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在欺诈检测中选择模型复杂性的欺诈损失

Simon Boge Brant1, Ingrid Hobæk Haff1

  • 1Department of mathematics, University of Oslo, Oslo, Norway.

Journal of applied statistics
|July 12, 2023
PubMed
概括

本研究为统计欺诈检测系统引入了一种新的欺诈损失函数. 这种方法优化了模型的复杂性,在识别欺诈案件方面优于传统的AUC方法.

关键词:
欺诈检测 欺诈检测 欺诈检测提升刺激的提升.进行交叉验证.这是一个超参数.受到惩罚的回归回归.

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