Cost-Aware Robust Tree Ensembles for Security Applications

Code for the paper "Cost-Aware Robust Tree Ensembles for Security Applications" (USENIX Security'21), Yizheng Chen, Shiqi Wang, Weifan Jiang, Asaf Cidon, Suman Jana.

Blog Post: https://surrealyz.medium.com/robust-trees-for-security-577061177320

We utilize security domain knowledge to increase the evasion cost against security classifiers, specifically, tree ensemble models that are widely used by security tasks. We propose a new cost modeling method to capture the domain knowledge of features as constraint, and then we integrate the cost-driven constraint into the node construction process to train robust tree ensembles. During the training process, we use the constraint to find data points that are likely to be perturbed given the costs of the features, and we optimize the quality of the trees using a new robust training algorithm. Our cost-aware training method can be applied to different types of tree ensembles, including random forest model (scikit-learn) and gradient boosted decision trees (XGBoost).

Robust training algorithm

Implementation in scikit-learn

• Clone our dev version of scikit-learn
• Check out the robust branch
• We recommend using a virtualenv to install this
• After activating your virtualenv, install the required packages pip install numpy scipy joblib threadpoolctl Cython
• Then install sklearn with our robust training algorithm python setup.py install
• Run data/download_data.sh under the current repo (source)
• Example usage

  python train_rf_one.py --train data/binary_mnist0
                        --test data/binary_mnist0.t
                        -m models/rf/greedy/sklearn_greedy_binary_mnist.pickle
                        -b -z -n 784 -r -s robust -e 0.3
                        -c gini --nt 1000 -d 6
  

Implementation in XGBoost

• Clone our dev version of XGBoost RobustTrees
• Check out the greedy branch
• Run build.sh
• gunzip all the *.csv.gz files under RobustTrees/data to obtain the csv datasets. Reading libsvm sometimes has issues in that version of XGBoost, so we converted the dataset to csv files.
• Example usage

  ./xgboost data/breast_cancer.greedy.conf
  

Datasets

We evaluated our core training algorithm without cost constraints over four benchmark datasets, see the table below.

Dataset	Train set size	Test set size	Majority class in train, test (%)	# of features
breast-cancer	546	137	62.64, 74.45	10
cod-rna	59,535	271,617	66.67, 66.67	8
ijcnn1	49,990	91,701	90.29, 90.50	22
MNIST 2 vs. 6	11,876	1,990	50.17, 51.86	784

We have also evaluated our cost-aware training algorihtm over a Twitter spam detection dataset used in the paper "A Domain-Agnostic Approach to Spam-URL Detection via Redirects". We re-extracted 25 features (see Table 7 in our paper) as the Twitter spam detection dataset.

Twitter spam dataset	Training	Testing
Malicious	130,794	55,732
Benign	165,076	71,070
Total	295,870	126,802

Both datasets are available in data/, and the files need to be uncompressed. Please also run cd data/; ./download_data.sh to get libsvm files under data/ directory, since some of our Python scripts read the libsvm data.

Benchmark datasets evaluation

GBDT models

Trained models in the paper

• Regular training, natural model in the paper: models/gbdt/nature_*.bin
• Chen's robust training algorithm, Chen's model in the paper: models/gbdt/robust_*.bin
• Our training algorithm, ours model in the paper: models/gbdt/greedy_*.bin

Evaluate the models

• Performance: To evaluate model accuracy, false positive rate, AUC, and plot the ROC curves, please run the following commands:
  • python scripts/xgboost_roc_plots.py breast_cancer
  • python scripts/xgboost_roc_plots.py ijcnn
  • python scripts/xgboost_roc_plots.py cod-rna
  • python scripts/xgboost_roc_plots.py binary_mnist
  • The model performance numbers correspond to Table 3, and the generated plots in roc_plots/ correspond to Figure 7 in the paper.
• Robustness: To evaluate the robustness of models, we use the MILP attack: xgbKantchelianAttack.py. It uses Gurobi solver, so you need to obtain a licence from Gurobi to use it. They provide free academic license.
  • mkdir logs
  • mkdir -p adv_examples/gbdt
  • mkdir -p result/gbdt
  • breast_cancer:

    for mtype in $(echo 'nature' 'robust' 'greedy'); do dt='breast_cancer'; python xgbKantchelianAttack.py --data 'data/breast_cancer_scale0.test' --model_type 'xgboost' --model "models/gbdt/${mtype}_${dt}.bin" --rand --num_classes 2 --nfeat 10 --feature_start 1 --both --maxone -n 100 --out "result/gbdt/${mtype}_${dt}.txt" --adv "adv_examples/gbdt/${mtype}_${dt}_adv.pickle" >! logs/milp_gbdt_${mtype}_${dt}.log 2>&1&; done
    

  • cod-rna

    for md in $(echo 'nature_cod-rna' 'robust_cod-rna' 'greedy_cod-rna_center_eps0.03'); do python xgbKantchelianAttack.py --data 'data/cod-rna_s.t' --model_type 'xgboost' --model "models/gbdt/${md}.bin" --rand --num_classes 2 --nfeat 8 --feature_start 0 --both --maxone -n 5000 --out "result/gbdt/${md}.txt" --adv "adv_examples/gbdt/${md}_adv.pickle" >! logs/milp_gbdt_${md}.log 2>&1&; done
    

  • ijcnn:

    for md in $(echo 'nature_ijcnn' 'robust_ijcnn' 'greedy_ijcnn_center_eps0.02_nr60_md8'); do python xgbKantchelianAttack.py --data 'data/ijcnn1s0.t' --model_type 'xgboost' --model "models/gbdt/${md}.bin" --rand --num_classes 2 --nfeat 22 --feature_start 1 --both --maxone -n 100 --out "result/gbdt/${md}.txt" --adv "adv_examples/gbdt/${md}_adv.pickle" >! logs/milp_gbdt_${md}.log 2>&1&; done
    

  • binary_mnist:

    for md in $(echo 'nature_binary_mnist' 'robust_binary_mnist' 'greedy_binary_mnist'); do python xgbKantchelianAttack.py -n 100 --data 'data/binary_mnist_round6.test.csv' --model_type 'xgboost' --model "models/gbdt/${md}.bin" --rand --num_classes 2 --nfeat 784 --both --maxone --feature_start 0 --out "result/gbdt/${md}.txt" --adv "adv_examples/gbdt/${md}.pickle" >! logs/milp_gbdt_${md}.log 2>&1&; done
    

How to train the models

In the cloned greedy branch of RobustTrees repo, after building the xgboost binary file, the following commands train the natural, Chen's, and Ours models respectively:

./xgboost data/breast_cancer.unrob.conf
./xgboost data/breast_cancer.conf
./xgboost data/breast_cancer.greedy.conf

For cod-rna, ijcnn, and binary_mnist datasets, the commands follow the same style, ./xgboost data/${dataset}.unrob.conf, ./xgboost data/${dataset}.conf, and ./xgboost data/${dataset}.greedy.conf.

Random Forest models

Trained models in the paper

• Regular training, natural model in the paper: models/rf/*best*.bin
• Chen's robust training algorithm, Chen's model in the paper: models/gbdt/*heuristic*.bin
• Our training algorithm, ours model in the paper: models/gbdt/*robust*.bin

Evaluate the models

• Performance: To evaluate model accuracy, false positive rate, AUC, and plot the roc curve figures, please run the following commands:

  • python scripts/sklearn_roc_scripts.py breast_cancer

  • python scripts/sklearn_roc_scripts.py ijcnn

  • python scripts/sklearn_roc_scripts.py cod-rna

  • python scripts/sklearn_roc_scripts.py binary_mnist

  • The model performance numbers correspond to Table 4, and the generated plots in roc_plots/ correspond to Figure 9 in the paper.

• Robustness: To evaluate the robustness of models, we use the MILP attack: xgbKantchelianAttack.py. It uses Gurobi solver, so you need to obtain a licence from Gurobi to use it. They provide free academic license.

  • mkdir logs
  • mkdir -p result/sk-rf
  • use attack_sklearn_selected_RF.py

How to train the models

The script train_all_sklearn.py trains all models, where the splitter choice best is natural, heuristic is Chen's, and robust is ours. You can modify the loop or use train_rf_one.py to train an individual model.

Twitter Spam Detection Application

Trained models in the paper

models/gbdt/twitter/

How to train the models

For example, to train model M19, run this in RobustTrees: ./xgboost data/twitter_spam.greedy.flex.conf

Evaluate the models

• Performance: scripts/model_accuracy.py

• Robustness: The following are examples to run the six attacks against the twitter_spam_nature model. Change the model name accordingly for other models.

  • l_1:

    md='twitter_spam_nature'; r='_l1'; python xgbKantchelianAttack.py -n 100 --order 1 --data 'data/500_malicious.libsvm' --model_type 'xgboost' --model "models/twitter/${md}.bin" --num_classes 2 --nfeat 25 --maxone --feature_start 0 --out "result/gbdt/adap_${md}${r}.txt" --adv "adv_examples/gbdt/${md}${r}.pickle" >! logs/milp_gbdt_adap_${md}${r}.log &
    

  • l_2:

    md='twitter_spam_nature'; r='_l2'; python xgbKantchelianAttack.py -n 100 --order 2 --data 'data/500_malicious.libsvm' --model_type 'xgboost' --model "models/twitter/${md}.bin" --num_classes 2 --nfeat 25 --maxone --feature_start 0 --out "result/gbdt/adap_${md}${r}.txt" --adv "adv_examples/gbdt/${md}${r}.pickle" >! logs/milp_gbdt_adap_${md}${r}.log &
    

  • cost_1:

    o='obj1';b='bound_obj1'; md='twitter_spam_nature'; python flexible_xgbKantchelianAttack_cost.py -n 100 --weight config/weight/${o}.json -b "config/eps/${b}.json" --data 'data/500_malicious.libsvm' --model_type 'xgboost' --model "models/twitter/${md}.bin" --num_classes 2 --feature_start 0 --out "result/gbdt/adap_${md}_${o}.txt" --adv "adv_examples/gbdt/${md}_${o}.pickle" >! logs/milp_gbdt_adap_${md}_${o}.log &
    

  • cost_2:

    o='obj2'; md='twitter_spam_nature'; python flexible_xgbKantchelianAttack_cost.py -n 100 --weight "config/weight/${o}.json" --data 'data/500_malicious.libsvm' --model_type 'xgboost' --model "models/twitter/${md}.bin" --num_classes 2 --feature_start 0 --out "result/gbdt/adap_${md}_${o}.txt" --adv "adv_examples/gbdt/${md}_${o}.pickle" >! logs/milp_gbdt_adap_${md}_${o}.log &
    

  • cost_3:

    o='obj3';b='bound_obj3'; md='twitter_spam_nature'; python flexible_xgbKantchelianAttack_cost.py -n 100 --weight config/weight/${o}.json -b "config/eps/${b}.json" --data 'data/500_malicious.libsvm' --model_type 'xgboost' --model "models/twitter/${md}.bin" --num_classes 2 --feature_start 0 --out "result/gbdt/adap_${md}_${o}.txt" --adv "adv_examples/gbdt/${md}_${o}.pickle" >! logs/milp_gbdt_adap_${md}_${o}.log &
    

  • cost_4:

    o='obj4';b='bound_obj4'; md='twitter_spam_nature'; python flexible_xgbKantchelianAttack_cost.py -n 100 --weight config/weight/${o}.json -b "config/eps/${b}.json" --data 'data/500_malicious.libsvm' --model_type 'xgboost' --model "models/twitter/${md}.bin" --num_classes 2 --feature_start 0 --out "result/gbdt/adap_${md}_${o}.txt" --adv "adv_examples/gbdt/${md}_${o}.pickle" >! logs/milp_gbdt_adap_${md}_${o}.log &