The INVALID state means that the packet can't be identified or that it does not have any state. This may be due to several reasons, the most common non-malicious causes are clients generating out of sequence packets, a buggy network stack on the client, a poorly implemented network stack on the client.
Rarely, this can also occur if the system running out of memory or ICMP error messages that do not respond to any known connections. Generally, it is a good idea to DROP everything in this state.
Malicious causes of INVALID packets includes