No Arabic abstract
Statistical divergence is widely applied in multimedia processing, basically due to regularity and interpretable features displayed in data. However, in a broader range of data realm, these advantages may no longer be feasible, and therefore a more general approach is required. In data detection, statistical divergence can be used as a similarity measurement based on collective features. In this paper, we present a collective detection technique based on statistical divergence. The technique extracts distribution similarities among data collections, and then uses the statistical divergence to detect collective anomalies. Evaluation shows that it is applicable in the real world.
Modern fraudsters write malicious programs to coordinate a group of accounts to commit collective fraud for illegal profits in online platforms. These programs have access to a set of finite resources - a set of IPs, devices, and accounts etc. and sometime manipulate fake accounts to collaboratively attack the target system. Inspired by these observations, we share our experience in building two real-time risk control systems to detect collective fraud. We show that with TigerGraph, a powerful graph database, and its innovative query language - GSQL, data scientists and fraud experts can conveniently implement and deploy an end-to-end risk control system as a graph database application.
Payment card fraud causes multibillion dollar losses for banks and merchants worldwide, often fueling complex criminal activities. To address this, many real-time fraud detection systems use tree-based models, demanding complex feature engineering systems to efficiently enrich transactions with historical data while complying with millisecond-level latencies. In this work, we do not require those expensive features by using recurrent neural networks and treating payments as an interleaved sequence, where the history of each card is an unbounded, irregular sub-sequence. We present a complete RNN framework to detect fraud in real-time, proposing an efficient ML pipeline from preprocessing to deployment. We show that these feature-free, multi-sequence RNNs outperform state-of-the-art models saving millions of dollars in fraud detection and using fewer computational resources.
The application of machine learning to support the processing of large datasets holds promise in many industries, including financial services. However, practical issues for the full adoption of machine learning remain with the focus being on understanding and being able to explain the decisions and predictions made by complex models. In this paper, we explore explainability methods in the domain of real-time fraud detection by investigating the selection of appropriate background datasets and runtime trade-offs on both supervised and unsupervised models.
With the widely used smart meters in the energy sector, anomaly detection becomes a crucial mean to study the unusual consumption behaviors of customers, and to discover unexpected events of using energy promptly. Detecting consumption anomalies is, essentially, a real-time big data analytics problem, which does data mining on a large amount of parallel data streams from smart meters. In this paper, we propose a supervised learning and statistical-based anomaly detection method, and implement a Lambda system using the in-memory distributed computing framework, Spark and its extension Spark Streaming. The system supports not only iterative detection model refreshment from scalable data sets, but also real-time detection on scalable live data streams. This paper empirically evaluates the system and the detection algorithm, and the results show the effectiveness and the scalability of the proposed lambda detection system.
Many online applications, such as online social networks or knowledge bases, are often attacked by malicious users who commit different types of actions such as vandalism on Wikipedia or fraudulent reviews on eBay. Currently, most of the fraud detection approaches require a training dataset that contains records of both benign and malicious users. However, in practice, there are often no or very few records of malicious users. In this paper, we develop one-class adversarial nets (OCAN) for fraud detection using training data with only benign users. OCAN first uses LSTM-Autoencoder to learn the representations of benign users from their sequences of online activities. It then detects malicious users by training a discriminator with a complementary GAN model that is different from the regular GAN model. Experimental results show that our OCAN outperforms the state-of-the-art one-class classification models and achieves comparable performance with the latest multi-source LSTM model that requires both benign and malicious users in the training phase.