Wei Min

Susie Xi Rao, Clémence Lanfranchi, Shuai Zhang et al. · amazon-science, eth-zurich

At online retail platforms, detecting fraudulent accounts and transactions is crucial to improve customer experience, minimize loss, and avoid unauthorized transactions. Despite the variety of different models for deep learning on graphs, few approaches have been proposed for dealing with graphs that are both heterogeneous and dynamic. In this paper, we propose DyHGN (Dynamic Heterogeneous Graph Neural Network) and its variants to capture both temporal and heterogeneous information. We first construct dynamic heterogeneous graphs from registration and transaction data from eBay. Then, we build models with diachronic entity embedding and heterogeneous graph transformer. We also use model explainability techniques to understand the behaviors of DyHGN-* models. Our findings reveal that modelling graph dynamics with heterogeneous inputs need to be conducted with "attention" depending on the data structure, distribution, and computation cost.

Lingwei Dang, Ruizhi Shao, Hongwen Zhang et al.

Hand-Object Interaction (HOI) generation has significant application potential. However, current 3D HOI motion generation approaches heavily rely on predefined 3D object models and lab-captured motion data, limiting generalization capabilities. Meanwhile, HOI video generation methods prioritize pixel-level visual fidelity, often sacrificing physical plausibility. Recognizing that visual appearance and motion patterns share fundamental physical laws in the real world, we propose a novel framework that combines visual priors and dynamic constraints within a synchronized diffusion process to generate the HOI video and motion simultaneously. To integrate the heterogeneous semantics, appearance, and motion features, our method implements tri-modal adaptive modulation for feature aligning, coupled with 3D full-attention for modeling inter- and intra-modal dependencies. Furthermore, we introduce a vision-aware 3D interaction diffusion model that generates explicit 3D interaction sequences directly from the synchronized diffusion outputs, then feeds them back to establish a closed-loop feedback cycle. This architecture eliminates dependencies on predefined object models or explicit pose guidance while significantly enhancing video-motion consistency. Experimental results demonstrate our method's superiority over state-of-the-art approaches in generating high-fidelity, dynamically plausible HOI sequences, with notable generalization capabilities in unseen real-world scenarios. Project page at https://github.com/Droliven/SViMo_project.

Wei Min, Weiming Liang, Hang Yin et al.

In e-commerce industry, user behavior sequence data has been widely used in many business units such as search and merchandising to improve their products. However, it is rarely used in financial services not only due to its 3V characteristics - i.e. Volume, Velocity and Variety - but also due to its unstructured nature. In this paper, we propose a Financial Service scenario Deep learning based Behavior data representation method for Clustering (FinDeepBehaviorCluster) to detect fraudulent transactions. To utilize the behavior sequence data, we treat click stream data as event sequence, use time attention based Bi-LSTM to learn the sequence embedding in an unsupervised fashion, and combine them with intuitive features generated by risk experts to form a hybrid feature representation. We also propose a GPU powered HDBSCAN (pHDBSCAN) algorithm, which is an engineering optimization for the original HDBSCAN algorithm based on FAISS project, so that clustering can be carried out on hundreds of millions of transactions within a few minutes. The computation efficiency of the algorithm has increased 500 times compared with the original implementation, which makes flash fraud pattern detection feasible. Our experimental results show that the proposed FinDeepBehaviorCluster framework is able to catch missed fraudulent transactions with considerable business values. In addition, rule extraction method is applied to extract patterns from risky clusters using intuitive features, so that narrative descriptions can be attached to the risky clusters for case investigation, and unknown risk patterns can be mined for real-time fraud detection. In summary, FinDeepBehaviorCluster as a complementary risk management strategy to the existing real-time fraud detection engine, can further increase our fraud detection and proactive risk defense capabilities.

Susie Xi Rao, Shuai Zhang, Zhichao Han et al.

Massive account registration has raised concerns on risk management in e-commerce companies, especially when registration increases rapidly within a short time frame. To monitor these registrations constantly and minimize the potential loss they might incur, detecting massive registration and predicting their riskiness are necessary. In this paper, we propose a Dynamic Heterogeneous Graph Neural Network framework to capture suspicious massive registrations (DHGReg). We first construct a dynamic heterogeneous graph from the registration data, which is composed of a structural subgraph and a temporal subgraph. Then, we design an efficient architecture to predict suspicious/benign accounts. Our proposed model outperforms the baseline models and is computationally efficient in processing a dynamic heterogeneous graph constructed from a real-world dataset. In practice, the DHGReg framework would benefit the detection of suspicious registration behaviors at an early stage.

Susie Xi Rao, Shuai Zhang, Zhichao Han et al.

At online retail platforms, it is crucial to actively detect the risks of transactions to improve customer experience and minimize financial loss. In this work, we propose xFraud, an explainable fraud transaction prediction framework which is mainly composed of a detector and an explainer. The xFraud detector can effectively and efficiently predict the legitimacy of incoming transactions. Specifically, it utilizes a heterogeneous graph neural network to learn expressive representations from the informative heterogeneously typed entities in the transaction logs. The explainer in xFraud can generate meaningful and human-understandable explanations from graphs to facilitate further processes in the business unit. In our experiments with xFraud on real transaction networks with up to 1.1 billion nodes and 3.7 billion edges, xFraud is able to outperform various baseline models in many evaluation metrics while remaining scalable in distributed settings. In addition, we show that xFraud explainer can generate reasonable explanations to significantly assist the business analysis via both quantitative and qualitative evaluations.

Xupeng Miao, Nezihe Merve Gürel, Wentao Zhang et al.

Despite the wide application of Graph Convolutional Network (GCN), one major limitation is that it does not benefit from the increasing depth and suffers from the oversmoothing problem. In this work, we first characterize this phenomenon from the information-theoretic perspective and show that under certain conditions, the mutual information between the output after $l$ layers and the input of GCN converges to 0 exponentially with respect to $l$. We also show that, on the other hand, graph decomposition can potentially weaken the condition of such convergence rate, which enabled our analysis for GraphCNN. While different graph structures can only benefit from the corresponding decomposition, in practice, we propose an automatic connectivity-aware graph decomposition algorithm, DeGNN, to improve the performance of general graph neural networks. Extensive experiments on widely adopted benchmark datasets demonstrate that DeGNN can not only significantly boost the performance of corresponding GNNs, but also achieves the state-of-the-art performances.

Ruinan Zhang, Fanglan Zheng, Wei Min

Due to the popularity of the Internet and smart mobile devices, more and more financial transactions and activities have been digitalized. Compared to traditional financial fraud detection strategies using credit-related features, customers are generating a large amount of unstructured behavioral data every second. In this paper, we propose an Recurrent Neural Netword (RNN) based deep-learning structure integrated with Markov Transition Field (MTF) for predicting online fraud behaviors using customer's interactions with websites or smart-phone apps as a series of states. In practice, we tested and proved that the proposed network structure for processing sequential behavioral data could significantly boost fraud predictive ability comparing with the multilayer perceptron network and distance based classifier with Dynamic Time Warping(DTW) as distance metric.