Nataša Krejić

Stefania Bellavia, Natasa Krejic, Natasa Krklec Jerinkic

This paper deals with the minimization of large sum of convex functions by Inexact Newton (IN) methods employing subsampled functions, gradients and Hessian approximations. The Conjugate Gradient method is used to compute the inexact Newton step and global convergence is enforced by a nonmonotone line search procedure. The aim is to obtain methods with affordable costs and fast convergence. Assuming strongly convex functions, R-linear convergence and worst-case iteration complexity of the procedure are investigated when functions and gradients are approximated with increasing accuracy. A set of rules for the forcing parameters and subsample Hessian sizes are derived that ensure local q-linear/superlinear convergence of the proposed method. The random choice of the Hessian subsample is also considered and convergence in the mean square, both for finite and infinite sums of functions, is proved. Finally, global convergence with asymptotic R-linear rate of IN methods is extended to the case of sum of convex function and strongly convex objective function. Numerical results on well known binary classification problems are also given. Adaptive strategies for selecting forcing terms and Hessian subsample size, streaming out of the theoretical analysis, are employed and the numerical results showed that they yield effective IN methods.

Miloš Savić, Jasna Atanasijević, Dušan Jakovetić et al.

Big data methods are becoming an important tool for tax fraud detection around the world. Unsupervised learning approach is the dominant framework due to the lack of label and ground truth in corresponding data sets although these methods suffer from low interpretability. HUNOD, a novel hybrid unsupervised outlier detection method for tax evasion risk management, is presented in this paper. In contrast to previous methods proposed in the literature, the HUNOD method combines two outlier detection approaches based on two different machine learning designs (i.e, clustering and representational learning) to detect and internally validate outliers in a given tax dataset. The HUNOD method allows its users to incorporate relevant domain knowledge into both constituent outlier detection approaches in order to detect outliers relevant for a given economic context. The interpretability of obtained outliers is achieved by training explainable-by-design surrogate models over results of unsupervised outlier detection methods. The experimental evaluation of the HUNOD method is conducted on two datasets derived from the database on individual personal income tax declarations collected by the Tax Administration of Serbia. The obtained results show that the method indicates between 90% and 98% internally validated outliers depending on the clustering configuration and employed regularization mechanisms for representational learning.

Matthias Rottmann, Kira Maag, Mathis Peyron et al.

Deep neural networks (DNNs) have proven to be powerful tools for processing unstructured data. However for high-dimensional data, like images, they are inherently vulnerable to adversarial attacks. Small almost invisible perturbations added to the input can be used to fool DNNs. Various attacks, hardening methods and detection methods have been introduced in recent years. Notoriously, Carlini-Wagner (CW) type attacks computed by iterative minimization belong to those that are most difficult to detect. In this work we outline a mathematical proof that the CW attack can be used as a detector itself. That is, under certain assumptions and in the limit of attack iterations this detector provides asymptotically optimal separation of original and attacked images. In numerical experiments, we experimentally validate this statement and furthermore obtain AUROC values up to 99.73% on CIFAR10 and ImageNet. This is in the upper part of the spectrum of current state-of-the-art detection rates for CW attacks.