Securing the deep fraud detector in large-scale e-commerce platform via adversarial machine learning approach

Abstract

Fraud transactions are one of the major threats faced by online e-commerce platforms. Recently, deep learning based classifiers have been deployed to detect fraud transactions. Inspired by findings on adversarial examples, this paper is the first to analyze the vulnerability of deep fraud detector to slight perturbations on input transactions, which is very challenging since the sparsity and discretization of transaction data result in a non-convex discrete optimization. Inspired by the iterative Fast Gradient Sign Method (FGSM) for the L∞ attack, we first propose the Iterative Fast Coordinate Method (IFCM) for discrete L1 and L2 attacks which is efficient to generate large amounts of instances with satisfactory effectiveness. We then provide two novel attack algorithms to solve the discrete optimization. The first one is the Augmented Iterative Search (AIS) algorithm, which repeatedly searches for effective “simple" perturbation. The second one is called the Rounded Relaxation with Reparameterization (R3), which rounds the solution obtained by solving a relaxed and unconstrained optimization problem with reparameterization tricks. Finally, we conduct extensive experimental evaluation on the deployed fraud detector in TaoBao, one of the largest e-commerce platforms in the world, with millions of real-world transactions. Results show that (i) The deployed detector is highly vulnerable to attacks as the average precision is decreased from nearly 90% to as low as 20% with little perturbations; (ii) Our proposed attacks significantly outperform the adaptions of the state-of-the-art attacks. (iii) The model trained with an adversarial training process is significantly robust against attacks and performs well on the unperturbed data.