Credit card fraud has emerged as major problem in the electronic payment sector. In this survey, we study data-driven credit card fraud detection particularities and several machine learning methods to address each of its intricate challenges with the goal to identify fraudulent transactions that have been issued illegitimately on behalf of the rightful card owner. In particular, we first characterize a typical credit card detection task: the dataset and its attributes, the metric choice along with some methods to handle such unbalanced datasets. These questions are the entry point of every credit card fraud detection problem. Then we focus on dataset shift (sometimes called concept drift), which refers to the fact that the underlying distribution generating the dataset evolves over times: For example, card holders may change their buying habits over seasons and fraudsters may adapt their strategies. This phenomenon may hinder the usage of machine learning methods for real world datasets such as credit card transactions datasets. Afterwards we highlights different approaches used in order to capture the sequential properties of credit card transactions. These approaches range from feature engineering techniques (transactions aggregations for example) to proper sequence modeling methods such as recurrent neural networks (LSTM) or graphical models (hidden markov models).
翻译:信用卡欺诈已成为电子支付部门的主要问题。在本次调查中,我们研究了以数据驱动的信用卡欺诈检测特征和若干机器学习方法,以应对其各种复杂挑战,目的是查明非法以合法卡拥有者名义发行的欺诈性交易。特别是,我们首先将典型的信用卡检测任务定性为:数据集及其属性、衡量选择以及处理这种不平衡的数据集的某些方法。这些问题是每个信用卡欺诈检测问题的切入点。然后我们侧重于数据集转换(有时称为概念漂移),这是指生成数据集的基本分销系统会随着时间的变化而变化:例如,持卡者可能会改变其季节性购买习惯,欺诈者可能会调整其战略。这种现象可能会妨碍使用机器学习方法建立真实世界数据集,如信用卡交易数据集。之后,我们着重指出了用来捕捉信用卡交易的顺序属性的不同方法。这些方法从特征工程技术(例如交易汇总)到正常的神经网络(LSTM)或图形模型(hidenmarkov模型)等适当的序列模型。