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Generative Pretraining at Scale: Transformer-Based Encoding of Transactional Behavior for Fraud Detection

2023-12-22 · Ze Yu Zhao, Zheng Zhu, Guilin Li, Wenhan Wang, Bo wang

In this work, we introduce an innovative autoregressive model leveraging Generative Pretrained Transformer (GPT) architectures, tailored for fraud detection in payment systems. Our approach innovatively confronts token explosion and reconstructs behavioral sequences, providing a nuanced understanding of transactional behavior through temporal and contextual analysis. Utilizing unsupervised pretraining, our model excels in feature representation without the need for labeled data. Additionally, we integrate a differential convolutional approach to enhance anomaly detection, bolstering the security and efficacy of one of the largest online payment merchants in China. The scalability and adaptability of our model promise broad applicability in various transactional contexts.

📄 PDF Abstract BibTeX arXiv:2312.14406

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Tasks

Anomaly DetectionFraud Detection

Methods 이 논문이 사용한 방법론

Multi-Head Attention 설명 없음
Attention 설명 없음
Linear Layer A Linear Layer is a projection $\mathbf{XW + b}$.
Dense Connections Dense Connections, or Fully Connected Connections, are a type of layer in a deep neural network that use a linear operation where every input is connected to every output…
Position-Wise Feed-Forward Layer 설명 없음
Absolute Position Encodings Absolute Position Encodings are a type of position embeddings for [Transformer-based models] where positional encodings are…
Dropout Dropout is a regularization technique for neural networks that drops a unit (along with connections) at training time with a specified probability $p$ (a common value is…
Layer Normalization Unlike batch normalization, Layer Normalization directly estimates the normalization statistics from the summed inputs…

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