Machine learning models using transaction records as inputs are popular among financial institutions. The most efficient models use deep-learning architectures similar to those in the NLP community, posing a challenge due to their tremendous number of parameters and limited robustness. In particular, deep-learning models are vulnerable to adversarial attacks: a little change in the input harms the model's output. In this work, we examine adversarial attacks on transaction records data and defences from these attacks. The transaction records data have a different structure than the canonical NLP or time series data, as neighbouring records are less connected than words in sentences, and each record consists of both discrete merchant code and continuous transaction amount. We consider a black-box attack scenario, where the attack doesn't know the true decision model, and pay special attention to adding transaction tokens to the end of a sequence. These limitations provide more realistic scenario, previously unexplored in NLP world. The proposed adversarial attacks and the respective defences demonstrate remarkable performance using relevant datasets from the financial industry. Our results show that a couple of generated transactions are sufficient to fool a deep-learning model. Further, we improve model robustness via adversarial training or separate adversarial examples detection. This work shows that embedding protection from adversarial attacks improves model robustness, allowing a wider adoption of deep models for transaction records in banking and finance.
翻译:使用交易记录作为投入的机器学习模式在金融机构中很受欢迎。 效率最高的模型使用类似NLP社区的深层次学习结构,由于参数数量众多,而且稳健度有限,因此构成挑战。 特别是,深层次学习模式容易受到对抗性攻击:输入稍有变化会损害模型的输出。 在这项工作中,我们检查对交易记录数据的对抗性攻击和这些攻击的防御性。 拟议的对抗性攻击和各自的防御性数据有着不同的结构,因为邻近的NLP或时间序列数据,因为相邻的记录没有像判决中的文字那样连接,而且每份记录都包含离散的商法典和连续交易数量。 我们考虑黑盒攻击情景,因为攻击者并不了解真正的决定模式,并特别注意给一个序列的结尾添加交易符号。 这些限制提供了更现实的情景,以前在NLP世界尚未探索过。 拟议的对抗性攻击和各自的防御性攻击性数据显示利用金融行业的相关数据集的出色表现。 我们的结果表明, 几个生成的交易都足以欺骗一个深层次的学习模式和连续交易数量。 我们考虑一个黑箱攻击性攻击性模型, 我们从对抗性研究模型中改进了一个更牢固的模型, 通过对抗性示范性记录, 改进了银行攻击性示范性记录, 改进了一种不同的对抗性攻击性研究。