Cross Domain Early Crop Mapping using CropGAN and CNN Classifier

Driven by abundant satellite imagery, machine learning-based approaches have recently been promoted to generate high-resolution crop cultivation maps to support many agricultural applications. One of the major challenges faced by these approaches is the limited availability of ground truth labels. In the absence of ground truth, existing work usually adopts the "direct transfer strategy" that trains a classifier using historical labels collected from other regions and then applies the trained model to the target region. Unfortunately, the spectral features of crops exhibit inter-region and inter-annual variability due to changes in soil composition, climate conditions, and crop progress, the resultant models perform poorly on new and unseen regions or years. This paper presents the Crop Generative Adversarial Network (CropGAN) to address the above cross-domain issue. Our approach does not need labels from the target domain. Instead, it learns a mapping function to transform the spectral features of the target domain to the source domain (with labels) while preserving their local structure. The classifier trained by the source domain data can be directly applied to the transformed data to produce high-accuracy early crop maps of the target domain. Comprehensive experiments across various regions and years demonstrate the benefits and effectiveness of the proposed approach. Compared with the widely adopted direct transfer strategy, the F1 score after applying the proposed CropGAN is improved by 13.13% - 50.98%

Know Your Model (KYM): Increasing Trust in AI and Machine Learning

The widespread utilization of AI systems has drawn attention to the potential impacts of such systems on society. Of particular concern are the consequences that prediction errors may have on real-world scenarios, and the trust humanity places in AI systems. It is necessary to understand how we can evaluate trustworthiness in AI and how individuals and entities alike can develop trustworthy AI systems. In this paper, we analyze each element of trustworthiness and provide a set of 20 guidelines that can be leveraged to ensure optimal AI functionality while taking into account the greater ethical, technical, and practical impacts to humanity. Moreover, the guidelines help ensure that trustworthiness is provable and can be demonstrated, they are implementation agnostic, and they can be applied to any AI system in any sector.

Minority Class Oversampling for Tabular Data with Deep Generative Models

In practice, data scientists are often confronted with imbalanced data. Without accounting for the imbalance, common classifiers perform poorly and standard evaluation metrics mislead the data scientist on the model's performance. A common method to treat imbalanced datasets is under- and oversampling. In this process, samples are either removed from the majority class or synthetic samples are added to the minority class. In this paper, we follow up on recent developments in deep learning. We take proposals of generative adversarial networks, including our own, and study the ability of these approaches to provide realistic samples that improve performance on imbalanced classification tasks via oversampling. Across 160K+ experiments, we show that all of the new methods tend to perform better than simple baseline methods such as SMOTE, but require different under- and oversampling ratios to do so. Our experiments show that the way the method of sampling does not affect quality, but runtime varies widely. We also observe that the improvements in terms of performance metric, while shown to be significant when ranking the methods, often are minor in absolute terms, especially compared to the required effort. Furthermore, we notice that a large part of the improvement is due to undersampling, not oversampling. We make our code and testing framework available.

A Data Science Approach for Honeypot Detection in Ethereum

Ethereum smart contracts have recently drawn a considerable amount of attention from the media, the financial industry and academia. With the increase in popularity, malicious users found new opportunities to profit from deceiving newcomers. Consequently, attackers started luring other attackers into contracts that seem to have exploitable flaws, but that actually contain a complex hidden trap that in the end benefits the contract creator. This kind of contracts are known in the blockchain community as Honeypots. A recent study, proposed to investigate this phenomenon by focusing on the contract bytecode using symbolic analysis. In this paper, we present a data science approach based on the contract transaction behavior. We create a partition of all the possible cases of fund movement between the contract creator, the contract, the sender of the transaction and other participants. We calculate the frequency of every case per contract, and extract as well other contract features and transaction aggregated features. We use the collected information to train machine learning models that classify contracts as honeypot or non-honeypots, and also measure how well they perform when classifying unseen honeypot types. We compare our results with the bytecode analysis method using labels from a previous study, and discuss in which cases each solution has advantages over the other.

SynGAN: Towards Generating Synthetic Network Attacks using GANs

The rapid digital transformation without security considerations has resulted in the rise of global-scale cyberattacks. The first line of defense against these attacks are Network Intrusion Detection Systems (NIDS). Once deployed, however, these systems work as blackboxes with a high rate of false positives with no measurable effectiveness. There is a need to continuously test and improve these systems by emulating real-world network attack mutations. We present SynGAN, a framework that generates adversarial network attacks using the Generative Adversial Networks (GAN). SynGAN generates malicious packet flow mutations using real attack traffic, which can improve NIDS attack detection rates. As a first step, we compare two public datasets, NSL-KDD and CICIDS2017, for generating synthetic Distributed Denial of Service (DDoS) network attacks. We evaluate the attack quality (real vs. synthetic) using a gradient boosting classifier.

VecHGrad for solving accurately complex tensor decomposition

Tensor decomposition, a collection of factorization techniques for multidimensional arrays, are among the most general and powerful tools for scientific analysis. However, because of their increasing size, today's data sets require more complex tensor decomposition involving factorization with multiple matrices and diagonal tensors such as DEDICOM or PARATUCK2. Traditional tensor resolution algorithms such as Stochastic Gradient Descent (SGD), Non-linear Conjugate Gradient descent (NCG) or Alternating Least Square (ALS), cannot be easily applied to complex tensor decomposition or often lead to poor accuracy at convergence. We propose a new resolution algorithm, called VecHGrad, for accurate and efficient stochastic resolution over all existing tensor decomposition, specifically designed for complex decomposition. VecHGrad relies on gradient, Hessian-vector product and adaptive line search to ensure the convergence during optimization. Our experiments on five real-world data sets with the state-of-the-art deep learning gradient optimization models show that VecHGrad is capable of converging considerably faster because of its superior theoretical convergence rate per step. Therefore, VecHGrad targets as well deep learning optimizer algorithms. The experiments are performed for various tensor decomposition including CP, DEDICOM and PARATUCK2. Although it involves a slightly more complex update rule, VecHGrad's runtime is similar in practice to that of gradient methods such as SGD, Adam or RMSProp.

MQLV: Modified Q-Learning for Vasicek Model

In a reinforcement learning approach, an optimal value function is learned across a set of actions, or decisions, that leads to a set of states giving different rewards, with the objective to maximize the overall reward. A policy assigns to each state-action pairs an expected return. We call an optimal policy a policy for which the value function is optimal. QLBS, Q-Learner in the Black-Scholes(-Merton) Worlds, applies the reinforcement learning concepts, and noticeably, the popular Q-learning algorithm, to the financial stochastic model described by Black, Scholes and Merton. However, QLBS is specifically optimized for the geometric Brownian motion and the pricing of vanilla options. Consequently, it suffers from the traditional over-estimation of the Q-values reflected by an over-estimation of the vanilla option prices. Furthermore, its range of application is limited to vanilla option pricing within the financial markets. We propose MQLV, Modified Q-Learner for the Vasicek model, a new reinforcement learning approach that limits the Q-values over-estimation observed in QLBS and extends the simulation to mean reverting stochastic diffusion processes. Additionally, MQLV uses a digital function to estimate the future probability of an event, thus widening the scope of the financial application to any other domain involving time series. Our experiments underline the potential of MQLV on generated Monte Carlo simulations, particularly representative of the retail banking time series. In particular, MQLV is able to determine the optimal policy of money management based on the aggregated financial transactions of the clients, unlocking new frontiers to establish personalized credit card limits or loans. Finally, MQLV is the first methodology compatible with the Vasicek model capable of an event probability estimation targeting simulation of event probabilities in retail banking.

PHom-WAE: Persitent Homology for Wasserstein Auto-Encoders

Auto-encoders are among the most popular neural network architecture for dimension reduction. They are composed of two parts: the encoder which maps the model distribution to a latent manifold and the decoder which maps the latent manifold to a reconstructed distribution. However, auto-encoders are known to provoke chaotically scattered data distribution in the latent manifold resulting in an incomplete reconstructed distribution. Current distance measures fail to detect this problem because they are not able to acknowledge the shape of the data manifolds, i.e. their topological features, and the scale at which the manifolds should be analyzed. We propose Persistent Homology for Wasserstein Auto-Encoders, called PHom-WAE, a new methodology to assess and measure the data distribution of a generative model. PHom-WAE minimizes the Wasserstein distance between the true distribution and the reconstructed distribution and uses persistent homology, the study of the topological features of a space at different spatial resolutions, to compare the nature of the latent manifold and the reconstructed distribution. Our experiments underline the potential of persistent homology for Wasserstein Auto-Encoders in comparison to Variational Auto-Encoders, another type of generative model. The experiments are conducted on a real-world data set particularly challenging for traditional distance measures and auto-encoders. PHom-WAE is the first methodology to propose a topological distance measure, the bottleneck distance, for Wasserstein Auto-Encoders used to compare decoded samples of high quality in the context of credit card transactions.

PHom-GeM: Persistent Homology for Generative Models

Generative neural network models, including Generative Adversarial Network (GAN) and Auto-Encoders (AE), are among the most popular neural network models to generate adversarial data. The GAN model is composed of a generator that produces synthetic data and of a discriminator that discriminates between the generator's output and the true data. AE consist of an encoder which maps the model distribution to a latent manifold and of a decoder which maps the latent manifold to a reconstructed distribution. However, generative models are known to provoke chaotically scattered reconstructed distribution during their training, and consequently, incomplete generated adversarial distributions. Current distance measures fail to address this problem because they are not able to acknowledge the shape of the data manifold, i.e. its topological features, and the scale at which the manifold should be analyzed. We propose Persistent Homology for Generative Models, PHom-GeM, a new methodology to assess and measure the distribution of a generative model. PHom-GeM minimizes an objective function between the true and the reconstructed distributions and uses persistent homology, the study of the topological features of a space at different spatial resolutions, to compare the nature of the true and the generated distributions. Our experiments underline the potential of persistent homology for Wasserstein GAN in comparison to Wasserstein AE and Variational AE. The experiments are conducted on a real-world data set particularly challenging for traditional distance measures and generative neural network models. PHom-GeM is the first methodology to propose a topological distance measure, the bottleneck distance, for generative models used to compare adversarial samples in the context of credit card transactions.

Predicting Sparse Clients' Actions with CPOPT-Net in the Banking Environment

The digital revolution of the banking system with evolving European regulations have pushed the major banking actors to innovate by a newly use of their clients' digital information. Given highly sparse client activities, we propose CPOPT-Net, an algorithm that combines the CP canonical tensor decomposition, a multidimensional matrix decomposition that factorizes a tensor as the sum of rank-one tensors, and neural networks. CPOPT-Net removes efficiently sparse information with a gradient-based resolution while relying on neural networks for time series predictions. Our experiments show that CPOPT-Net is capable to perform accurate predictions of the clients' actions in the context of personalized recommendation. CPOPT-Net is the first algorithm to use non-linear conjugate gradient tensor resolution with neural networks to propose predictions of financial activities on a public data set.