Training a machine learning system for transaction data processing

A method of training a supervised machine learning system to detect anomalies within transaction data stored in a first data storage device using unlabelled data samples of the transaction data, the supervised machine learning system having a binary classifier that outputs a value within a predefined range representing a likelihood of an anomaly, the method comprising:

• obtaining, using a payment processor server coupled with the machine learning system, a training set of data samples, each data sample being derived, at least in part, from the transaction data and being associated with one of a set of uniquely identifiable entities, the set of uniquely identifiable entities comprising unique identifiers stored in a second data storage device and relating to a user or a merchant, wherein at least a portion of the training set is unlabelled in which data of said portion of the training set comprises feature vectors that do not have an assigned anomaly label and are thus not indicated as being associated with either normal behaviour or anomalous behaviour;
• generating, using the payment processor server, a labelled training set by assigning a label indicating an absence of an anomaly to the unlabelled data samples in the training set and associating the unlabelled data samples with normal behaviour of data that is expected during transaction processing;
• partitioning, using the payment processor server, the data of the data samples in the training set into two feature sets, a first feature set representing observable features and a second feature set representing context features, the observable features being derived from a function of at least transaction data for a current transaction, the context features being derived from one or more of a function of historical transaction data that excludes the current transaction and retrieved data relating to the uniquely identifiable entity for the current transaction;
• generating, using the payment processor server, synthetic data samples by combining features from the two feature sets that respectively relate to two different entities of the set of uniquely identifiable entities, wherein the generating of the synthetic data samples further comprises swapping a context portion of a given data sample with that of another data sample that is not directly or indirectly associated with a particular unique identifier of the given data sample such that the synthetic data samples include mixed pairs from the two feature sets;
• assigning, using the payment processor server, a label indicating a presence of an anomaly to the synthetic data samples and associating the synthetic data with anomalous behaviour due to the synthetic data being generated based on mismatches between the observable and context features;
• generating, using the payment processor server, an augmented training set by combining the labelled training set with the synthetic data samples, wherein the generating of the augmented training set further comprises concatenating the synthetic data samples to a data matrix comprising the labelled training set;
• and
• training, using the payment processor server, a supervised machine learning system with the augmented training set and the assigned labels to determine a set of parameters for the supervised machine learning system,
• wherein the trained supervised machine learning system is configured to output the value indicative of a presence of an anomaly when supplied with a new data sample by the payment processor server using the set of parameters, thereby training the binary classifier using the unlabelled data samples.