FraudFox动态调整欺诈检测权重,优化决策以减少人工审查负担。
FraudFox: Adaptable Fraud Detection in the Real World
- 用扩展卡尔曼滤波动态更新各风险模块权重
- 在有限调查资源下实现损失最小化的交易决策
- 可适应欺诈者行为变化,已在亚马逊生产环境部署
本文提出FraudFox,解决资源受限环境下的对抗性欺诈检测问题。核心问题包括:如何评估用户如'Smith'在周一凌晨3点购买500美元鞋款的可疑程度?如何在对抗环境下融合多个风险评估模块('oracles')的风险评分?更重要的是,基于历史订单、价格及后续结果,结合业务目标与限制(如最多可开展x次人工调查或最多容忍y美元欺诈损失),应选择哪些交易自动通过,哪些提交人工审查?针对第一个问题(oracle加权),采用扩展卡尔曼滤波实现各模块权重的动态持续更新;针对第二个问题,推导最优决策边界并计算帕累托最优解集,支持多种假设情景分析。系统具备可扩展性,能适应欺诈者行为演化,已在亚马逊生产环境中上线,显著提升反欺诈子系统的性能。
原文摘要 · Abstract (English)
The proposed method (FraudFox) provides solutions to adversarial attacks in a resource constrained environment. We focus on questions like the following: How suspicious is `Smith', trying to buy \$500 shoes, on Monday 3am? How to merge the risk scores, from a handful of risk-assessment modules (`oracles') in an adversarial environment? More importantly, given historical data (orders, prices, and what-happened afterwards), and business goals/restrictions, which transactions, like the `Smith' transaction above, which ones should we `pass', versus send to human investigators? The business restrictions could be: `at most $x$ investigations are feasible', or `at most \$$y$ lost due to fraud'. These are the two research problems we focus on, in this work. One approach to address the first problem (`oracle-weighting'), is by using Extended Kalman Filters with dynamic importance weights, to automatically and continuously update our weights for each 'oracle'. For the second problem, we show how to derive an optimal decision surface, and how to compute the Pareto optimal set, to allow what-if questions. An important consideration is adaptation: Fraudsters will change their behavior, according to our past decisions; thus, we need to adapt accordingly. The resulting system, \method, is scalable, adaptable to changing fraudster behavior, effective, and already in \textbf{production} at Amazon. FraudFox augments a fraud prevention sub-system and has led to significant performance gains.
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