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arXiv 2005.13369cs.LGstat.ML

Generative Adversarial Networks for Bitcoin Data Augmentation

Vicomtech Foundation, Basque Research and Technology Alliance (BRTA)(巴斯克研究与技术联盟(BRTA)维康特克基金会);Institute of Smart Cities, Public University of Navarre(纳瓦拉公立大学智慧城市学院)

Francesco Zola, Jan Lukas Bruse, Xabier Etxeberria Barrio, Mikel Galar, Raul Orduna Urrutia

英文摘要:

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.

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