An Adaptive Heterogeneous Credit Card Fraud Detection Model Based on Deep Reinforcement Training Subset Selection

Heterogeneous fraud detection is an important means of credit card security assurance, which can utilize historical transaction records in a source and target domain to build an effective fraud detection model. Nevertheless, large feature distribution differences between source and target transaction instances and the complex intrinsic structure hidden behind transaction data make it difficult for existing credit card fraud detection (CCFD) models to capture and transfer the most informative feature representations and seriously hinder detection performance. In this work, we propose a novel adaptive heterogeneous CCFD model named RTAHC based on deep reinforcement training subset selection, which mainly contains two components: selection distribution generator (SDG) and transaction fraud detector (TFD, including feature extractor with an attention mechanism and classifier). The SDG can generate the selection probability distribution vector via the reinforcement reward mechanism, and then transaction instances in the source domain relevant to the target domain are selected. The feature extractor with an attention mechanism can learn the abstract deep semantic feature representations of selected source transaction instances and the target domain. The joint training of SDG and TFD can provide more real-time and accurate transaction feature representations to reduce the distribution discrepancy between the two domains. We verify the detection performance of RTAHC across a large real-world credit card transaction dataset and four public datasets. Experimental results demonstrate that the RTAHC model can exhibit competitive CCFD performance.