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Autoencoders for credit card fraud detection

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The objective of this project is to apply autoencoders to detect frauds in a credit card dataset. The dataset used for the project can be found here: https://www.kaggle.com/mlg-ulb/creditcardfraud

We will use the dataset as follows:

  • 199,659 non-fraudulent transactions (Class 0) to train the autoencoders
  • 50,000 records with 91 fraudulent transactions as validation set to define the error threshold
  • 34,807 records with 60 fraudulent transactions as test set to make predictions

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