arXiv subjects

Gianluca Bontempi

Publications and source records attributed to Gianluca Bontempi.

29 records · Page 2Linked to original sources

arXiv2023

Adversarial Learning in Real-World Fraud Detection: Challenges and Perspectives

Data economy relies on data-driven systems and complex machine learning applications are fueled by them. Unfortunately, however, machine learning models are exposed to fraudulent activities and adversarial attacks, which threaten their security and trustworthiness. In the last decade or so, the research interest on adversarial machine learning has grown significantly, revealing how learning applications could be severely impacted by effective attacks. Although early results of adversarial machine learning indicate the huge potential of the approach to specific domains such as image processing, still there is a gap in both the research literature and practice regarding how to generalize adversarial techniques in other domains and applications. Fraud detection is a critical defense mechanism for data economy, as it is for other applications as well, which poses several challenges for machine learning. In this work, we describe how attacks against fraud detection systems differ from other applications of adversarial machine learning, and propose a number of interesting directions to bridge this gap.

cs.LG↗

arXiv2022

Partial counterfactual identification and uplift modeling: theoretical results and real-world assessment

Counterfactuals are central in causal human reasoning and the scientific discovery process. The uplift, also called conditional average treatment effect, measures the causal effect of some action, or treatment, on the outcome of an individual. This paper discusses how it is possible to derive bounds on the probability of counterfactual statements based on uplift terms. First, we derive some original bounds on the probability of counterfactuals and we show that tightness of such bounds depends on the information of the feature set on the uplift term. Then, we propose a point estimator based on the assumption of conditional independence between the counterfactual outcomes. The quality of the bounds and the point estimators are assessed on synthetic data and a large real-world customer data set provided by a telecom company, showing significant improvement over the state of the art.

cs.LG↗

arXiv2021

Transfer Learning for Credit Card Fraud Detection: A Journey from Research to Production

The dark face of digital commerce generalization is the increase of fraud attempts. To prevent any type of attacks, state-of-the-art fraud detection systems are now embedding Machine Learning (ML) modules. The conception of such modules is only communicated at the level of research and papers mostly focus on results for isolated benchmark datasets and metrics. But research is only a part of the journey, preceded by the right formulation of the business problem and collection of data, and followed by a practical integration. In this paper, we give a wider vision of the process, on a case study of transfer learning for fraud detection, from business to research, and back to business.

cs.LG↗

arXiv2018

Streaming Active Learning Strategies for Real-Life Credit Card Fraud Detection: Assessment and Visualization

Credit card fraud detection is a very challenging problem because of the specific nature of transaction data and the labeling process. The transaction data is peculiar because they are obtained in a streaming fashion, they are strongly imbalanced and prone to non-stationarity. The labeling is the outcome of an active learning process, as every day human investigators contact only a small number of cardholders (associated to the riskiest transactions) and obtain the class (fraud or genuine) of the related transactions. An adequate selection of the set of cardholders is therefore crucial for an efficient fraud detection process. In this paper, we present a number of active learning strategies and we investigate their fraud detection accuracies. We compare different criteria (supervised, semi-supervised and unsupervised) to query unlabeled transactions. Finally, we highlight the existence of an exploitation/exploration trade-off for active learning in the context of fraud detection, which has so far been overlooked in the literature.

cs.LG↗

arXiv2017

SCARFF: a Scalable Framework for Streaming Credit Card Fraud Detection with Spark

The expansion of the electronic commerce, together with an increasing confidence of customers in electronic payments, makes of fraud detection a critical factor. Detecting frauds in (nearly) real time setting demands the design and the implementation of scalable learning techniques able to ingest and analyse massive amounts of streaming data. Recent advances in analytics and the availability of open source solutions for Big Data storage and processing open new perspectives to the fraud detection field. In this paper we present a SCAlable Real-time Fraud Finder (SCARFF) which integrates Big Data tools (Kafka, Spark and Cassandra) with a machine learning approach which deals with imbalance, nonstationarity and feedback latency. Experimental results on a massive dataset of real credit card transactions show that this framework is scalable, efficient and accurate over a big stream of transactions.

cs.DC↗

arXiv2017

Feature selection in high-dimensional dataset using MapReduce

This paper describes a distributed MapReduce implementation of the minimum Redundancy Maximum Relevance algorithm, a popular feature selection method in bioinformatics and network inference problems. The proposed approach handles both tall/narrow and wide/short datasets. We further provide an open source implementation based on Hadoop/Spark, and illustrate its scalability on datasets involving millions of observations or features.

cs.DC↗

arXiv2016

OpenTED Browser: Insights into European Public Spendings

We present the OpenTED browser, a Web application allowing to interactively browse public spending data related to public procurements in the European Union. The application relies on Open Data recently published by the European Commission and the Publications Office of the European Union, from which we imported a curated dataset of 4.2 million contract award notices spanning the period 2006-2015. The application is designed to easily filter notices and visualise relationships between public contracting authorities and private contractors. The simple design allows for example to quickly find information about who the biggest suppliers of local governments are, and the nature of the contracted goods and services. We believe the tool, which we make Open Source, is a valuable source of information for journalists, NGOs, analysts and citizens for getting information on public procurement data, from large scale trends to local municipal developments.

cs.CY↗

arXiv2014

From dependency to causality: a machine learning approach

The relationship between statistical dependency and causality lies at the heart of all statistical approaches to causal inference. Recent results in the ChaLearn cause-effect pair challenge have shown that causal directionality can be inferred with good accuracy also in Markov indistinguishable configurations thanks to data driven approaches. This paper proposes a supervised machine learning approach to infer the existence of a directed causal link between two variables in multivariate settings with $n>2$ variables. The approach relies on the asymmetry of some conditional (in)dependence relations between the members of the Markov blankets of two variables causally connected. Our results show that supervised learning methods may be successfully used to extract causal information on the basis of asymmetric statistical descriptors also for $n>2$ variate distributions.

cs.LG↗

arXiv2014

Optimizing Component Combination in a Multi-Indexing Paragraph Retrieval System

We demonstrate a method to optimize the combination of distinct components in a paragraph retrieval system. Our system makes use of several indices, query generators and filters, each of them potentially contributing to the quality of the returned list of results. The components are combined with a weighed sum, and we optimize the weights using a heuristic optimization algorithm. This allows us to maximize the quality of our results, but also to determine which components are most valuable in our system. We evaluate our approach on the paragraph selection task of a Question Answering dataset.

cs.IR↗

arXiv2011

A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition

Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for multi-step ahead forecasting and comparing them in theoretical and practical terms. To attain such an objective, we performed a large scale comparison of these different strategies using a large experimental benchmark (namely the 111 series from the NN5 forecasting competition). In addition, we considered the effects of deseasonalization, input variable selection, and forecast combination on these strategies and on multi-step ahead forecasting at large. The following three findings appear to be consistently supported by the experimental results: Multiple-Output strategies are the best performing approaches, deseasonalization leads to uniformly improved forecast accuracy, and input selection is more effective when performed in conjunction with deseasonalization.

stat.ML↗

arXiv2010

Distributed Principal Component Analysis for Wireless Sensor Networks

The Principal Component Analysis (PCA) is a data dimensionality reduction technique well-suited for processing data from sensor networks. It can be applied to tasks like compression, event detection, and event recognition. This technique is based on a linear transform where the sensor measurements are projected on a set of principal components. When sensor measurements are correlated, a small set of principal components can explain most of the measurements variability. This allows to significantly decrease the amount of radio communication and of energy consumption. In this paper, we show that the power iteration method can be distributed in a sensor network in order to compute an approximation of the principal components. The proposed implementation relies on an aggregation service, which has recently been shown to provide a suitable framework for distributing the computation of a linear transform within a sensor network. We also extend this previous work by providing a detailed analysis of the computational, memory, and communication costs involved. A compression experiment involving real data validates the algorithm and illustrates the tradeoffs between accuracy and communication costs.

cs.NI↗