Improving Fraud Detection via Hierarchical Attention-based Graph Neural Network (2202.06096v2)

Abstract: Graph neural networks (GNN) have emerged as a powerful tool for fraud detection tasks, where fraudulent nodes are identified by aggregating neighbor information via different relations. To get around such detection, crafty fraudsters resort to camouflage via connecting to legitimate users (i.e., relation camouflage) or providing seemingly legitimate feedbacks (i.e., feature camouflage). A wide-spread solution reinforces the GNN aggregation process with neighbor selectors according to original node features. This method may carry limitations when identifying fraudsters not only with the relation camouflage, but with the feature camouflage making them hard to distinguish from their legitimate neighbors. In this paper, we propose a Hierarchical Attention-based Graph Neural Network (HA-GNN) for fraud detection, which incorporates weighted adjacency matrices across different relations against camouflage. This is motivated in the Relational Density Theory and is exploited for forming a hierarchical attention-based graph neural network. Specifically, we design a relation attention module to reflect the tie strength between two nodes, while a neighborhood attention module to capture the long-range structural affinity associated with the graph. We generate node embeddings by aggregating information from local/long-range structures and original node features. Experiments on three real-world datasets demonstrate the effectiveness of our model over the state-of-the-arts.