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Recently, as deep learning has demonstrated its effectiveness in many areas, plenty of deep methods have been investigated to address the challenges in activity recognition. In this study, we present a survey of the state-of-the-art deep learning methods for sensor-based human activity recognition. We first introduce the multi-modality of the sensory data and provide information for public datasets that can be used for evaluation in different challenge tasks. We then propose a new taxonomy to structure the deep methods by challenges. Challenges and challenge-related deep methods are summarized and analyzed to form an overview of the current research progress. 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