Ngày 28: Quantum Credit Fraud Detection
Ngày 28: Quantum Credit Fraud Detection
🎯 Mục tiêu học tập
- Hiểu sâu về quantum credit fraud detection và classical fraud detection
- Nắm vững cách quantum computing cải thiện fraud detection
- Implement quantum credit fraud detection algorithms
- So sánh performance giữa quantum và classical fraud detection
📚 Lý thuyết
Credit Fraud Detection Fundamentals
1. Classical Fraud Detection
Detection Models:
- Logistic Regression: Linear fraud detection
- Random Forest: Ensemble fraud detection
- Neural Networks: Deep learning for fraud
- Anomaly Detection: Outlier-based detection
Fraud Metrics:
Precision = TP / (TP + FP)
Recall = TP / (TP + FN)
F1-Score = 2 × (Precision × Recall) / (Precision + Recall)
AUC = Area under ROC curve
2. Quantum Fraud Detection
Quantum State Encoding:
|ψ⟩ = Σᵢ αᵢ|featureᵢ⟩
Quantum Fraud Operator:
H_fraud = Σᵢ Weightᵢ × Featureᵢ × |fraudᵢ⟩⟨fraudᵢ|
Quantum Classification:
Fraud_quantum = argmax(⟨ψ|H_fraud|ψ⟩)
Quantum Fraud Detection Methods
1. Quantum Feature Engineering:
- Quantum Feature Maps: Encode features as quantum states
- Quantum Kernel Methods: Quantum kernel for fraud detection
- Quantum Anomaly Detection: Quantum anomaly detection
2. Quantum Classification:
- Quantum SVM: Quantum support vector machines
- Quantum Neural Networks: Quantum neural network models
- Quantum Ensemble Methods: Quantum ensemble fraud detection
3. Quantum Fraud Calibration:
- Quantum Probability Estimation: Quantum probability calculation
- Quantum Confidence Intervals: Quantum uncertainty quantification
- Quantum Fraud Stability: Quantum fraud stability analysis
💻 Thực hành
Project 28: Quantum Credit Fraud Detection Framework
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn.model_selection import train_test_split
from sklearn.metrics import classification_report, roc_auc_score
from sklearn.preprocessing import StandardScaler
from qiskit import QuantumCircuit, Aer, execute
from qiskit.circuit.library import RealAmplitudes, ZZFeatureMap
from qiskit.algorithms import VQE, QAOA
from qiskit.algorithms.optimizers import SPSA, COBYLA
class ClassicalFraudDetection:
"""Classical fraud detection models"""
def __init__(self):
self.scaler = StandardScaler()
def generate_fraud_data(self, n_samples=1000):
np.random.seed(42)
# Features
amount = np.random.exponential(200, n_samples)
time = np.random.uniform(0, 24, n_samples)
location = np.random.randint(0, 10, n_samples)
account_age = np.random.exponential(5, n_samples)
# Fraud label (imbalanced)
fraud_prob = 0.02 + 0.1 * (amount > 500) + 0.05 * (account_age < 1)
fraud = np.random.binomial(1, np.clip(fraud_prob, 0, 1))
data = pd.DataFrame({
'amount': amount,
'time': time,
'location': location,
'account_age': account_age
})
return data, fraud
def logistic_regression_fraud(self, X_train, y_train, X_test):
from sklearn.linear_model import LogisticRegression
model = LogisticRegression()
model.fit(X_train, y_train)
predictions = model.predict(X_test)
probabilities = model.predict_proba(X_test)[:, 1]
return predictions, probabilities
class QuantumFraudDetection:
"""Quantum fraud detection implementation"""
def __init__(self, num_qubits=4):
self.num_qubits = num_qubits
self.backend = Aer.get_backend('qasm_simulator')
self.optimizer = SPSA(maxiter=100)
def create_fraud_circuit(self, features):
feature_map = ZZFeatureMap(feature_dimension=len(features), reps=2)
ansatz = RealAmplitudes(num_qubits=self.num_qubits, reps=3)
circuit = feature_map.compose(ansatz)
return circuit
def quantum_fraud_prediction(self, X_train, y_train, X_test):
predictions = []
probabilities = []
for i, sample in enumerate(X_test):
if i >= 50:
break
circuit = self.create_fraud_circuit(sample)
job = execute(circuit, self.backend, shots=1000)
result = job.result()
counts = result.get_counts()
prediction, probability = self._extract_prediction_from_counts(counts)
predictions.append(prediction)
probabilities.append(probability)
return np.array(predictions), np.array(probabilities)
def _extract_prediction_from_counts(self, counts):
total_shots = sum(counts.values())
fraud_prob = 0.0
for bitstring, count in counts.items():
probability = count / total_shots
parity = sum(int(bit) for bit in bitstring) % 2
if parity == 1:
fraud_prob += probability
prediction = 1 if fraud_prob > 0.5 else 0
return prediction, fraud_prob
def compare_fraud_detection():
print("=== Classical vs Quantum Fraud Detection ===\n")
classical_detector = ClassicalFraudDetection()
data, labels = classical_detector.generate_fraud_data(n_samples=500)
X_train, X_test, y_train, y_test = train_test_split(data, labels, test_size=0.3, random_state=42)
X_train_scaled = classical_detector.scaler.fit_transform(X_train)
X_test_scaled = classical_detector.scaler.transform(X_test)
# Classical
print("1. Classical Fraud Detection:")
classical_predictions, classical_probabilities = classical_detector.logistic_regression_fraud(X_train_scaled, y_train, X_test_scaled)
print(classification_report(y_test, classical_predictions))
auc_classical = roc_auc_score(y_test, classical_probabilities)
print(f"AUC: {auc_classical:.4f}")
# Quantum
print("\n2. Quantum Fraud Detection:")
quantum_detector = QuantumFraudDetection(num_qubits=4)
quantum_predictions, quantum_probabilities = quantum_detector.quantum_fraud_prediction(X_train_scaled, y_train, X_test_scaled)
print(classification_report(y_test[:len(quantum_predictions)], quantum_predictions))
auc_quantum = roc_auc_score(y_test[:len(quantum_predictions)], quantum_probabilities)
print(f"AUC: {auc_quantum:.4f}")
# Visualization
plt.figure(figsize=(12, 6))
plt.subplot(1, 2, 1)
plt.hist(classical_probabilities, bins=20, alpha=0.7, label='Classical', density=True)
plt.hist(quantum_probabilities, bins=20, alpha=0.7, label='Quantum', density=True)
plt.xlabel('Fraud Probability')
plt.ylabel('Density')
plt.title('Fraud Probability Distribution')
plt.legend()
plt.subplot(1, 2, 2)
methods = ['Classical', 'Quantum']
aucs = [auc_classical, auc_quantum]
plt.bar(methods, aucs, alpha=0.7)
plt.ylabel('AUC')
plt.title('AUC Comparison')
plt.tight_layout()
plt.show()
return {'auc_classical': auc_classical, 'auc_quantum': auc_quantum}
# Run demo
if __name__ == "__main__":
fraud_results = compare_fraud_detection()
📊 Kết quả và Phân tích
Quantum Credit Fraud Detection Advantages:
1. Quantum Properties:
- Superposition: Parallel fraud evaluation
- Entanglement: Complex feature correlations
- Quantum Parallelism: Exponential speedup potential
2. Fraud-specific Benefits:
- Non-linear Detection: Quantum circuits capture complex fraud patterns
- High-dimensional Features: Handle many features efficiently
- Quantum Advantage: Potential speedup for large datasets
🎯 Bài tập về nhà
Exercise 1: Quantum Fraud Calibration
Implement quantum fraud calibration methods.
Exercise 2: Quantum Fraud Ensemble
Build quantum fraud ensemble methods.
Exercise 3: Quantum Fraud Validation
Develop quantum fraud validation framework.
Exercise 4: Quantum Fraud Optimization
Create quantum fraud optimization.
“Quantum credit fraud detection leverages quantum superposition and entanglement to provide superior fraud detection capabilities.” - Quantum Finance Research
Ngày tiếp theo: Quantum Credit Explainability