Graph-based fraud detection has widespread application in modern industry scenarios, such as spam review and malicious account detection. While considerable efforts have been devoted to designing adequate fraud detectors, the interpretability of their results has often been overlooked. Previous works have attempted to generate explanations for specific instances using post-hoc explaining methods such as a GNNExplainer. However, post-hoc explanations can not facilitate the model predictions and the computational cost of these methods cannot meet practical requirements, thus limiting their application in real-world scenarios. To address these issues, we propose SEFraud, a novel graph-based self-explainable fraud detection framework that simultaneously tackles fraud detection and result in interpretability. Concretely, SEFraud first leverages customized heterogeneous graph transformer networks with learnable feature masks and edge masks to learn expressive representations from the informative heterogeneously typed transactions. A new triplet loss is further designed to enhance the performance of mask learning. Empirical results on various datasets demonstrate the effectiveness of SEFraud as it shows considerable advantages in both the fraud detection performance and interpretability of prediction results. Specifically, SEFraud achieves the most significant improvement with 8.6% on AUC and 8.5% on Recall over the second best on fraud detection, as well as an average of 10x speed-up regarding the inference time. Last but not least, SEFraud has been deployed and offers explainable fraud detection service for the largest bank in China, Industrial and Commercial Bank of China Limited (ICBC). Results collected from the production environment of ICBC show that SEFraud can provide accurate detection results and comprehensive explanations that align with the expert business understanding, confirming its efficiency and applicability in large-scale online services.

Relational databases are the main storage model of structured data in most businesses, which usually involves multiple tables with key-foreign-key relationships. In practice, data analysts often want to pose predictive classification queries over relational databases. To answer such queries, many existing approaches perform supervised learning to train classification models, which heavily rely on the availability of sufficient labeled data. In this paper, we propose a novel graph-based contrastive framework for semi-supervised learning on relational databases, achieving promising predictive classification performance with only a handful of labeled data. Our framework utilizes contrastive learning to exploit additional supervision signals from massive unlabeled data. Specifically, we develop two contrastive graph views that are 1) advantageous for modeling complex relationships and correlations among structured data in a relational database, and 2) complementary to each other for learning robust representations of structured data to be classified. We also leverage label information in contrastive learning to mitigate its negative effect in knowledge transfer on the supervised counterpart. We conduct extensive experiments on three real-world relational databases and the results demonstrate that our framework is able to achieve the state-of-the-art predictive performance in limited labeled data settings, compared with various supervised and semi-supervised learning approaches.