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Das, Santanu

Publications and source records attributed to Das, Santanu.

Sparse Solutions for Single Class SVMs: A Bi-Criterion Approach

In this paper we propose an innovative learning algorithm - a variation of One-class nu Support Vector Machines (SVMs) learning algorithm to produce sparser solutions with much reduced computational complexities. The proposed technique returns an approximate solution, nearly as good as the solution set obtained by the classical approach, by minimizing the original risk function along with a regularization term. We introduce a bi-criterion optimization that helps guide the search towards the optimal set in much reduced time. The outcome of the proposed learning technique was compared with the benchmark one-class Support Vector machines algorithm which more often leads to solutions with redundant support vectors. Through out the analysis, the problem size for both optimization routines was kept consistent. We have tested the proposed algorithm on a variety of data sources under different conditions to demonstrate the effectiveness. In all cases the proposed algorithm closely preserves the accuracy of standard one-class nu SVMs while reducing both training time and test time by several factors.

Das, Santanu

Multiple Kernel Learning for Heterogeneous Anomaly Detection: Algorithm and Aviation Safety Case Study

The world-wide aviation system is one of the most complex dynamical systems ever developed and is generating data at an extremely rapid rate. Most modern commercial aircraft record several hundred flight parameters including information from the guidance, navigation, and control systems, the avionics and propulsion systems, and the pilot inputs into the aircraft. These parameters may be continuous measurements or binary or categorical measurements recorded in one second intervals for the duration of the flight. Currently, most approaches to aviation safety are reactive, meaning that they are designed to react to an aviation safety incident or accident. In this paper, we discuss a novel approach based on the theory of multiple kernel learning to detect potential safety anomalies in very large data bases of discrete and continuous data from world-wide operations of commercial fleets. We pose a general anomaly detection problem which includes both discrete and continuous data streams, where we assume that the discrete streams have a causal influence on the continuous streams. We also assume that atypical sequence of events in the discrete streams can lead to off-nominal system performance. We discuss the application domain, novel algorithms, and also discuss results on real-world data sets. Our algorithm uncovers operationally significant events in high dimensional data streams in the aviation industry which are not detectable using state of the art methods

Das, Santanu

Near Real-Time Optimal Prediction of Adverse Events in Aviation Data

The prediction of anomalies or adverse events is a challenging task, and there are a variety of methods which can be used to address the problem. In this paper, we demonstrate how to recast the anomaly prediction problem into a form whose solution is accessible as a level-crossing prediction problem. The level-crossing prediction problem has an elegant, optimal, yet untested solution under certain technical constraints, and only when the appropriate modeling assumptions are made. As such, we will thoroughly investigate the resilience of these modeling assumptions, and show how they affect final performance. Finally, the predictive capability of this method will be assessed by quantitative means, using both validation and test data containing anomalies or adverse events from real aviation data sets that have previously been identified as operationally significant by domain experts. It will be shown that the formulation proposed yields a lower false alarm rate on average than competing methods based on similarly advanced concepts, and a higher correct detection rate than a standard method based upon exceedances that is commonly used for prediction.

Martin, Rodney Alexander

nu-Anomica: A Fast Support Vector Based Novelty Detection Technique

In this paper we propose nu-Anomica, a novel anomaly detection technique that can be trained on huge data sets with much reduced running time compared to the benchmark one-class Support Vector Machines algorithm. In -Anomica, the idea is to train the machine such that it can provide a close approximation to the exact decision plane using fewer training points and without losing much of the generalization performance of the classical approach. We have tested the proposed algorithm on a variety of continuous data sets under different conditions. We show that under all test conditions the developed procedure closely preserves the accuracy of standard one-class Support Vector Machines while reducing both the training time and the test time by 5 - 20 times.

Das, Santanu

Highly Scalable Matching Pursuit Signal Decomposition Algorithm

Matching Pursuit Decomposition (MPD) is a powerful iterative algorithm for signal decomposition and feature extraction. MPD decomposes any signal into linear combinations of its dictionary elements or atoms . A best fit atom from an arbitrarily defined dictionary is determined through cross-correlation. The selected atom is subtracted from the signal and this procedure is repeated on the residual in the subsequent iterations until a stopping criterion is met. The reconstructed signal reveals the waveform structure of the original signal. However, a sufficiently large dictionary is required for an accurate reconstruction; this in return increases the computational burden of the algorithm, thus limiting its applicability and level of adoption. The purpose of this research is to improve the scalability and performance of the classical MPD algorithm. Correlation thresholds were defined to prune insignificant atoms from the dictionary. The Coarse-Fine Grids and Multiple Atom Extraction techniques were proposed to decrease the computational burden of the algorithm. The Coarse-Fine Grids method enabled the approximation and refinement of the parameters for the best fit atom. The ability to extract multiple atoms within a single iteration enhanced the effectiveness and efficiency of each iteration. These improvements were implemented to produce an improved Matching Pursuit Decomposition algorithm entitled MPD++. Disparate signal decomposition applications may require a particular emphasis of accuracy or computational efficiency. The prominence of the key signal features required for the proper signal classification dictates the level of accuracy necessary in the decomposition. The MPD++ algorithm may be easily adapted to accommodate the imposed requirements. Certain feature extraction applications may require rapid signal decomposition. The full potential of MPD++ may be utilized to produce incredible performance gains while extracting only slightly less energy than the standard algorithm. When the utmost accuracy must be achieved, the modified algorithm extracts atoms more conservatively but still exhibits computational gains over classical MPD. The MPD++ algorithm was demonstrated using an over-complete dictionary on real life data. Computational times were reduced by factors of 1.9 and 44 for the emphases of accuracy and performance, respectively. The modified algorithm extracted similar amounts of energy compared to classical MPD. The degree of the improvement in computational time depends on the complexity of the data, the initialization parameters, and the breadth of the dictionary. The results of the research confirm that the three modifications successfully improved the scalability and computational efficiency of the MPD algorithm. Correlation Thresholding decreased the time complexity by reducing the dictionary size. Multiple Atom Extraction also reduced the time complexity by decreasing the number of iterations required for a stopping criterion to be reached. The Course-Fine Grids technique enabled complicated atoms with numerous variable parameters to be effectively represented in the dictionary. Due to the nature of the three proposed modifications, they are capable of being stacked and have cumulative effects on the reduction of the time complexity.

Christensen, Daniel

Algorithms for Spectral Decomposition with Applications to Optical Plume Anomaly Detection

The analysis of spectral signals for features that represent physical phenomenon is ubiquitous in the science and engineering communities. There are two main approaches that can be taken to extract relevant features from these high-dimensional data streams. The first set of approaches relies on extracting features using a physics-based paradigm where the underlying physical mechanism that generates the spectra is used to infer the most important features in the data stream. We focus on a complementary methodology that uses a data-driven technique that is informed by the underlying physics but also has the ability to adapt to unmodeled system attributes and dynamics. We discuss the following four algorithms: Spectral Decomposition Algorithm (SDA), Non-Negative Matrix Factorization (NMF), Independent Component Analysis (ICA) and Principal Components Analysis (PCA) and compare their performance on a spectral emulator which we use to generate artificial data with known statistical properties. This spectral emulator mimics the real-world phenomena arising from the plume of the space shuttle main engine and can be used to validate the results that arise from various spectral decomposition algorithms and is very useful for situations where real-world systems have very low probabilities of fault or failure. Our results indicate that methods like SDA and NMF provide a straightforward way of incorporating prior physical knowledge while NMF with a tuning mechanism can give superior performance on some tests. We demonstrate these algorithms to detect potential system-health issues on data from a spectral emulator with tunable health parameters.

Srivastava, Askok N.