Bin Weng

2papers

2 Papers

CVJan 21, 2021Code
A Person Re-identification Data Augmentation Method with Adversarial Defense Effect

Yunpeng Gong, Zhiyong Zeng, Liwen Chen et al.

The security of the Person Re-identification(ReID) model plays a decisive role in the application of ReID. However, deep neural networks have been shown to be vulnerable, and adding undetectable adversarial perturbations to clean images can trick deep neural networks that perform well in clean images. We propose a ReID multi-modal data augmentation method with adversarial defense effect: 1) Grayscale Patch Replacement, it consists of Local Grayscale Patch Replacement(LGPR) and Global Grayscale Patch Replacement(GGPR). This method can not only improve the accuracy of the model, but also help the model defend against adversarial examples; 2) Multi-Modal Defense, it integrates three homogeneous modal images of visible, grayscale and sketch, and further strengthens the defense ability of the model. These methods fuse different modalities of homogeneous images to enrich the input sample variety, the variaty of samples will reduce the over-fitting of the ReID model to color variations and make the adversarial space of the dataset that the attack method can find difficult to align, thus the accuracy of model is improved, and the attack effect is greatly reduced. The more modal homogeneous images are fused, the stronger the defense capabilities is . The proposed method performs well on multiple datasets, and successfully defends the attack of MS-SSIM proposed by CVPR2020 against ReID [10], and increases the accuracy by 467 times(0.2% to 93.3%).The code is available at https://github.com/finger-monkey/ReID_Adversarial_Defense.

STSep 29, 2020
Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network

Xing Wang, Yijun Wang, Bin Weng et al.

We have proposed to develop a global hybrid deep learning framework to predict the daily prices in the stock market. With representation learning, we derived an embedding called Stock2Vec, which gives us insight for the relationship among different stocks, while the temporal convolutional layers are used for automatically capturing effective temporal patterns both within and across series. Evaluated on S&P 500, our hybrid framework integrates both advantages and achieves better performance on the stock price prediction task than several popular benchmarked models.