通过单边采样加速图神经网络,提升反欺诈检测效率与泛化能力
Graph Neural Network with One-side Edge Sampling for Fraud Detection
- 基于边分类置信度进行单边采样,动态筛选训练边
- 在浅层与深层模型上均减少训练时间并提升准确率
- 有效缓解过平滑与过拟合,适合大规模金融图数据
金融欺诈是金融领域的重要问题,常导致严重后果。近年来,图神经网络(GNN)被证明是有效的检测方法,但其在大规模数据下训练缓慢且计算开销大。此外,为捕捉复杂欺诈模式,模型需深层结构,但易引发过拟合或过平滑问题:过拟合降低模型在未见数据上的泛化能力,过平滑则因过度聚合邻域信息导致节点特征趋于一致。本文提出一种名为单边边采样(One-Side Edge Sampling, OES)的方法,利用边分类任务的预测置信度,在若干轮次中对输入图进行边采样,以降低计算负担并缓解上述问题。通过理论分析解释其抑制过平滑的机制,并在两个数据集上使用多种GNN模型进行实验验证。结果表明,OES在浅层与深层架构中均能提升性能并缩短训练时间。
原文摘要 · Abstract (English)
Financial fraud is always a major problem in the field of finance, as it can cause significant consequences. As a result, many approaches have been designed to detect it, and lately Graph Neural Networks (GNNs) have been demonstrated as a competent candidate. However, when trained with a large amount of data, they are slow and computationally demanding. In addition, GNNs may need a deep architecture to detect complex fraud patterns, but doing so may make them suffer from problems such as over-fitting or over-smoothing. Over-fitting leads to reduced generalisation of the model on unseen data, while over-smoothing causes all nodes' features to converge to a fixed point due to excessive aggregation of information from neighbouring nodes. In this research, I propose an approach called One-Side Edge Sampling (OES) that can potentially reduce training duration as well as the effects of over-smoothing and over-fitting. The approach leverages predictive confidence in an edge classification task to sample edges from the input graph during a certain number of epochs. To explain why OES can alleviate over-smoothing, I perform a theoretical analysis of the proposed approach. In addition, to validate the effect of OES, I conduct experiments using different GNNs on two datasets. The results show that OES can empirically outperform backbone models in both shallow and deep architectures while also reducing training time.
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