We present a data mining approach for profiling bank clients in order to support the process of detection of anti-money laundering operations. We first present the overall system architecture, and then focus on the relevant component for this paper. We detail the experiments performed on real world data from a financial institution, which allowed us to group clients in clusters and then generate a set of classification rules. We discuss the relevance of the founded client profiles and of the generated classification rules. According to the defined overall agent-based architecture, these rules will be incorporated in the knowledge base of the intelligent agents responsible for the signaling of suspicious transactions.
In @cite_18 , the authors propose an extension of the support vector machine (SVM) @cite_9 to detect customers’ abnormal behavior. A combination of an RBF kernel (radial basis function) is presented with improvements @cite_17 as a definition for distinct distances @cite_2 and supervised and unsupervised SVM algorithms. An SVM class @cite_9 is a supervised way of learning used to detect value anomalies in a group of data without classes. The advantage of this approach is that you can deal with heterogeneous datasets.
@cite_9 @cite_18 @cite_2 @cite_17
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Traditional classification approaches generalize poorly on image classification tasks, because of the high dimensionality of the feature space. This paper shows that support vector machines (SVM) can generalize well on difficult image classification problems where the only features are high dimensional histograms. Heavy-tailed RBF kernels of the form K(x, y)=e sup - spl rho spl Sigma sub i sup |xia-yia|b with a spl les 1 and b spl les 2 are evaluated on the classification of images extracted from the Corel stock photo collection and shown to far outperform traditional polynomial or Gaussian radial basis function (RBF) kernels. Moreover, we observed that a simple remapping of the input x sub i spl rarr x sub i sup a improves the performance of linear SVM to such an extend that it makes them, for this problem, a valid alternative to RBF kernels. The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions centred on a subset of the training data, known as support vectors. Despite its widespread success, the SVM suffers from some important limitations, one of the most significant being that it makes point predictions rather than generating predictive distributions. Recently Tipping (1999) has formulated the Relevance Vector Machine (RVM), a probabilistic model whose functional form is equivalent to the SVM. It achieves comparable recognition accuracy to the SVM, yet provides a full predictive distribution, and also requires substantially fewer kernel functions. The original treatment of the RVM relied on the use of type II maximum likelihood (the evidence framework') to provide point estimates of the hyperparameters which govern model sparsity. In this paper we show how the RVM can be formulated and solved within a completely Bayesian paradigm through the use of variational inference, thereby giving a posterior distribution over both parameters and hyperparameters. We demonstrate the practicality and performance of the variational RVM using both synthetic and real world examples. We propose a pre-selection method for training support vector machines (SVM) with a large-scale dataset. Specifically, the proposed method selects patterns around the class boundary and the selected data is fed to train an SVM. For the selection, that is, searching for boundary patterns, we utilize a relative neighborhood graph (RNG). An RNG has an edge for each pair of neighboring patterns and thus, we can find boundary patterns by looking for edges connecting patterns from different classes. Through large-scale handwritten digit pattern recognition experiments, we show that the proposed pre-selection method accelerates SVM training process 5–15 times faster without degrading recognition accuracy. This paper describes an approach for the problem of face pose discrimination using support vector machines (SVM). Face pose discrimination means that one can label the face image as one of several known poses. Face images are drawn from the standard FERET database. The training set consists of 150 images equally distributed among frontal, approximately 33.75 spl deg rotated left and right poses, respectively, and the test set consists of 450 images again equally distributed among the three different types of poses. SVM achieved perfect accuracy-100 -discriminating between the three possible face poses on unseen test data, using either polynomials of degree 3 or radial basis functions (RBF) as kernel approximation functions.