Alleviating the Inconsistency Problem of Applying Graph Neural Network to Fraud Detection

Abstract

Graph-based models have been widely used to fraud detection tasks. Owing to the development of Graph Neural Networks∼(GNNs), recent works have proposed many GNN-based fraud detectors based on either homogeneous or heterogeneous graphs. These works leverage existing GNNs and aggregate the neighborhood information to learn the node embeddings, which relies on the assumption that the neighbors share similar context, features, and relations. However, the inconsistency problem incurred by fraudsters is hardly investigated, i.e., the context inconsistency, feature inconsistency, and relation inconsistency. In this paper, we introduce these inconsistencies and design a new GNN framework, GraphConsis, to tackle the inconsistency problem: (1) for the context inconsistency, we propose to combine the context embeddings with node features; (2) for the feature inconsistency, we design a consistency score to filter the inconsistent neighbors and generate corresponding sampling probability; (3) for the relation inconsistency, we learn the relation attention weights associated with the sampled nodes. Empirical analysis on four datasets demonstrates that the inconsistency problem is critical in fraud detection tasks. Extensive experiments show the effectiveness of GraphConsis. We also released a GNN-based fraud detection toolbox with implementations of SOTA models. The code is available at\urlhttps://github.com/safe-graph/DGFraud.