Hong Jin

Qiang Liu, Yingtao Luo, Shu Wu et al. · cmu

In financial credit scoring, loan applications may be approved or rejected. We can only observe default/non-default labels for approved samples but have no observations for rejected samples, which leads to missing-not-at-random selection bias. Machine learning models trained on such biased data are inevitably unreliable. In this work, we find that the default/non-default classification task and the rejection/approval classification task are highly correlated, according to both real-world data study and theoretical analysis. Consequently, the learning of default/non-default can benefit from rejection/approval. Accordingly, we for the first time propose to model the biased credit scoring data with Multi-Task Learning (MTL). Specifically, we propose a novel Reject-aware Multi-Task Network (RMT-Net), which learns the task weights that control the information sharing from the rejection/approval task to the default/non-default task by a gating network based on rejection probabilities. RMT-Net leverages the relation between the two tasks that the larger the rejection probability, the more the default/non-default task needs to learn from the rejection/approval task. Furthermore, we extend RMT-Net to RMT-Net++ for modeling scenarios with multiple rejection/approval strategies. Extensive experiments are conducted on several datasets, and strongly verifies the effectiveness of RMT-Net on both approved and rejected samples. In addition, RMT-Net++ further improves RMT-Net's performances.

Xiaolong Xu, Lingjuan Lyu, Yihong Dong et al. · pku

With the frequent happening of privacy leakage and the enactment of privacy laws across different countries, data owners are reluctant to directly share their raw data and labels with any other party. In reality, a lot of these raw data are stored in the graph database, especially for finance. For collaboratively building graph neural networks(GNNs), federated learning(FL) may not be an ideal choice for the vertically partitioned setting where privacy and efficiency are the main concerns. Moreover, almost all the existing federated GNNs are mainly designed for homogeneous graphs, which simplify various types of relations as the same type, thus largely limits their performance. We bridge this gap by proposing a split learning-based GNN(SplitGNN), where this model is divided into two sub-models: the local GNN model includes all the private data related computation to generate local node embeddings, whereas the global model calculates global embeddings by aggregating all the participants' local embeddings. Our SplitGNN allows the isolated heterogeneous neighborhood to be collaboratively utilized. To better capture representations, we propose a novel Heterogeneous Attention(HAT) algorithm and use both node-based and path-based attention mechanisms to learn various types of nodes and edges with multi-hop relation features. We demonstrate the effectiveness of our SplitGNN on node classification tasks for two standard public datasets and the real-world dataset. Extensive experimental results validate that our proposed SplitGNN significantly outperforms the state-of-the-art(SOTA) methods.

Ruofan Wu, Boqun Ma, Hong Jin et al.

The application of graph representation learning techniques to the area of financial risk management (FRM) has attracted significant attention recently. However, directly modeling transaction networks using graph neural models remains challenging: Firstly, transaction networks are directed multigraphs by nature, which could not be properly handled with most of the current off-the-shelf graph neural networks (GNN). Secondly, a crucial problem in FRM scenarios like anti-money laundering (AML) is to identify risky transactions and is most naturally cast into an edge classification problem with rich edge-level features, which are not fully exploited by the prevailing GNN design that follows node-centric message passing protocols. In this paper, we present a systematic investigation of design aspects of neural models over directed multigraphs and develop a novel GNN protocol that overcomes the above challenges via efficiently incorporating directional information, as well as proposing an enhancement that targets edge-related tasks using a novel message passing scheme over an extension of edge-to-node dual graph. A concrete GNN architecture called GRANDE is derived using the proposed protocol, with several further improvements and generalizations to temporal dynamic graphs. We apply the GRANDE model to both a real-world anti-money laundering task and public datasets. Experimental evaluations show the superiority of the proposed GRANDE architecture over recent state-of-the-art models on dynamic graph modeling and directed graph modeling.

Shuyu Miao, Lin Zheng, Hong Jin

Image recapture seriously breaks the fairness of artificial intelligent (AI) systems, which deceives the system by recapturing others' images. Most of the existing recapture models can only address a single pattern of recapture (e.g., moire, edge, artifact, and others) based on the datasets with simulated recaptured images using fixed electronic devices. In this paper, we explicitly redefine image recapture forensic task as four patterns of image recapture recognition, i.e., moire recapture, edge recapture, artifact recapture, and other recapture. Meanwhile, we propose a novel Feature Disentanglement and Dynamic Fusion (FDDF) model to adaptively learn the most effective recapture feature representation for covering different recapture pattern recognition. Furthermore, we collect a large-scale Real-scene Universal Recapture (RUR) dataset containing various recapture patterns, which is about five times the number of previously published datasets. To the best of our knowledge, we are the first to propose a general model and a general real-scene large-scale dataset for recaptured image forensic. Extensive experiments show that our proposed FDDF can achieve state-of-the-art performance on the RUR dataset.