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Neural networks have to capture mathematical relationships in order to learn various tasks. They approximate these relations implicitly and therefore often do not generalize well. The recently proposed Neural Arithmetic Logic Unit (NALU) is a novel neural architecture which is able to explicitly represent the mathematical relationships by the units of the network to learn operations such as summation, subtraction or multiplication. Although NALUs have been shown to perform well on various downstream tasks, an in-depth analysis reveals practical shortcomings by design, such as the inability to multiply or divide negative input values or training stability issues for deeper networks. We address these issues and propose an improved model architecture. We evaluate our model empirically in various settings from learning basic arithmetic operations to more complex functions. Our experiments indicate that our model solves stability issues and outperforms the original NALU model in means of arithmetic precision and convergence.
Detecting anomalies in transaction data is an important task with a high potential to avoid financial loss due to irregularities deliberately or inadvertently carried out, such as credit card fraud, occupational fraud in companies or ordering and accounting errors. With ongoing digitization of our world, data-driven approaches, including machine learning, can draw benefit from data with less manual effort and feature engineering. A large variety of machine learning-based anomaly detection methods approach this by learning a precise model of normality from which anomalies can be distinguished. Modeling normality in transactional data, however, requires to capture distributions and dependencies within the data precisely with special attention to numerical dependencies such as quantities, prices or amounts.
To implicitly model numerical dependencies, Neural Arithmetic Logic Units have been proposed as neural architecture. In practice, however, these have stability and precision issues.
Therefore, we first develop an improved neural network architecture, iNALU, which is designed to better model numerical dependencies as found in transaction data. We compare this architecture to the previous approach and show in several experiments of varying complexity that our novel architecture provides better precision and stability.
We integrate this architecture into two generative neural network models adapted for transaction data and investigate how well normal behavior is modeled. We show that both architectures can successfully model normal transaction data, with our neural architecture improving generative performance for one model.
Since categorical and numerical variables are common in transaction data, but many machine learning methods only process numerical representations, we explore different representation learning techniques to transform categorical transaction data into dense numerical vectors. We extend this approach by proposing an outlier-aware discretization, thus incorporating numerical attributes into the computation of categorical embeddings, and investigate latent spaces, as well as quantitative performance for anomaly detection.
Next, we evaluate different scenarios for anomaly detection on transaction data. We extend our iNALU architecture to a neural layer that can model both numerical and non-numerical dependencies and evaluate it in a supervised and one-class setting. We investigate the stability and generalizability of our approach and show that it outperforms a variety of models in the balanced supervised setting and performs comparably in the one-class setting. Finally, we evaluate three approaches to using a generative model as an anomaly detector and compare the anomaly detection performance.