Community-Level Anomaly Detection for Anti-Money Laundering
This work addresses anti-money laundering by improving anomaly detection in financial networks, but it appears incremental as it adapts existing dictionary learning techniques to graph contexts.
The paper tackled the problem of detecting financial fraud by learning graph structure representations for anomaly detection, proposing new dictionary learning methods that impose Laplacian structure and showing results on synthetic datasets.
Anomaly detection in networks often boils down to identifying an underlying graph structure on which the abnormal occurrence rests on. Financial fraud schemes are one such example, where more or less intricate schemes are employed in order to elude transaction security protocols. We investigate the problem of learning graph structure representations using adaptations of dictionary learning aimed at encoding connectivity patterns. In particular, we adapt dictionary learning strategies to the specificity of network topologies and propose new methods that impose Laplacian structure on the dictionaries themselves. In one adaption we focus on classifying topologies by working directly on the graph Laplacian and cast the learning problem to accommodate its 2D structure. We tackle the same problem by learning dictionaries which consist of vectorized atomic Laplacians, and provide a block coordinate descent scheme to solve the new dictionary learning formulation. Imposing Laplacian structure on the dictionaries is also proposed in an adaptation of the Single Block Orthogonal learning method. Results on synthetic graph datasets comprising different graph topologies confirm the potential of dictionaries to directly represent graph structure information.