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arXiv:2306.04998 · International Conference on Agents and Artificial Intelligence (ICAART)

Exploring Unsupervised Anomaly Detection with Quantum Boltzmann Machines in Fraud Detection

Jonas Stein, Daniëlle Schuman, Magdalena Benkard, Thomas Holger, Wanja Sajko, Michael Kölle, Jonas Nüßlein, Leo Sünkel, Olivier Salomon, Claudia Linnhoff–Popien

Published Jan 1, 2024• 12 citations
arXivHTMLPDF

Abstract

Anomaly detection in Endpoint Detection and Response (EDR) is a critical task in cybersecurity programs of large companies. With rapidly growing amounts of data and the omnipresence of zero-day attacks, manual and rule-based detection techniques are no longer eligible in practice. While classical machine learning approaches to this problem exist, they frequently show unsatisfactory performance in differentiating malicious from benign anomalies. A promising approach to attain superior generalization than currently employed machine learning techniques are quantum generative models. Allowing for the largest representation of data on available quantum hardware, we investigate Quantum Annealing based Quantum Boltzmann Machines (QBMs) for the given problem. We contribute the first fully unsupervised approach for the problem of anomaly detection using QBMs and evaluate its performance on an EDR inspired synthetic dataset. Our results indicate that QBMs can outperform their classical analog (i.e., Restricted Boltzmann Machines) in terms of result quality and training steps in special cases. When employing Quantum Annealers from D-Wave Systems, we conclude that either more accurate classical simulators or substantially more QPU time is needed to conduct the necessary hyperparameter optimization allowing to replicate our simulation results on quantum hardware.

DOI
10.5220/0012326100003636

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Anomaly detection in Endpoint Detection and Response (EDR) is a critical task in cybersecurity programs of large companies. With rapidly growing amounts of data and the omnipresence of zero-day attacks, manual and rule-based detection techniques are no longer eligible in practice. While classical machine learning approaches to this problem exist, they frequently show unsatisfactory performance in differentiating malicious from benign anomalies. A promising approach to attain superior generalization than currently employed machine learning techniques are quantum generative models. Allowing for the largest representation of data on available quantum hardware, we investigate Quantum Annealing based Quantum Boltzmann Machines (QBMs) for the given problem. We contribute the first fully unsupervised approach for the problem of anomaly detection using QBMs and evaluate its performance on an EDR inspired synthetic dataset. Our results indicate that QBMs can outperform their classical analog (i.e., Restricted Boltzmann Machines) in terms of result quality and training steps in special cases. When employing Quantum Annealers from D-Wave Systems, we conclude that either more accurate classical simulators or substantially more QPU time is needed to conduct the necessary hyperparameter optimization allowing to replicate our simulation results on quantum hardware.
Abstract Quantum machine learning promises to revolutionize traditional machine learning by efficiently addressing hard tasks for classical computation. While claims of quantum speed-up have been announced for gate-based quantum computers and photon-based boson samplers, demonstration of an advantage by adiabatic quantum annealers (AQAs) is open. Here we quantify the computational cost and the performance of restricted Boltzmann machines (RBMs), a widely investigated machine learning model, by classical and quantum annealing. Despite the lower computational complexity of the quantum RBM being lost due to physical implementation overheads, a quantum speed-up may arise as a reduction by orders of magnitude of the computational time. By employing real-world cybersecurity datasets, we observe that the negative phase on sufficiently challenging tasks is computed up to 64 times faster by AQAs during the exploitation phase. Therefore, although a quantum speed-up highly depends on the problem’s characteristics, it emerges in existing hardware on real-world data.
We develop quantum protocols for anomaly detection and apply them to the task of credit card fraud detection (FD). First, we establish classical benchmarks based on supervised and unsupervised machine learning methods, where average precision is chosen as a robust metric for detecting anomalous data. We focus on kernel-based approaches for ease of direct comparison, basing our unsupervised modelling on one-class support vector machines (OC-SVM). Next, we employ quantum kernels of different type for performing anomaly detection, and observe that quantum FD can challenge equivalent classical protocols at increasing number of features (equal to the number of qubits for data embedding). Performing simulations with registers up to 20 qubits, we find that quantum kernels with re-uploading demonstrate better average precision, with the advantage increasing with system size. Specifically, at 20 qubits we reach the quantum-classical separation of average precision being equal to 15%. We discuss the prospects of fraud detection with near- and mid-term quantum hardware, and describe possible future improvements.
Anomaly detection is an important problem with applications in various domains such as fraud detection, pattern recognition or medical diagnosis. Several algorithms have been introduced using classical computing approaches. However, using quantum computing for solving anomaly detection problems in time series data is a widely unexplored research field. This paper explores the application of quantum autoencoders to time series anomaly detection. We investigate two primary techniques for classifying anomalies: (1) Analyzing the reconstruction error generated by the quantum autoencoder and (2) latent representation analysis. Our simulated experimental results, conducted across various ansaetze, demonstrate that quantum autoencoders consistently outperform classical deep learning-based autoencoders across multiple datasets. Specifically, quantum autoencoders achieve superior anomaly detection performance while utilizing 60-230 times fewer parameters and requiring five times fewer training iterations. In addition, we implement our quantum encoder on real quantum hardware. Our experimental results demonstrate that quantum autoencoders achieve anomaly detection performance on par with their simulated counterparts.
In this thesis we explore using the D-Wave Advantage 4.1 quantum annealer to sample from quantum Boltzmann distributions and train quantum Boltzmann machines (QBMs). We focus on the real-world problem of using QBMs as generative models to produce synthetic foreign exchange market data and analyze how the results stack up against classical models based on restricted Boltzmann machines (RBMs). Additionally, we study a small 12-qubit problem which we use to compare samples obtained from the Advantage 4.1 with theory, and in the process gain vital insights into how well the Advantage 4.1 can sample quantum Boltzmann random variables and be used to train QBMs. Through this, we are able to show that the Advantage 4.1 can sample classical Boltzmann random variables to some extent, but is limited in its ability to sample from quantum Boltzmann distributions. Our findings indicate that QBMs trained using the Advantage 4.1 are much noisier than those trained using simulations and struggle to perform at the same level as classical RBMs. However, there is the potential for QBMs to outperform classical RBMs if future generation annealers can generate samples closer to the desired theoretical distributions.
Use cases for emerging quantum computing platforms become economically relevant as the efficiency of processing and availability of quantum computers increase. We assess the performance of Restricted Boltzmann Machines (RBM) assisted by quantum computing, running on real quantum hardware and simulators, using a real dataset containing 145 million transactions provided by Stone, a leading Brazilian fintech, for credit card fraud detection. The results suggest that the quantum-assisted RBM method is able to achieve superior performance in most figures of merit in comparison to classical approaches, even using current noisy quantum annealers. Our study paves the way for implementing quantum-assisted RBMs for general fault detection in financial systems.
Exploiting the fact that samples drawn from a quantum annealer inherently follow a boltzmann-like distribution, annealing-based Quantum Boltzmann Machines (QBMs) have gained increasing popularity in the quantum research community. While they harbor great promises for quantum speed-up, their usage currently stays a costly endeavor, as large amounts of QPU time are required to train them. This limits their applicability in the NISQ era. Following the idea of Noè et al. [1], who tried to alleviate this cost by incorporating parallel quantum annealing into their unsupervised training of QBMs, this paper presents an improved version of parallel quantum annealing that we employ to train QBMs in a supervised setting. Saving qubits to encode the inputs, the latter setting allows us to test our approach on medical images from the MedMNIST data set [2], thereby moving closer to real-world applicability of the technology. Our experiments show that QBMs using our approach already achieve reasonable results, comparable to those of similarly-sized Convolutional Neural Networks (CNNs), with a markedly smaller numbers of epochs than these classical models. Our using parallel annealing grants it a speed-up of almost 70% compared to regular annealing-based BM execution.