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Cost-sensitive Learning for Credit Card Fraud Detection

신용카드 사기 검출을 위한 비용 기반 학습에 관한 연구

  • Park Lae-Jeong (Department of Electronics Engineering Kangnung National University)
  • 박래정 (강릉대학교 정보전자공학부 전자공학)
  • Published : 2005.10.01

Abstract

The main objective of fraud detection is to minimize costs or losses that are incurred due to fraudulent transactions. Because of the problem's nature such as highly skewed, overlapping class distribution and non-uniform misclassification costs, it is, however, practically difficult to generate a classifier that is near-optimal in terms of classification costs at a desired operating range of rejection rates. This paper defines a performance measure that reflects classifier's costs at a specific operating range and offers a cost-sensitive learning approach that enables us to train classifiers suitable for real-world credit card fraud detection by directly optimizing the performance measure with evolutionary programming. The experimental results demonstrate that the proposed approach provides an effective way of training cost-sensitive classifiers for successful fraud detection, compared to other training methods.

사기 검출의 주목적은 사기 거래로 인해 발생하는 손실을 최소화하는 것이다. 하지만, 사기 검출 문제의 특이한 속성, 즉 불균형하고 중첩이 심한 클래스 분포와 비균일한 오분류 비용으로 인해, 실제로 희망하는 거절율 동작 영역에서의 분류비용 측면의 최적 분류기를 생성하는 것이 용이하지 않다. 본 논문에서는, 특정 동작 영역에서의 분류기의 분류 비용을 정의하고, 진화 탐색을 이용하여 이를 직접적으로 최적화함으로써, 실제 신용카드 사기 검출에 적합한 분류기를 학습할 수 있는 비용 기반 학습 방법을 제시한다. 신용카드 거래 데이터를 사용한 실험을 통해, 제시한 방법이 타 학습 방법에 비해 비용에 민감한 분류기를 학습할 수 있는 효과적인 방법임을 보인다.

Keywords

References

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