STG-DGR: Fraud Detection on Streaming Transaction Graphs with Diffusion-based Generative Replay

Rui Ou, Kun Zhu, Nana Zhang, Jiangtong Li, Chaochao Chen, Changjun Jiang

Abstract: Fraud detection on streaming transaction graphs (STGs) faces challenges on the catastrophic forgetting of previously learned fraud patterns when adapting to evolving patterns. Although some Graph Continual Learning (GCL) approaches mitigate this issue by storing and revisiting historical samples, practical storage constraints prevent them from fully preserving previous patterns. In this work, we propose STG-DGR, a streaming GNN model with diffusion-based generative replay that generates synthetic samples to retain previously learned patterns without storing real samples. The generation of replay samples for STGs faces two key challenges: (1) Heterogeneity challenge of generating STG samples with discrete adjacency table, user features, transaction features, and transaction timestamps. (2) Dependency challenge of capturing bottom-up dependencies across layers in STG samples. To address these challenges, STG-DGR integrates two novel components: (1) a Computational Subgraph Processor (CSP) that transforms heterogeneous STG samples into well-organized hierarchical subgraphs, and (2) a Diffusion-based Subgraph Generator (DSG) that captures the bottom-up dependencies using a novel Transformer-based Hierarchical Denoising Network (THDN), and generates synthetic replay samples that preserve these dependencies. Extensive experiments on four streaming fraud detection datasets demonstrate STG-DGR's superiority in reducing forgetting and improving accuracy over nineteen state-of-the-art baselines.