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"psi": 0.01976438485160241 }, { "feature": "LogAmount", "psi": 0.013518221052954544 }, { "feature": "V16", "psi": 0.01128358630036786 } ], "environment": { "python": "3.14.7", "platform": "Windows-11-10.0.26300-SP0", "machine": "AMD64", "cpu_count": 8, "training_threads": 4, "packages": { "numpy": "2.5.4", "pandas": "3.1.0", "scikit-learn": "1.9.1", "lightgbm": "4.7.0", "xgboost": "3.4.1", "joblib": "1.6.0" } }, "source_hashes": { "fraudshield/__init__.py": "2ecf118f587dd8723fb27a391dedbdcc0184a2014043b17e5756dc29fe145c75", "fraudshield/data.py": "97b689bb88f74e537f25cff6fb9e069ad4e69828d15b3871f8a7b7a0816ba9bb", "fraudshield/metrics.py": "7db83979844176f515c965a18cfa8e88ddfa0498eb5c6b5e55fafd289f9606c0", "fraudshield/server.py": "69a3c2b56fa1afa160569522e39798ed7c057603edeff323c45ab80d1fd7ec58", "fraudshield/training.py": "7e5acbf2709c42b01f7c3ac5e7471b1367c2f30352de964169eff3469d35ec86" }, "benchmark_protocol": { "split": "Ordered time quantiles: train 50%, tune 15%, calibration 15%, test 20%; tied timestamps kept together.", "calibration": "Sigmoid fit on independent calibration period. Threshold from same period targets 1% alerts; actual test alert rate can differ.", "uncertainty": "150 fixed non-overlapping-block resamples (40 contiguous blocks), percentile 95% AP interval; conditional on this fitted model.", "latency": "12 local repetitions of a 256-row batch; includes feature validation and calibration; excludes network and disk.", "average_precision": "scikit-learn average_precision_score; step-weighted AP, not trapezoidal PR area." }, "limitations": [ "Two days of European transactions from 2013 do not establish current bank or Indian payment performance.", "Original PCA fitting provenance is outside this experiment; entity identifiers and label delay are unavailable.", "PCA components cannot be translated into merchant, device, customer or behavioral explanations.", "Fraud labels are historical outcomes, not proof of criminal intent; scores require human review.", "Exposure is the sum of historical fraud transaction amounts; it is not realized savings or recoverable loss.", "Local results are not directly comparable to published random-split or Kaggle hidden-test scores.", "Block bootstrap intervals describe this short test period only; few frauds and dependent events limit precision.", "Protected attributes are unavailable; demographic fairness cannot be measured on this dataset." ], "roadmap": [ { "name": "Card transactions", "status": "Measured in this run", "dataset": "ULB / Worldline" }, { "name": "Online payments", "status": "Next: rule acceptance and dataset acquisition required", "dataset": "IEEE-CIS / Vesta" }, { "name": "Account opening", "status": "Next: separate task and fairness protocol", "dataset": "Feedzai BAF (synthetic, derived from real data)" } ] }