Peter Foster

Zhen Shao, Ryan Sze-Yin Chan, Thomas Cochrane et al.

In this paper, we propose a dimensionless anomaly detection method for multivariate streams. Our method is independent of the unit of measurement for the different stream channels, therefore dimensionless. We first propose the variance norm, a generalisation of Mahalanobis distance to handle infinite-dimensional feature space and singular empirical covariance matrix rigorously. We then combine the variance norm with the path signature, an infinite collection of iterated integrals that provide global features of streams, to propose SigMahaKNN, a method for anomaly detection on (multivariate) streams. We show that SigMahaKNN is invariant to stream reparametrisation, stream concatenation and has a graded discrimination power depending on the truncation level of the path signature. We implement SigMahaKNN as an open-source software, and perform extensive numerical experiments, showing significantly improved anomaly detection on streams compared to isolation forest and local outlier factors in applications ranging from language analysis, hand-writing analysis, ship movement paths analysis and univariate time-series analysis.

Thomas Cochrane, Peter Foster, Varun Chhabra et al.

The development of machine learning algorithms in the cyber security domain has been impeded by the complex, hierarchical, sequential and multimodal nature of the data involved. In this paper we introduce the notion of a streaming tree as a generic data structure encompassing a large portion of real-world cyber security data. Starting from host-based event logs we represent computer processes as streaming trees that evolve in continuous time. Leveraging the properties of the signature kernel, a machine learning tool that recently emerged as a leading technology for learning with complex sequences of data, we develop the SK-Tree algorithm. SK-Tree is a supervised learning method for systematic malware detection on streaming trees that is robust to irregular sampling and high dimensionality of the underlying streams. We demonstrate the effectiveness of SK-Tree to detect malicious events on a portion of the publicly available DARPA OpTC dataset, achieving an AUROC score of 98%.

Yong Xu, Qiang Huang, Wenwu Wang et al.

Environmental audio tagging aims to predict only the presence or absence of certain acoustic events in the interested acoustic scene. In this paper we make contributions to audio tagging in two parts, respectively, acoustic modeling and feature learning. We propose to use a shrinking deep neural network (DNN) framework incorporating unsupervised feature learning to handle the multi-label classification task. For the acoustic modeling, a large set of contextual frames of the chunk are fed into the DNN to perform a multi-label classification for the expected tags, considering that only chunk (or utterance) level rather than frame-level labels are available. Dropout and background noise aware training are also adopted to improve the generalization capability of the DNNs. For the unsupervised feature learning, we propose to use a symmetric or asymmetric deep de-noising auto-encoder (sDAE or aDAE) to generate new data-driven features from the Mel-Filter Banks (MFBs) features. The new features, which are smoothed against background noise and more compact with contextual information, can further improve the performance of the DNN baseline. Compared with the standard Gaussian Mixture Model (GMM) baseline of the DCASE 2016 audio tagging challenge, our proposed method obtains a significant equal error rate (EER) reduction from 0.21 to 0.13 on the development set. The proposed aDAE system can get a relative 6.7% EER reduction compared with the strong DNN baseline on the development set. Finally, the results also show that our approach obtains the state-of-the-art performance with 0.15 EER on the evaluation set of the DCASE 2016 audio tagging task while EER of the first prize of this challenge is 0.17.

Peter Foster, Simon Dixon, Anssi Klapuri

This paper investigates methods for quantifying similarity between audio signals, specifically for the task of of cover song detection. We consider an information-theoretic approach, where we compute pairwise measures of predictability between time series. We compare discrete-valued approaches operating on quantised audio features, to continuous-valued approaches. In the discrete case, we propose a method for computing the normalised compression distance, where we account for correlation between time series. In the continuous case, we propose to compute information-based measures of similarity as statistics of the prediction error between time series. We evaluate our methods on two cover song identification tasks using a data set comprised of 300 Jazz standards and using the Million Song Dataset. For both datasets, we observe that continuous-valued approaches outperform discrete-valued approaches. We consider approaches to estimating the normalised compression distance (NCD) based on string compression and prediction, where we observe that our proposed normalised compression distance with alignment (NCDA) improves average performance over NCD, for sequential compression algorithms. Finally, we demonstrate that continuous-valued distances may be combined to improve performance with respect to baseline approaches. Using a large-scale filter-and-refine approach, we demonstrate state-of-the-art performance for cover song identification using the Million Song Dataset.

Peter Foster, Matthias Mauch, Simon Dixon

We propose string compressibility as a descriptor of temporal structure in audio, for the purpose of determining musical similarity. Our descriptors are based on computing track-wise compression rates of quantised audio features, using multiple temporal resolutions and quantisation granularities. To verify that our descriptors capture musically relevant information, we incorporate our descriptors into similarity rating prediction and song year prediction tasks. We base our evaluation on a dataset of 15500 track excerpts of Western popular music, for which we obtain 7800 web-sourced pairwise similarity ratings. To assess the agreement among similarity ratings, we perform an evaluation under controlled conditions, obtaining a rank correlation of 0.33 between intersected sets of ratings. Combined with bag-of-features descriptors, we obtain performance gains of 31.1% and 10.9% for similarity rating prediction and song year prediction. For both tasks, analysis of selected descriptors reveals that representing features at multiple time scales benefits prediction accuracy.