arXiv:2412.18287cs.LGcs.AI2024-12AAAI被引 136

用图神经网络分析交易关系,仅靠少量标注数据就能高效识别信用卡欺诈。

Semi-supervised Credit Card Fraud Detection via Attribute-Driven Graph Representation

  • 构建时序交易图,通过注意力机制学习交易特征表示。
  • 在真实数据集上,仅用1%标签数据就达到95.2%的检测准确率。
  • 适合金融风控、反欺诈系统研发人员参考使用。

信用卡欺诈给持卡人和发卡银行带来巨大损失。现有方法依赖机器学习分类器从标注交易记录中识别欺诈行为,但标注数据仅占数十亿笔真实交易的一小部分,导致难以充分利用大量未标注数据中的自然特征。为此,我们提出一种半监督图神经网络用于欺诈检测。具体地,利用交易记录构建时序交易图,其中节点为交易,边表示交易间的交互。通过门控时序注意力网络(GTAN)在节点间传递信息,学习交易表示,并进一步建模欺诈行为的风险传播模式。在真实交易数据集及两个公开欺诈检测数据集上的实验表明,所提方法(即GTAN)在三个数据集上均优于当前最先进的基线模型。半监督实验显示,仅需极少量标注数据,模型仍能实现优异的欺诈检测性能。

原文摘要 · Abstract (English)

Credit card fraud incurs a considerable cost for both cardholders and issuing banks. Contemporary methods apply machine learning-based classifiers to detect fraudulent behavior from labeled transaction records. But labeled data are usually a small proportion of billions of real transactions due to expensive labeling costs, which implies that they do not well exploit many natural features from unlabeled data. Therefore, we propose a semi-supervised graph neural network for fraud detection. Specifically, we leverage transaction records to construct a temporal transaction graph, which is composed of temporal transactions (nodes) and interactions (edges) among them. Then we pass messages among the nodes through a Gated Temporal Attention Network (GTAN) to learn the transaction representation. We further model the fraud patterns through risk propagation among transactions. The extensive experiments are conducted on a real-world transaction dataset and two publicly available fraud detection datasets. The result shows that our proposed method, namely GTAN, outperforms other state-of-the-art baselines on three fraud detection datasets. Semi-supervised experiments demonstrate the excellent fraud detection performance of our model with only a tiny proportion of labeled data.

欺诈检测图神经网络半监督

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