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Fraud Detection System Architecture

Jun 26, 2025

Overview

This lecture covers the end-to-end architecture, setup, and practical implementation for building a production-ready fraud detection pipeline using cloud-based data engineering and data science tools.

System Architecture and Process Flow

  • The system ingests (synthetic or real) data via a Python producer into an Apache Kafka cluster (Confluent Cloud recommended for scale).
  • Data labeled for fraud (typically 1-2% fraudulent) is streamed for model training and inference.
  • Apache Airflow orchestrates periodic model training (e.g., 3:00 a.m. daily) using new data from Kafka.
  • Trained models and experiment metadata are tracked and versioned in MLflow, with artifacts stored in MinIO (S3-compatible).
  • Apache Spark performs real-time inference on new transactions from Kafka, with predictions written to an output topic for downstream actions (e.g., alerts, dashboards).

Local and Production Requirements

  • Local: Minimum 4 CPU cores, 16GB RAM (8GB acceptable), 100GB+ SSD/HDD, Python 3.10, Docker, and recommended libraries (XGBoost, pandas, scikit-learn, Airflow).
  • Production: 16+ cores, 64GB+ RAM, 1TB+ storage, NVIDIA GPU for deep learning; use cloud services (AWS EC2/SageMaker, Google Cloud AI Platform, Azure ML) as needed.

Key Tools and Components

  • Docker: For containerization and orchestration of all services.
  • Apache Kafka: Cloud-based event streaming platform (Confluent Cloud suggested).
  • Airflow: Orchestration tool for scheduled/automated model training and retraining (Celery executor with PostgreSQL).
  • MLflow: Handles experiment tracking, model registry, and versioning; stores artifacts in MinIO.
  • MinIO: S3-compatible storage for model artifacts.
  • Spark: Real-time streaming inference engine.
  • Other: Redis (message broker for Celery), Flower (task monitoring), PostgreSQL (metadata storage for Airflow/MLflow).

Data Engineering and Modeling Pipeline

  • Data producer simulates transactions with realistic fraud labels/patterns (account takeover, card testing, merchant collusion, geographic anomaly).
  • Categorical and temporal feature engineering for improved fraud detection.
  • Imbalanced data handled via SMOTE or similar oversampling.
  • Model selection based on best precision/accuracy/F1; only higher-performing models promoted to production.
  • XGBoost used for classification; alternatives like CatBoost or LightGBM can be compared.
  • Hyperparameter tuning performed for optimal results.
  • All results, metrics, and models are versioned and logged in MLflow and MinIO for traceability.

System Setup and Debugging

  • Docker Compose used to configure services; ensure all services (Airflow, MLflow, MinIO, Kafka, Spark) are properly networked and volumes are mapped.
  • Validate environment before training (e.g., check MLflow and MinIO connectivity, Kafka config).
  • Common issues include Docker resource limits, permission errors, and version mismatches—address by checking logs and configuration files.

Key Terms & Definitions

  • Kafka — Distributed streaming platform for real-time data pipelines.
  • Airflow DAG — Directed Acyclic Graph; orchestrates workflows in Airflow.
  • MLflow — Open-source platform for managing ML lifecycle (experiment tracking, model registry).
  • MinIO — On-premises S3-compatible object storage.
  • SMOTE — Synthetic Minority Over-sampling Technique to rebalance datasets.
  • Hyperparameter Tuning — Searching for best model parameters.
  • Feature Engineering — Creating informative input variables from raw data.

Action Items / Next Steps

  • Set up the Docker Compose architecture and verify all services run as expected.
  • Implement and run the data producer to populate Kafka with synthetic transactions.
  • Configure Airflow DAG for scheduled model training and ensure MLflow/MinIO artifact tracking.
  • Develop and test model-building (XGBoost pipeline with feature engineering, SMOTE, hyperparameter tuning).
  • Test Spark-based inference on new Kafka data and write predictions to output topics.
  • Regularly monitor model performance and update production models as new, better versions are trained.