Model Description


Keras Implementation of Imbalanced classification: credit card fraud detection

This repo contains the trained model of Imbalanced classification: credit card fraud detection.
The full credit goes to: fchollet


Intended uses & limitations

  • The trained model is used to detect of a specific transaction is fraudulent or not.


Training dataset

  • Credit Card Fraud Detection
  • Due to the high imbalance of the target feature (417 frauds or 0.18% of total 284,807 samples), training weight was applied to reduce the False Negatives to the lowest level as possible.


Training procedure


Training hyperparameter

The following hyperparameters were used during training:

  • optimizer: ‘Adam’
  • learning_rate: 0.01
  • loss: ‘binary_crossentropy’
  • epochs: 30
  • batch_size: 2048
  • beta_1: 0.9
  • beta_2: 0.999
  • epsilon: 1e-07
  • training_precision: float32


Training Metrics

EpochsTrain LossTrain FnTrain FpTrain TnTrain TpTrain PrecisionTrain RecallValidation LossValidation FnValidation FpValidation TnValidation TpValidation PrecisionValidation Recall
10.014.06202.0221227.0403.00.0610.9660.0439.0622.056264.066.00.0960.88
20.03.03514.0223915.0414.00.1050.9930.02510.0528.056358.065.00.110.867
30.02.02419.0225010.0415.00.1460.9950.01411.0283.056603.064.00.1840.853
40.03.02482.0224947.0414.00.1430.9930.02711.0340.056546.064.00.1580.853
50.02.02295.0225134.0415.00.1530.9950.03411.0245.056641.064.00.2070.853
60.03.02239.0225190.0414.00.1560.9930.03710.0495.056391.065.00.1160.867
70.02.03095.0224334.0415.00.1180.9950.01111.0194.056692.064.00.2480.853
80.04.01844.0225585.0413.00.1830.990.0359.0429.056457.066.00.1330.88
90.01.02119.0225310.0416.00.1640.9980.01211.0167.056719.064.00.2770.853
100.03.01539.0225890.0414.00.2120.9930.01313.0144.056742.062.00.3010.827
110.06.03444.0223985.0411.00.1070.9860.03911.0394.056492.064.00.140.853
120.04.03818.0223611.0413.00.0980.990.039.0523.056363.066.00.1120.88
130.07.04482.0222947.0410.00.0840.9830.0596.01364.055522.069.00.0480.92
140.02.03064.0224365.0415.00.1190.9950.0339.0699.056187.066.00.0860.88
150.04.03563.0223866.0413.00.1040.990.0668.0956.055930.067.00.0650.893
160.04.02536.0224893.0413.00.140.990.0169.0339.056547.066.00.1630.88
170.06.02594.0224835.0411.00.1370.9860.0498.0821.056065.067.00.0750.893
180.01.01911.0225518.0416.00.1790.9980.0138.0215.056671.067.00.2380.893
190.02.01457.0225972.0415.00.2220.9950.0187.0342.056544.068.00.1660.907
200.00.01132.0226297.0417.00.2691.00.01110.0172.056714.065.00.2740.867
210.01.0840.0226589.0416.00.3310.9980.00811.0100.056786.064.00.390.853
220.01.02124.0225305.0416.00.1640.9980.07510.0350.056536.065.00.1570.867
230.02.01457.0225972.0415.00.2220.9950.0311.0242.056644.064.00.2090.853
240.05.02761.0224668.0412.00.130.9880.2976.02741.054145.069.00.0250.92
250.03.02484.0224945.0414.00.1430.9930.02510.0199.056687.065.00.2460.867
260.04.04867.0222562.0413.00.0780.990.02118.033.056853.057.00.6330.76
270.08.04230.0223199.0409.00.0880.9810.0539.01541.055345.066.00.0410.88
280.09.05305.0222124.0408.00.0710.9780.0269.0398.056488.066.00.1420.88
290.05.04846.0222583.0412.00.0780.9880.2426.07883.049003.069.00.0090.92
300.05.05193.0222236.0412.00.0740.9880.0267.0449.056437.068.00.1320.907

数据统计

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