learn $\mathcal{C}$ exactly, in polynomial time, using $\mathcal{O}(\log n)$ label queries, where $\mathcal{O}(\cdot)$ hides a near-optimal dependence on the dimension of the metric spaces. Our results actually hold for or can be adapted to more general settings, such as pseudometric and semimetric spaces.

We study exact active learning of binary and multiclass classifiers with margin. Given an $n$-point set $X \subset \mathbb{R}^m$, we want to learn an unknown classifier on $X$ whose classes have finite strong convex hull margin, a new notion extending the SVM margin. In the standard active learning setting, where only label queries are allowed, learning a classifier with strong convex hull margin $\gamma$ requires in the worst case $\Omega\big(1+\frac{1}{\gamma}\big)^{\frac{m-1}{2}}$ queries. On the other hand, using the more powerful \emph{seed} queries (a variant of equivalence queries), the target classifier could be learned in $O(m \log n)$ queries via Littlestone's Halving algorithm; however, Halving is computationally inefficient. In this work we show that, by carefully combining the two types of queries, a binary classifier can be learned in time $\operatorname{poly}(n+m)$ using only $O(m^2 \log n)$ label queries and $O\big(m \log \frac{m}{\gamma}\big)$ seed queries; the result extends to $k$-class classifiers at the price of a $k!k^2$ multiplicative overhead. Similar results hold when the input points have bounded bit complexity, or when only one class has strong convex hull margin against the rest. We complement the upper bounds by showing that in the worst case any algorithm needs $\Omega\big(k m \log \frac{1}{\gamma}\big)$ seed and label queries to learn a $k$-class classifier with strong convex hull margin $\gamma$.

We investigate the problem of exact cluster recovery using oracle queries. Previous results show that clusters in Euclidean spaces that are convex and separated with a margin can be reconstructed exactly using only $O(\log n)$ same-cluster queries, where $n$ is the number of input points. In this work, we study this problem in the more challenging non-convex setting. We introduce a structural characterization of clusters, called $(\beta,\gamma)$-convexity, that can be applied to any finite set of points equipped with a metric (or even a semimetric, as the triangle inequality is not needed). Using $(\beta,\gamma)$-convexity, we can translate natural density properties of clusters (which include, for instance, clusters that are strongly non-convex in $R^d$) into a graph-theoretic notion of convexity. By exploiting this convexity notion, we design a deterministic algorithm that recovers $(\beta,\gamma)$-convex clusters using $O(k^2 \log n + k^2 (\frac{6}{\beta\gamma})^{dens(X)})$ same-cluster queries, where $k$ is the number of clusters and $dens(X)$ is the density dimension of the semimetric. We show that an exponential dependence on the density dimension is necessary, and we also show that, if we are allowed to make $O(k^2 + k \log n)$ additional queries to a "cluster separation" oracle, then we can recover clusters that have different and arbitrary scales, even when the scale of each cluster is unknown.

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised learning. The key assumption is that the perturbing distribution is characterized by larger losses relative to a given class of admissible models. This is exploited by a general descent algorithm which minimizes an $L$-statistic criterion over the model class, weighting small losses more. Our analysis characterizes the robustness of the method in terms of bounds on the reconstruction error relative to the underlying unperturbed distribution. As a byproduct, we prove uniform convergence bounds with respect to the proposed criterion for several popular models in unsupervised learning, a result which may be of independent interest. Numerical experiments with \textsc{kmeans} clustering and principal subspace analysis demonstrate the effectiveness of our approach.

We study an active cluster recovery problem where, given a set of $n$ points and an oracle answering queries like ``are these two points in the same cluster?'', the task is to recover exactly all clusters using as few queries as possible. We begin by introducing a simple but general notion of margin between clusters that captures, as special cases, the margins used in previous works, the classic SVM margin, and standard notions of stability for center-based clusterings. Under our margin assumptions we design algorithms that, in a variety of settings, recover all clusters exactly using only $O(\log n)$ queries. For $\mathbb{R}^m$, we give an algorithm that recovers \emph{arbitrary} convex clusters, in polynomial time, and with a number of queries that is lower than the best existing algorithm by $\Theta(m^m)$ factors. For general pseudometric spaces, where clusters might not be convex or might not have any notion of shape, we give an algorithm that achieves the $O(\log n)$ query bound, and is provably near-optimal as a function of the packing number of the space. Finally, for clusterings realized by binary concept classes, we give a combinatorial characterization of recoverability with $O(\log n)$ queries, and we show that, for many concept classes in $\mathbb{R}^m$, this characterization is equivalent to our margin condition. Our results show a deep connection between cluster margins and active cluster recoverability.

We study the cluster recovery problem in the semi-supervised active clustering framework. Given a finite set of input points, and an oracle revealing whether any two points lie in the same cluster, our goal is to recover all clusters exactly using as few queries as possible. To this end, we relax the spherical $k$-means cluster assumption of Ashtiani et al.\ to allow for arbitrary ellipsoidal clusters with margin. This removes the assumption that the clustering is center-based (i.e., defined through an optimization problem), and includes all those cases where spherical clusters are individually transformed by any combination of rotations, axis scalings, and point deletions. We show that, even in this much more general setting, it is still possible to recover the latent clustering exactly using a number of queries that scales only logarithmically with the number of input points. More precisely, we design an algorithm that, given $n$ points to be partitioned into $k$ clusters, uses $O(k^3 \ln k \ln n)$ oracle queries and $\widetilde{O}(kn + k^3)$ time to recover the clustering with zero misclassification error. The $O(\cdot)$ notation hides an exponential dependence on the dimensionality of the clusters, which we show to be necessary thus characterizing the query complexity of the problem. Our algorithm is simple, easy to implement, and can also learn the clusters using low-stretch separators, a class of ellipsoids with additional theoretical guarantees. Experiments on large synthetic datasets confirm that we can reconstruct clusterings exactly and efficiently.

In correlation clustering, we are given $n$ objects together with a binary similarity score between each pair of them. The goal is to partition the objects into clusters so to minimise the disagreements with the scores. In this work we investigate correlation clustering as an active learning problem: each similarity score can be learned by making a query, and the goal is to minimise both the disagreements and the total number of queries. On the one hand, we describe simple active learning algorithms, which provably achieve an almost optimal trade-off while giving cluster recovery guarantees, and we test them on different datasets. On the other hand, we prove information-theoretical bounds on the number of queries necessary to guarantee a prescribed disagreement bound. These results give a rich characterization of the trade-off between queries and clustering error.

System administrators cope with security incidents through a variety of monitors, such as intrusion detection systems, event logs, security information and event management systems. Monitors generate large volumes of alerts that overwhelm the operations team and make forensics time-consuming. Filtering is a consolidated technique to reduce the amount of alerts. In spite of the number of filtering proposals, few studies have addressed the validation of filtering results in real production datasets. This paper analyzes a number of state-of-the-art filtering techniques that are used to address security datasets. We use 14 months of alerts generated in a SaaS Cloud. Our analysis aims to measure and compare the reduction of the alerts volume obtained by the filters. The analysis highlights pros and cons of each filter and provides insights into the practical implications of filtering as affected by the characteristics of a dataset. We complement the analysis with a method to validate the output of a filter in absence of ground truth, i.e., the knowledge of the incidents occurred in the system at the time the alerts were generated. The analysis addresses blacklist, conceptual clustering and bytes techniques, and our filtering proposal based on term weighting.

Measurements collected in a wireless sensor network (WSN) can be maliciously compromised through several attacks, but anomaly detection algorithms may provide resilience by detecting inconsistencies in the data. Anomaly detection can identify severe threats to WSN applications, provided that there is a sufficient amount of genuine information. This article presents a novel method to calculate an assurance measure for the network by estimating the maximum number of malicious measurements that can be tolerated. In previous work, the resilience of anomaly detection to malicious measurements has been tested only against arbitrary attacks, which are not necessarily sophisticated. The novel method presented here is based on an optimization algorithm, which maximizes the attack’s chance of staying undetected while causing damage to the application, thus seeking the worst-case scenario for the anomaly detection algorithm. The algorithm is tested on a wildfire monitoring WSN to estimate the benefits of anomaly detection on the system’s resilience. The algorithm also returns the measurements that the attacker needs to synthesize, which are studied to highlight the weak spots of anomaly detection. Finally, this article presents a novel methodology that takes in input the degree of resilience required and automatically designs the deployment that satisfies such a requirement.

Attack graphs provide compact representations of the attack paths an attacker can follow to compromise network resources from the analysis of network vulnerabilities and topology. These representations are a powerful tool for security risk assessment. Bayesian inference on attack graphs enables the estimation of the risk of compromise to the system’s components given their vulnerabilities and interconnections and accounts for multi-step attacks spreading through the system. While static analysis considers the risk posture at rest, dynamic analysis also accounts for evidence of compromise, for example, from Security Information and Event Management software or forensic investigation. However, in this context, exact Bayesian inference techniques do not scale well. In this article, we show how Loopy Belief Propagation—an approximate inference technique—can be applied to attack graphs and that it scales linearly in the number of nodes for both static and dynamic analysis, making such analyses viable for larger networks. We experiment with different topologies and network clustering on synthetic Bayesian attack graphs with thousands of nodes to show that the algorithm’s accuracy is acceptable and that it converges to a stable solution. We compare sequential and parallel versions of Loopy Belief Propagation with exact inference techniques for both static and dynamic analysis, showing the advantages and gains of approximate inference techniques when scaling to larger attack graphs.