  Attacks in cyber-physical systems (CPS) which manipulate sensor readings can
cause enormous physical damage if undetected. Detection of attacks on sensors
is crucial to mitigate this issue. We study supervised regression as a means to
detect anomalous sensor readings, where each sensor's measurement is predicted
as a function of other sensors. We show that several common learning approaches
in this context are still vulnerable to \emph{stealthy attacks}, which
carefully modify readings of compromised sensors to cause desired damage while
remaining undetected. Next, we model the interaction between the CPS defender
and attacker as a Stackelberg game in which the defender chooses detection
thresholds, while the attacker deploys a stealthy attack in response. We
present a heuristic algorithm for finding an approximately optimal threshold
for the defender in this game, and show that it increases system resilience to
attacks without significantly increasing the false alarm rate.
