论文标题

量子特征选择的混合量子古典方法用于欺诈检测

Mixed Quantum-Classical Method For Fraud Detection with Quantum Feature Selection

论文作者

Grossi, Michele, Ibrahim, Noelle, Radescu, Voica, Loredo, Robert, Voigt, Kirsten, Von Altrock, Constantin, Rudnik, Andreas

论文摘要

本文使用Qiskit软件堆栈提出了金融支付行业中的量子支持矢量机(QSVM)算法的第一个端到端应用,用于金融支付行业中的分类问题。基于真实的卡支付数据,进行了详尽的比较,以评估当前最新的量子机学习算法对经典方法带来的互补影响。使用量子支持矢量机的特征映射特性探索了一种搜索最佳功能的新方法。使用欺诈特定的关键绩效指标比较结果:基于人类专业知识(规则决策),经典的机器学习算法(随机森林,XGBoost)和基于量子的机器学习算法的精度,召回和假阳性率,使用QSVM提取。此外,通过使用结合经典和量子算法的合奏模型来更好地改善欺诈预防决策,从而探索了混合经典量子方法。我们发现,正如预期的那样,结果高度依赖于用于选择它们的特征选择和算法。 QSVM对特征空间进行了互补的探索,从而在大幅度降低的数据集上拟合了量子硬件的当前状态,从而提高了混合量子古典方法的欺诈检测准确性。

This paper presents a first end-to-end application of a Quantum Support Vector Machine (QSVM) algorithm for a classification problem in the financial payment industry using the IBM Safer Payments and IBM Quantum Computers via the Qiskit software stack. Based on real card payment data, a thorough comparison is performed to assess the complementary impact brought in by the current state-of-the-art Quantum Machine Learning algorithms with respect to the Classical Approach. A new method to search for best features is explored using the Quantum Support Vector Machine's feature map characteristics. The results are compared using fraud specific key performance indicators: Accuracy, Recall, and False Positive Rate, extracted from analyses based on human expertise (rule decisions), classical machine learning algorithms (Random Forest, XGBoost) and quantum based machine learning algorithms using QSVM. In addition, a hybrid classical-quantum approach is explored by using an ensemble model that combines classical and quantum algorithms to better improve the fraud prevention decision. We found, as expected, that the results highly depend on feature selections and algorithms that are used to select them. The QSVM provides a complementary exploration of the feature space which led to an improved accuracy of the mixed quantum-classical method for fraud detection, on a drastically reduced data set to fit current state of Quantum Hardware.

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