Semantic Pareto-DQN: A Multi-Objective Reinforcement Learning Framework for Financial Anomaly Detection
Financial anomaly detection suffers from extreme class imbalance, causing traditional single-objective algorithms to exhibit ``fraud collapse'', defaulting to the majority class and failing to balance anomaly interdiction with customer friction. To overcome this without distortive data resampling, we propose the Semantic Pareto-DQN, a multi-objective reinforcement learning framework. Our approach synthesizes heterogeneous transaction features into cohesive natural-language narratives, encoded by large language models, thereby producing a robust, scale-invariant state representation. The agent optimizes a vectorial reward that explicitly decouples financial efficacy, operational friction, and semantic discovery. By mapping the continuous Pareto frontier, the system dynamically navigates the asymmetric costs of missed anomalies versus false positives. Empirical evaluations across E-Commerce fraud and UCI Credit datasets show that semantic Pareto-DQN successfully shatters the zero-recall trap. It achieves superior minority-class recall compared to scalarized baselines, providing an alternative to trade bounded operational friction for financial anomaly discovery.
多目标强化学习框架 Semantic Pareto-DQN 解决金融异常检测中的类别不平衡问题。
- 核心方法
- 通过大型语言模型将异构交易特征合成为自然语言叙述,生成稳健的、尺度不变的状态表示;优化一个向量奖励,显式解耦金融效能、操作摩擦和语义发现,动态导航异常与误报的非对称成本。
- 适合谁读
- 研究者 / 工程师 / 产品
- 要解决的问题
- 金融异常检测中存在极端的类别不平衡,传统单目标算法默认选择多数类,导致无法有效平衡异常拦截与客户摩擦。
- 关键实验
- 在电子商务欺诈和 UCI 信用数据集上的实证评估显示, Semantic Pareto-DQN 在少数类召回方面显著优于标量化基准方法。
- 主要贡献
- 成功突破了零召回陷阱,在少数类召回上超越了标量化基准方法,提供了一种在有限操作摩擦下进行金融异常发现的替代途径。
- 意义与局限
- 该方法为金融领域中的异常检测问题提供了一个新的解决方案,能够更好地平衡检测精度和用户体验,但需要进一步验证其在其他领域和更大数据集上的表现。