SAFE: A Neural Survival Analysis Model for Fraud Early Detection

Many online platforms have deployed anti-fraud systems to detect and prevent fraudulent activities. However, there is usually a gap between the time that a user commits a fraudulent action and the time that the user is suspended by the platform. How to detect fraudsters in time is a challenging problem. Most of the existing approaches adopt classifiers to predict fraudsters given their activity sequences along time. The main drawback of classification models is that the prediction results between consecutive timestamps are often inconsistent. In this paper, we propose a survival analysis based fraud early detection model, SAFE, which maps dynamic user activities to survival probabilities that are guaranteed to be monotonically decreasing along time. SAFE adopts recurrent neural network (RNN) to handle user activity sequences and directly outputs hazard values at each timestamp, and then, survival probability derived from hazard values is deployed to achieve consistent predictions. Because we only observe the user suspended time instead of the fraudulent activity time in the training data, we revise the loss function of the regular survival model to achieve fraud early detection. Experimental results on two real world datasets demonstrate that SAFE outperforms both the survival analysis model and recurrent neural network model alone as well as state-of-the-art fraud early detection approaches.Comment: To appear in AAAI-201

Task-specific Word Identification from Short Texts Using a Convolutional Neural Network

Task-specific word identification aims to choose the task-related words that best describe a short text. Existing approaches require well-defined seed words or lexical dictionaries (e.g., WordNet), which are often unavailable for many applications such as social discrimination detection and fake review detection. However, we often have a set of labeled short texts where each short text has a task-related class label, e.g., discriminatory or non-discriminatory, specified by users or learned by classification algorithms. In this paper, we focus on identifying task-specific words and phrases from short texts by exploiting their class labels rather than using seed words or lexical dictionaries. We consider the task-specific word and phrase identification as feature learning. We train a convolutional neural network over a set of labeled texts and use score vectors to localize the task-specific words and phrases. Experimental results on sentiment word identification show that our approach significantly outperforms existing methods. We further conduct two case studies to show the effectiveness of our approach. One case study on a crawled tweets dataset demonstrates that our approach can successfully capture the discrimination-related words/phrases. The other case study on fake review detection shows that our approach can identify the fake-review words/phrases.Comment: accepted by Intelligent Data Analysis, an International Journa

Spectrum-based deep neural networks for fraud detection

In this paper, we focus on fraud detection on a signed graph with only a small set of labeled training data. We propose a novel framework that combines deep neural networks and spectral graph analysis. In particular, we use the node projection (called as spectral coordinate) in the low dimensional spectral space of the graph's adjacency matrix as input of deep neural networks. Spectral coordinates in the spectral space capture the most useful topology information of the network. Due to the small dimension of spectral coordinates (compared with the dimension of the adjacency matrix derived from a graph), training deep neural networks becomes feasible. We develop and evaluate two neural networks, deep autoencoder and convolutional neural network, in our fraud detection framework. Experimental results on a real signed graph show that our spectrum based deep neural networks are effective in fraud detection

Robust Fraud Detection via Supervised Contrastive Learning

Deep learning models have recently become popular for detecting malicious user activity sessions in computing platforms. In many real-world scenarios, only a few labeled malicious and a large amount of normal sessions are available. These few labeled malicious sessions usually do not cover the entire diversity of all possible malicious sessions. In many scenarios, possible malicious sessions can be highly diverse. As a consequence, learned session representations of deep learning models can become ineffective in achieving a good generalization performance for unseen malicious sessions. To tackle this open-set fraud detection challenge, we propose a robust supervised contrastive learning based framework called ConRo, which specifically operates in the scenario where only a few malicious sessions having limited diversity is available. ConRo applies an effective data augmentation strategy to generate diverse potential malicious sessions. By employing these generated and available training set sessions, ConRo derives separable representations w.r.t open-set fraud detection task by leveraging supervised contrastive learning. We empirically evaluate our ConRo framework and other state-of-the-art baselines on benchmark datasets. Our ConRo framework demonstrates noticeable performance improvement over state-of-the-art baselines.Comment: 16 pages, 5 figures, and 3 table

Fine-grained Anomaly Detection in Sequential Data via Counterfactual Explanations

Anomaly detection in sequential data has been studied for a long time because of its potential in various applications, such as detecting abnormal system behaviors from log data. Although many approaches can achieve good performance on anomalous sequence detection, how to identify the anomalous entries in sequences is still challenging due to a lack of information at the entry-level. In this work, we propose a novel framework called CFDet for fine-grained anomalous entry detection. CFDet leverages the idea of interpretable machine learning. Given a sequence that is detected as anomalous, we can consider anomalous entry detection as an interpretable machine learning task because identifying anomalous entries in the sequence is to provide an interpretation to the detection result. We make use of the deep support vector data description (Deep SVDD) approach to detect anomalous sequences and propose a novel counterfactual interpretation-based approach to identify anomalous entries in the sequences. Experimental results on three datasets show that CFDet can correctly detect anomalous entries

One-Class Adversarial Nets for Fraud Detection

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.Comment: Update Fig 2, add Fig 7, and add reference