Distributed Deep Forest and its Application to Automatic Detection of Cash-out Fraud

TL;DR

This paper presents a distributed deep forest framework optimized for large-scale tasks, demonstrating its effectiveness in detecting cash-out fraud with over 100 million samples, outperforming existing models and reducing economic losses.

Contribution

The authors develop a distributed deep forest model with several improvements, enabling it to handle extremely large-scale tasks like fraud detection efficiently.

Findings

Deep forest outperforms existing models in large-scale fraud detection.

The distributed implementation effectively handles over 100 million samples.

The model significantly reduces economic losses due to fraud.

Abstract

Internet companies are facing the need for handling large-scale machine learning applications on a daily basis and distributed implementation of machine learning algorithms which can handle extra-large scale tasks with great performance is widely needed. Deep forest is a recently proposed deep learning framework which uses tree ensembles as its building blocks and it has achieved highly competitive results on various domains of tasks. However, it has not been tested on extremely large scale tasks. In this work, based on our parameter server system, we developed the distributed version of deep forest. To meet the need for real-world tasks, many improvements are introduced to the original deep forest model, including MART (Multiple Additive Regression Tree) as base learners for efficiency and effectiveness consideration, the cost-based method for handling prevalent class-imbalanced data, MART based feature selection for high dimension data and different evaluation metrics for automatically determining of the cascade level. We tested the deep forest model on an extra-large scale task, i.e., automatic detection of cash-out fraud, with more than 100 millions of training samples. Experimental results showed that the deep forest model has the best performance according to the evaluation metrics from different perspectives even with very little effort for parameter tuning. This model can block fraud transactions in a large amount of money each day. Even compared with the best-deployed model, the deep forest model can additionally bring into a significant decrease in economic loss each day.