图表示学习方法在消费金融领域团伙欺诈检测中的研究

消费金融的欺诈检测是学术界和产业界的一个重要问题,现阶段比较流行的做法是利用机器学习方法通过提取用户的固有特征来实现。随着团伙化欺诈的出现,传统的机器学习方法在欺诈用户样本数量小及特征数据不足的情况下,显得无能为力。团伙欺诈用户之间有很强的关联关系,该文利用用户间的通话数据构建用户关联网络,通过网络统计指标和DeepWalk算法提取用户节点的图特征,充分利用图的拓扑结构信息和邻居节点信息,将其与用户固有特征一起作为特征输入,使用LightGBM模型对上述多种特征进行学习。实验结果表明,采用图表示学习方法后,AUC指标与仅使用用户固有特征相比提高了7.3%。

Graph Representation Learning Based Group Fraud Risk Detection in the Consumer Finance Domain

Fraud detection in consumer finance is an important issue in both academic and industrial community. With the emergence of group fraud, classical machine learning methods doesn’t work well due to the small number of fraudulent users and insufficient feature data. Since group fraudulent users are closely related, this paper investigates to construct a user-related network by the phone call data between users. The user feature in the graph is extracted through network statistical indicators and Deepwalk algorithm, making full use of the topological structure information and the neighboring information. The above information, together with the user’s inherent characteristics, are input to the LightGBM model. The experimental results show that with the graph representation learning method, the AUC is improved by 7.3% compared with using only inherent features.