Kubilay Atasu

Erik Altman, Jovan Blanuša, Luc von Niederhäusern et al.

With the widespread digitization of finance and the increasing popularity of cryptocurrencies, the sophistication of fraud schemes devised by cybercriminals is growing. Money laundering -- the movement of illicit funds to conceal their origins -- can cross bank and national boundaries, producing complex transaction patterns. The UN estimates 2-5\% of global GDP or \$0.8 - \$2.0 trillion dollars are laundered globally each year. Unfortunately, real data to train machine learning models to detect laundering is generally not available, and previous synthetic data generators have had significant shortcomings. A realistic, standardized, publicly-available benchmark is needed for comparing models and for the advancement of the area. To this end, this paper contributes a synthetic financial transaction dataset generator and a set of synthetically generated AML (Anti-Money Laundering) datasets. We have calibrated this agent-based generator to match real transactions as closely as possible and made the datasets public. We describe the generator in detail and demonstrate how the datasets generated can help compare different machine learning models in terms of their AML abilities. In a key way, using synthetic data in these comparisons can be even better than using real data: the ground truth labels are complete, whilst many laundering transactions in real data are never detected.

Béni Egressy, Luc von Niederhäusern, Jovan Blanusa et al.

This paper analyses a set of simple adaptations that transform standard message-passing Graph Neural Networks (GNN) into provably powerful directed multigraph neural networks. The adaptations include multigraph port numbering, ego IDs, and reverse message passing. We prove that the combination of these theoretically enables the detection of any directed subgraph pattern. To validate the effectiveness of our proposed adaptations in practice, we conduct experiments on synthetic subgraph detection tasks, which demonstrate outstanding performance with almost perfect results. Moreover, we apply our proposed adaptations to two financial crime analysis tasks. We observe dramatic improvements in detecting money laundering transactions, improving the minority-class F1 score of a standard message-passing GNN by up to 30%, and closely matching or outperforming tree-based and GNN baselines. Similarly impressive results are observed on a real-world phishing detection dataset, boosting three standard GNNs' F1 scores by around 15% and outperforming all baselines.

Selin Ceydeli, Rui Wang, Kubilay Atasu

Subgraph pattern detection aims to uncover complex interaction structures in graphs. However, state-of-the-art graph neural network (GNN)-based solutions assume centralized access to the entire graph. When graphs are instead distributed across multiple parties, client-local GNN computations diverge from those of a centralized model, resulting in a representation-equivalence gap. We formalize this as a structural observability problem, where subgraph patterns crossing partition boundaries become locally unidentifiable. To bridge this gap, we propose a per-step, layer-wise embedding exchange framework in which clients synchronize intermediate node representations at each layer of the forward pass, without exposing raw features or labels. Under an extended-subgraph assumption and shared model parameters across clients, this framework recovers the same node representations as a centralized GNN over the full graph. Experiments on synthetic directed multigraphs with cycles, bicliques, and scatter-gather patterns show that embedding exchange and federated parameter aggregation are complementary rather than interchangeable: their combination recovers most of the representation gap, provided exchanged embeddings are fresh per-step rather than stale per-epoch.

Jovan Blanuša, Maximo Cravero Baraja, Andreea Anghel et al.

In this paper, we present "Graph Feature Preprocessor", a software library for detecting typical money laundering patterns in financial transaction graphs in real time. These patterns are used to produce a rich set of transaction features for downstream machine learning training and inference tasks such as detection of fraudulent financial transactions. We show that our enriched transaction features dramatically improve the prediction accuracy of gradient-boosting-based machine learning models. Our library exploits multicore parallelism, maintains a dynamic in-memory graph, and efficiently mines subgraph patterns in the incoming transaction stream, which enables it to be operated in a streaming manner. Our solution, which combines our Graph Feature Preprocessor and gradient-boosting-based machine learning models, can detect illicit transactions with higher minority-class F1 scores than standard graph neural networks in anti-money laundering and phishing datasets. In addition, the end-to-end throughput rate of our solution executed on a multicore CPU outperforms the graph neural network baselines executed on a powerful V100 GPU. Overall, the combination of high accuracy, a high throughput rate, and low latency of our solution demonstrates the practical value of our library in real-world applications.

H. Çağrı Bilgi, Lydia Y. Chen, Kubilay Atasu

Graph Neural Networks (GNNs) have seen significant advances in recent years, yet their application to multigraphs, where parallel edges exist between the same pair of nodes, remains under-explored. Standard GNNs, designed for simple graphs, compute node representations by combining all connected edges at once, without distinguishing between edges from different neighbors. There are some GNN architectures proposed specifically for multigraphs, yet these architectures perform only node-level aggregation in their message passing layers, which limits their expressive power. Furthermore, these approaches either lack permutation equivariance when a strict total edge ordering is absent, or fail to preserve the topological structure of the multigraph. To address all these shortcomings, we propose MEGA-GNN, a unified framework for message passing on multigraphs that can effectively perform diverse graph learning tasks. Our approach introduces a two-stage aggregation process in the message passing layers: first, parallel edges are aggregated, followed by a node-level aggregation of messages from distinct neighbors. We show that MEGA-GNN is not only permutation equivariant but also universal given a strict total ordering on the edges. Experiments show that MEGA-GNN significantly outperforms state-of-the-art solutions by up to 13\% on Anti-Money Laundering datasets and is on par with their accuracy on real-world phishing classification datasets in terms of minority class F1 score.

Kubilay Atasu, Thomas Mittelholzer

The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation algorithms have been proposed to improve its scalability, these algorithms are either limited to vector spaces with only a few dimensions or they become ineffective when the degree of overlap between the probability distributions is high. We propose novel approximation algorithms that overcome both of these limitations, yet still achieve linear time complexity. All our algorithms are data parallel, and thus, we take advantage of massively parallel computing engines, such as Graphics Processing Units (GPUs). On the popular text-based 20 Newsgroups dataset, the new algorithms are four orders of magnitude faster than a multi-threaded CPU implementation of Word Mover's Distance and match its nearest-neighbors-search accuracy. On MNIST images, the new algorithms are four orders of magnitude faster than a GPU implementation of the Sinkhorn's algorithm while offering a slightly higher nearest-neighbors-search accuracy.

Raphael Polig, Kubilay Atasu, Laura Chiticariu et al.

The amount of textual data has reached a new scale and continues to grow at an unprecedented rate. IBM's SystemT software is a powerful text analytics system, which offers a query-based interface to reveal the valuable information that lies within these mounds of data. However, traditional server architectures are not capable of analyzing the so-called "Big Data" in an efficient way, despite the high memory bandwidth that is available. We show that by using a streaming hardware accelerator implemented in reconfigurable logic, the throughput rates of the SystemT's information extraction queries can be improved by an order of magnitude. We present how such a system can be deployed by extending SystemT's existing compilation flow and by using a multi-threaded communication interface that can efficiently use the bandwidth of the accelerator.

Kubilay Atasu, Thomas Parnell, Celestine Dünner et al.

The amount of unstructured text-based data is growing every day. Querying, clustering, and classifying this big data requires similarity computations across large sets of documents. Whereas low-complexity similarity metrics are available, attention has been shifting towards more complex methods that achieve a higher accuracy. In particular, the Word Mover's Distance (WMD) method proposed by Kusner et al. is a promising new approach, but its time complexity grows cubically with the number of unique words in the documents. The Relaxed Word Mover's Distance (RWMD) method, again proposed by Kusner et al., reduces the time complexity from qubic to quadratic and results in a limited loss in accuracy compared with WMD. Our work contributes a low-complexity implementation of the RWMD that reduces the average time complexity to linear when operating on large sets of documents. Our linear-complexity RWMD implementation, henceforth referred to as LC-RWMD, maps well onto GPUs and can be efficiently distributed across a cluster of GPUs. Our experiments on real-life datasets demonstrate 1) a performance improvement of two orders of magnitude with respect to our GPU-based distributed implementation of the quadratic RWMD, and 2) a performance improvement of three to four orders of magnitude with respect to our distributed WMD implementation that uses GPU-based RWMD for pruning.

Thomas Parnell, Celestine Dünner, Kubilay Atasu et al.

In this work we propose an accelerated stochastic learning system for very large-scale applications. Acceleration is achieved by mapping the training algorithm onto massively parallel processors: we demonstrate a parallel, asynchronous GPU implementation of the widely used stochastic coordinate descent/ascent algorithm that can provide up to 35x speed-up over a sequential CPU implementation. In order to train on very large datasets that do not fit inside the memory of a single GPU, we then consider techniques for distributed stochastic learning. We propose a novel method for optimally aggregating model updates from worker nodes when the training data is distributed either by example or by feature. Using this technique, we demonstrate that one can scale out stochastic learning across up to 8 worker nodes without any significant loss of training time. Finally, we combine GPU acceleration with the optimized distributed method to train on a dataset consisting of 200 million training examples and 75 million features. We show by scaling out across 4 GPUs, one can attain a high degree of training accuracy in around 4 seconds: a 20x speed-up in training time compared to a multi-threaded, distributed implementation across 4 CPUs.

Celestine Dünner, Thomas Parnell, Kubilay Atasu et al.

In this paper we explore the performance limits of Apache Spark for machine learning applications. We begin by analyzing the characteristics of a state-of-the-art distributed machine learning algorithm implemented in Spark and compare it to an equivalent reference implementation using the high performance computing framework MPI. We identify critical bottlenecks of the Spark framework and carefully study their implications on the performance of the algorithm. In order to improve Spark performance we then propose a number of practical techniques to alleviate some of its overheads. However, optimizing computational efficiency and framework related overheads is not the only key to performance -- we demonstrate that in order to get the best performance out of any implementation it is necessary to carefully tune the algorithm to the respective trade-off between computation time and communication latency. The optimal trade-off depends on both the properties of the distributed algorithm as well as infrastructure and framework-related characteristics. Finally, we apply these technical and algorithmic optimizations to three different distributed linear machine learning algorithms that have been implemented in Spark. We present results using five large datasets and demonstrate that by using the proposed optimizations, we can achieve a reduction in the performance difference between Spark and MPI from 20x to 2x.