用全同态加密实现跨机构反洗钱图学习,既保隐私又准预测。
Privacy-Preserving Graph-Based Machine Learning with Fully Homomorphic Encryption for Collaborative Anti-Money Laundering
- 用全同态加密让加密数据直接参与图神经网络和XGBoost计算
- 在加密状态下仍达99%准确率,不平衡数据下F1提升8%
- 适合金融反洗钱合作场景,兼顾隐私与模型性能
打击洗钱日益复杂,因网络犯罪和金融数字化加剧。基于图的机器学习能有效识别洗钱网络关系,但金融机构间的数据孤岛限制了协作。本文提出一种隐私保护的协同反洗钱机器学习方法,通过全同态加密(FHE)实现跨机构安全数据共享,确保合规与隐私。采用Zama Concrete ML集成TFHE,构建两个隐私保护管道:一是优化量化与剪枝后的图神经网络(GNN),使其支持FHE;二是结合图特征预处理器(GFP)的图基XGBoost管道。实验表明,该方法在平衡数据集上,加密推理时仍保持99%以上准确率、精确率、召回率与F1-score;在非平衡数据集上,引入图特征使F1-score提升8%。研究强调需权衡隐私与计算效率。
原文摘要 · Abstract (English)
Combating money laundering has become increasingly complex with the rise of cybercrime and digitalization of financial transactions. Graph-based machine learning techniques have emerged as promising tools for Anti-Money Laundering (AML) detection, capturing intricate relationships within money laundering networks. However, the effectiveness of AML solutions is hindered by data silos within financial institutions, limiting collaboration and overall efficacy. This research presents a novel privacy-preserving approach for collaborative AML machine learning, facilitating secure data sharing across institutions and borders while preserving privacy and regulatory compliance. Leveraging Fully Homomorphic Encryption (FHE), computations are directly performed on encrypted data, ensuring the confidentiality of financial data. Notably, FHE over the Torus (TFHE) was integrated with graph-based machine learning using Zama Concrete ML. The research contributes two key privacy-preserving pipelines. First, the development of a privacy-preserving Graph Neural Network (GNN) pipeline was explored. Optimization techniques like quantization and pruning were used to render the GNN FHE-compatible. Second, a privacy-preserving graph-based XGBoost pipeline leveraging Graph Feature Preprocessor (GFP) was successfully developed. Experiments demonstrated strong predictive performance, with the XGBoost model consistently achieving over 99% accuracy, F1-score, precision, and recall on the balanced AML dataset in both unencrypted and FHE-encrypted inference settings. On the imbalanced dataset, the incorporation of graph-based features improved the F1-score by 8%. The research highlights the need to balance the trade-off between privacy and computational efficiency.
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