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基于PU learning的信用卡交易安全监管研究
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作者 陈任峰 朱鸿斌 《网络与信息安全学报》 2023年第3期73-78,共6页
目前信用卡套现手段复杂多变、虚假交易形态层出不穷,在仅有账户级套现标签数据的基础上,信用卡套现管理面临着与客户交互过程难以获取其真实交易情况的业务痛点。为了探究一种精准的信用卡虚假交易监管方法,以商业银行信用卡系统的套... 目前信用卡套现手段复杂多变、虚假交易形态层出不穷,在仅有账户级套现标签数据的基础上,信用卡套现管理面临着与客户交互过程难以获取其真实交易情况的业务痛点。为了探究一种精准的信用卡虚假交易监管方法,以商业银行信用卡系统的套现账户交易标签数据为研究对象,建立了基于PUlearning(positive-unlabeledlearning)的信用卡单笔交易安全识别模型。所提模型在样本数据标注中引入了间谍(Spy)机制,随机抽取高可靠套现交易正样本100万笔及待标注的交易样本130万笔,借助学习器预测结果分布对难以判别的非套现交易负样本进行标注,以获取相对可靠的负样本标签120万笔。基于上述正样本及标注得到的负样本数据,构建了信用卡客户属性信息、额度使用情况及交易偏好特征等120个候选变量,通过变量重要性筛选得到入模变量近50个,利用XGBoost二分类算法进行模型开发预测。结果显示,所提模型对信用卡套现虚假交易的识别准确率为94.20%,群体稳定性指标(PSI)为0.10%,表明基于PUlearning的单笔交易安全识别模型能够实现对信用卡虚假交易的有效监测。该研究改进了机器学习二分类算法在难以获取高精度样本标签数据场景下的模型判别性能,为商业银行信用卡系统交易安全监控提供了新方法。 展开更多
关键词 套现交易数据监测 信用卡系统安全监管 半监督学习 pu learning
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Self-Learning of Multivariate Time Series Using Perceptually Important Points 被引量:2
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作者 Timo Lintonen Tomi Raty 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI CSCD 2019年第6期1318-1331,共14页
In machine learning,positive-unlabelled(PU)learning is a special case within semi-supervised learning.In positiveunlabelled learning,the training set contains some positive examples and a set of unlabelled examples fr... In machine learning,positive-unlabelled(PU)learning is a special case within semi-supervised learning.In positiveunlabelled learning,the training set contains some positive examples and a set of unlabelled examples from both the positive and negative classes.Positive-unlabelled learning has gained attention in many domains,especially in time-series data,in which the obtainment of labelled data is challenging.Examples which originate from the negative class are especially difficult to acquire.Self-learning is a semi-supervised method capable of PU learning in time-series data.In the self-learning approach,observations are individually added from the unlabelled data into the positive class until a stopping criterion is reached.The model is retrained after each addition with the existent labels.The main problem in self-learning is to know when to stop the learning.There are multiple,different stopping criteria in the literature,but they tend to be inaccurate or challenging to apply.This publication proposes a novel stopping criterion,which is called Peak evaluation using perceptually important points,to address this problem for time-series data.Peak evaluation using perceptually important points is exceptional,as it does not have tunable hyperparameters,which makes it easily applicable to an unsupervised setting.Simultaneously,it is flexible as it does not make any assumptions on the balance of the dataset between the positive and the negative class. 展开更多
关键词 Positive-unlabelled(pu) learning SELF-learning stopping criterion time series
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