Cross Cryptocurrency Relationship Mining for Bitcoin Price Prediction

Blockchain finance has become a part of the world financial system, most typically manifested in the attention to the price of Bitcoin. However, a great deal of work is still limited to using technical indicators to capture Bitcoin price fluctuation, with little consideration of historical relationships and interactions between related cryptocurrencies. In this work, we propose a generic Cross-Cryptocurrency Relationship Mining module, named C2RM, which can effectively capture the synchronous and asynchronous impact factors between Bitcoin and related Altcoins. Specifically, we utilize the Dynamic Time Warping algorithm to extract the lead-lag relationship, yielding Lead-lag Variance Kernel, which will be used for aggregating the information of Altcoins to form relational impact factors. Comprehensive experimental results demonstrate that our C2RM can help existing price prediction methods achieve significant performance improvement, suggesting the effectiveness of Cross-Cryptocurrency interactions on benefitting Bitcoin price prediction.

Mixing Signals: Data Augmentation Approach for Deep Learning Based Modulation Recognition

With the rapid development of deep learning, automatic modulation recognition (AMR), as an important task in cognitive radio, has gradually transformed from traditional feature extraction and classification to automatic classification by deep learning technology. However, deep learning models are data-driven methods, which often require a large amount of data as the training support. Data augmentation, as the strategy of expanding dataset, can improve the generalization of the deep learning models and thus improve the accuracy of the models to a certain extent. In this paper, for AMR of radio signals, we propose a data augmentation strategy based on mixing signals and consider four specific methods (Random Mixing, Maximum-Similarity-Mixing, $\theta-$Similarity Mixing and n-times Random Mixing) to achieve data augmentation. Experiments show that our proposed method can improve the classification accuracy of deep learning based AMR models in the full public dataset RML2016.10a. In particular, for the case of a single signal-to-noise ratio signal set, the classification accuracy can be significantly improved, which verifies the effectiveness of the methods.

Hyperspectral Imaging for cherry tomato

Cherry tomato (Solanum Lycopersicum) is popular with consumers over the world due to its special flavor. Soluble solids content (SSC) and firmness are two key metrics for evaluating the product qualities. In this work, we develop non-destructive testing techniques for SSC and fruit firmness based on hyperspectral images and a corresponding deep learning regression model. Hyperspectral reflectance images of over 200 tomato fruits are derived with spectrum ranging from 400 to 1000 nm. The acquired hyperspectral images are corrected and the spectral information is extracted. A novel one-dimensional(1D) convolutional ResNet (Con1dResNet) based regression model is prosed and compared with the state of art techniques. Experimental results show that, with a relatively large number of samples our technique is 26.4\% better than state of art technique for SSC and 33.7\% for firmness. The results of this study indicate the application potential of hyperspectral imaging technique in the SSC and firmness detection, which provides a new option for non-destructive testing of cherry tomato fruit quality in the future.

DeepSensor: Deep Learning Testing Framework Based on Neuron Sensitivity

Despite impressive capabilities and outstanding performance, deep neural network(DNN) has captured increasing public concern for its security problem, due to frequent occurrence of erroneous behaviors. Therefore, it is necessary to conduct systematically testing before its deployment to real-world applications. Existing testing methods have provided fine-grained criteria based on neuron coverage and reached high exploratory degree of testing. But there is still a gap between the neuron coverage and model's robustness evaluation. To bridge the gap, we observed that neurons which change the activation value dramatically due to minor perturbation are prone to trigger incorrect corner cases. Motivated by it, we propose neuron sensitivity and develop a novel white-box testing framework for DNN, donated as DeepSensor. The number of sensitive neurons is maximized by particle swarm optimization, thus diverse corner cases could be triggered and neuron coverage be further improved when compared with baselines. Besides, considerable robustness enhancement can be reached when adopting testing examples based on neuron sensitivity for retraining. Extensive experiments implemented on scalable datasets and models can well demonstrate the testing effectiveness and robustness improvement of DeepSensor.

A Multi-View Framework for BGP Anomaly Detection via Graph Attention Network

As the default protocol for exchanging routing reachability information on the Internet, the abnormal behavior in traffic of Border Gateway Protocols (BGP) is closely related to Internet anomaly events. The BGP anomalous detection model ensures stable routing services on the Internet through its real-time monitoring and alerting capabilities. Previous studies either focused on the feature selection problem or the memory characteristic in data, while ignoring the relationship between features and the precise time correlation in feature (whether it's long or short term dependence). In this paper, we propose a multi-view model for capturing anomalous behaviors from BGP update traffic, in which Seasonal and Trend decomposition using Loess (STL) method is used to reduce the noise in the original time-series data, and Graph Attention Network (GAT) is used to discover feature relationships and time correlations in feature, respectively. Our results outperform the state-of-the-art methods at the anomaly detection task, with the average F1 score up to 96.3% and 93.2% on the balanced and imbalanced datasets respectively. Meanwhile, our model can be extended to classify multiple anomalous and to detect unknown events.

Graph Modularity: Towards Understanding the Cross-Layer Transition of Feature Representations in Deep Neural Networks

There are good arguments to support the claim that feature representations eventually transition from general to specific in deep neural networks (DNNs), but this transition remains relatively underexplored. In this work, we move a tiny step towards understanding the transition of feature representations. We first characterize this transition by analyzing the class separation in intermediate layers, and next model the process of class separation as community evolution in dynamic graphs. Then, we introduce modularity, a common metric in graph theory, to quantify the evolution of communities. We find that modularity tends to rise as the layer goes deeper, but descends or reaches a plateau at particular layers. Through an asymptotic analysis, we show that modularity can provide quantitative analysis of the transition of the feature representations. With the insight on feature representations, we demonstrate that modularity can also be used to identify and locate redundant layers in DNNs, which provides theoretical guidance for layer pruning. Based on this inspiring finding, we propose a layer-wise pruning method based on modularity. Further experiments show that our method can prune redundant layers with minimal impact on performance. The codes are available at https://github.com/yaolu-zjut/Dynamic-Graphs-Construction.

Graph-Based Similarity of Neural Network Representations

Understanding the black-box representations in Deep Neural Networks (DNN) is an essential problem in deep learning. In this work, we propose Graph-Based Similarity (GBS) to measure the similarity of layer features. Contrary to previous works that compute the similarity directly on the feature maps, GBS measures the correlation based on the graph constructed with hidden layer outputs. By treating each input sample as a node and the corresponding layer output similarity as edges, we construct the graph of DNN representations for each layer. The similarity between graphs of layers identifies the correspondences between representations of models trained in different datasets and initializations. We demonstrate and prove the invariance property of GBS, including invariance to orthogonal transformation and invariance to isotropic scaling, and compare GBS with CKA. GBS shows state-of-the-art performance in reflecting the similarity and provides insights on explaining the adversarial sample behavior on the hidden layer space.

RGP: Neural Network Pruning through Its Regular Graph Structure

Lightweight model design has become an important direction in the application of deep learning technology, pruning is an effective mean to achieve a large reduction in model parameters and FLOPs. The existing neural network pruning methods mostly start from the importance of parameters, and design parameter evaluation metrics to perform parameter pruning iteratively. These methods are not studied from the perspective of model topology, may be effective but not efficient, and requires completely different pruning for different datasets. In this paper, we study the graph structure of the neural network, and propose regular graph based pruning (RGP) to perform a one-shot neural network pruning. We generate a regular graph, set the node degree value of the graph to meet the pruning ratio, and reduce the average shortest path length of the graph by swapping the edges to obtain the optimal edge distribution. Finally, the obtained graph is mapped into a neural network structure to realize pruning. Experiments show that the average shortest path length of the graph is negatively correlated with the classification accuracy of the corresponding neural network, and the proposed RGP shows a strong precision retention capability with extremely high parameter reduction (more than 90%) and FLOPs reduction (more than 90%).

Deep Transfer Clustering of Radio Signals

Modulation recognition is an important task in radio signal processing. Most of the current researches focus on supervised learning. However, in many real scenarios, it is difficult and cost to obtain the labels of signals. In this letter, we turn to the more challenging problem: can we cluster the modulation types just based on a large number of unlabeled radio signals? If this problem can be solved, we then can also recognize modulation types by manually labeling a very small number of samples. To answer this problem, we propose a deep transfer clustering (DTC) model. DTC naturally integrates feature learning and deep clustering, and further adopts a transfer learning mechanism to improve the feature extraction ability of an embedded convolutional neural network (CNN) model. The experiments validate that our DTC significantly outperforms a number of baselines, achieving the state-of-the-art performance in clustering radio signals for modulation recognition.