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Justin Tittelfitz

Publications and source records attributed to Justin Tittelfitz.

4 recordsLinked to original sources

FPR Estimation for Fraud Detection in the Presence of Class-Conditional Label Noise

We consider the problem of estimating the false-/ true-positive-rate (FPR/TPR) for a binary classification model when there are incorrect labels (label noise) in the validation set. Our motivating application is fraud prevention where accurate estimates of FPR are critical to preserving the experience for good customers, and where label noise is highly asymmetric. Existing methods seek to minimize the total error in the cleaning process - to avoid cleaning examples that are not noise, and to ensure cleaning of examples that are. This is an important measure of accuracy but insufficient to guarantee good estimates of the true FPR or TPR for a model, and we show that using the model to directly clean its own validation data leads to underestimates even if total error is low. This indicates a need for researchers to pursue methods that not only reduce total error but also seek to de-correlate cleaning error with model scores.

cs.LG

Fraud Dataset Benchmark and Applications

Standardized datasets and benchmarks have spurred innovations in computer vision, natural language processing, multi-modal and tabular settings. We note that, as compared to other well researched fields, fraud detection has unique challenges: high-class imbalance, diverse feature types, frequently changing fraud patterns, and adversarial nature of the problem. Due to these, the modeling approaches evaluated on datasets from other research fields may not work well for the fraud detection. In this paper, we introduce Fraud Dataset Benchmark (FDB), a compilation of publicly available datasets catered to fraud detection FDB comprises variety of fraud related tasks, ranging from identifying fraudulent card-not-present transactions, detecting bot attacks, classifying malicious URLs, estimating risk of loan default to content moderation. The Python based library for FDB provides a consistent API for data loading with standardized training and testing splits. We demonstrate several applications of FDB that are of broad interest for fraud detection, including feature engineering, comparison of supervised learning algorithms, label noise removal, class-imbalance treatment and semi-supervised learning. We hope that FDB provides a common playground for researchers and practitioners in the fraud detection domain to develop robust and customized machine learning techniques targeting various fraud use cases.

cs.LG

Uniqueness for a seismic inverse source problem modeling a subsonic rupture

We consider an inverse problem for an inhomogeneous wave equation with discrete-in-time sources, modeling a seismic rupture. We assume that the sources occur along a path with subsonic velocity, and that data are collected over time on some detection surface. We explore the question of uniqueness for these problems, show how to recover the times and locations of sources microlocally, and then reconstruct the smooth part of the source assuming that it is the same at each source location.

math.AP

Thermoacoustic Tomography in Elastic Media

We investigate the problem of recovering the initial displacement f for a solution u of a linear, isotropic, non-homogeneous elastic wave equation, given measurements of u on [0,T] x \partial Ω, where Ω\subset\R^3 is some bounded domain containing the support of f. For the acoustic wave equation, this problem is known as thermoacoustic tomography (TAT), and has been well-studied; for the elastic wave equation, the situation is somewhat more subtle, and we give sufficient conditions on the Lamé parameters to ensure that recovery is possible.

math.AP