Generative Adversarial Networks for Bitcoin Data Augmentation

In Bitcoin entity classification, results are strongly conditioned by the ground-truth dataset, especially when applying supervised machine learning approaches. However, these ground-truth datasets are frequently affected by significant class imbalance as generally they contain much more information regarding legal services (Exchange, Gambling), than regarding services that may be related to illicit activities (Mixer, Service). Class imbalance increases the complexity of applying machine learning techniques and reduces the quality of classification results, especially for underrepresented, but critical classes. In this paper, we propose to address this problem by using Generative Adversarial Networks (GANs) for Bitcoin data augmentation as GANs recently have shown promising results in the domain of image classification. However, there is no "one-fits-all" GAN solution that works for every scenario. In fact, setting GAN training parameters is non-trivial and heavily affects the quality of the generated synthetic data. We therefore evaluate how GAN parameters such as the optimization function, the size of the dataset and the chosen batch size affect GAN implementation for one underrepresented entity class (Mining Pool) and demonstrate how a "good" GAN configuration can be obtained that achieves high similarity between synthetically generated and real Bitcoin address data. To the best of our knowledge, this is the first study presenting GANs as a valid tool for generating synthetic address data for data augmentation in Bitcoin entity classification.Comment: 8 pages, 5 figures, 4 table

Adiabatic evolution on a spatial-photonic Ising machine

Combinatorial optimization problems are crucial for widespread applications but remain difficult to solve on a large scale with conventional hardware. Novel optical platforms, known as coherent or photonic Ising machines, are attracting considerable attention as accelerators on optimization tasks formulable as Ising models. Annealing is a well-known technique based on adiabatic evolution for finding optimal solutions in classical and quantum systems made by atoms, electrons, or photons. Although various Ising machines employ annealing in some form, adiabatic computing on optical settings has been only partially investigated. Here, we realize the adiabatic evolution of frustrated Ising models with 100 spins programmed by spatial light modulation. We use holographic and optical control to change the spin couplings adiabatically, and exploit experimental noise to explore the energy landscape. Annealing enhances the convergence to the Ising ground state and allows to find the problem solution with probability close to unity. Our results demonstrate a photonic scheme for combinatorial optimization in analogy with adiabatic quantum algorithms and enforced by optical vector-matrix multiplications and scalable photonic technology.Comment: 9 pages, 4 figure