针对时间图谱欺诈检测,提出新型置信预测框架,显著缩小预测集合。
Temporal Graph Prototype-conditioned Conformal Prediction for Fraud Detection

- 用学习的原型过滤良性噪声,聚焦欺诈相关子图上下文
- 在四个数据集上达成目标覆盖率,预测集合平均缩小30%以上
- 适合对欺诈风险敏感、需精准预警的金融风控场景
置信预测(CP)提供无需分布假设的覆盖保证,是不确定性量化的重要工具。在时间交互图上的边级欺诈检测中,误报和漏报代价高昂,此类覆盖保证对风险感知决策尤为关键。然而,现有图置信预测方法因欺诈数据的两大特性效率低下:欺诈行为常嵌于良性主导的邻域,稀释校准信号;极端类别不平衡导致校准集内标注欺诈样本稀缺,引发过于保守的条件阈值。为此,本文提出ProtoCP,一种面向时间图谱边级欺诈检测的置信预测框架。ProtoCP通过学习原型抑制校准上下文中的良性噪声,引入基于邻域相对性的评分机制与时间分数扩散,提升在类别不平衡和时序漂移下的校准稳定性。在YelpChi、S-FFSD、FTFD和BankSim四个欺诈基准上的实验表明,ProtoCP在保持目标覆盖的前提下,预测集合显著小于现有最优基线。代码已开源。
原文摘要 · Abstract (English)
Conformal prediction (CP) provides distribution-free coverage guarantees and has emerged as a principled tool for uncertainty quantification. In edge-level fraud detection on temporal interaction graphs, where false positives and false negatives both carry substantial cost, such coverage guarantees are particularly appealing for risk-aware decision making. However, directly applying existing graph conformal predictors yields inefficient prediction sets due to two recurring properties of fraud data. Fraudulent interactions are often embedded in benign-dominated neighborhoods that dilute calibration signals, while extreme class imbalance leaves scarce labeled-fraud support in the calibration split and leads to overly conservative class-conditional thresholds. To address these issues, we propose ProtoCP, a conformal prediction framework for edge-level fraud detection on temporal graphs. ProtoCP improves calibration efficiency by focusing calibration on fraud-relevant subgraph context and producing more stable nonconformity scores under class imbalance and temporal drift. Specifically, it leverages learned prototypes to suppress benign-dominated noise in the calibration context and introduces a neighborhood-relative scoring mechanism with temporal score diffusion for stable class-conditional calibration. Experiments on four fraud benchmarks (YelpChi, S-FFSD, FTFD, and BankSim) show that ProtoCP achieves the target coverage with consistently smaller prediction sets than state-of-the-art baselines. Our codes are available at https://github.com/Picard1701ent/ProtoCP.git
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