Machine Learning for Finance

SGANs for fraud detection

As the final applied project of this chapter, let's consider the credit card problem again. In this section, we will create an SGAN as follows:

SGAN scheme

We will train this model on fewer than 1,000 transactions and still get a decent fraud detector.

Note

Note: You can find the code for the SGAN on Kaggle under this link: https://www.kaggle.com/jannesklaas/semi-supervised-gan-for-fraud-detection/code.

In this case, our data has 29 dimensions. We set our latent vectors to have 10 dimensions:

latent_dim=10
data_dim=29

The generator model is constructed as a fully connected network with LeakyReLU activations and batch normalization. ...