Validation-Stage Combinatorial Fusion Analysis for Imbalanced Credit-Card Fraud Detection

Abstract

Credit-card fraud detection is difficult because fraudulent transactions are rare, costly, and unevenly distributed. Strong gradient-boosted tree models already perform well on structured transaction data, so the value of another fusion method is not obvious. This paper examines whether Combinatorial Fusion Analysis (CFA), which searches over model subsets and rank-score fusion rules, can still add value on the IEEE-CIS Fraud Detection benchmark. Using a leakage-free 60/20/20 train/validation/test protocol, we evaluate 480 fusion configurations built from seven base classifiers. The best test-set result comes from diversity-weighted score fusion of Random Forest, XGBoost, and LightGBM (DEF WtScore), with AUC-ROC = 0.9405, AUPRC = 0.6699, and F1 = 0.6373. Bootstrap confidence intervals from 1,000 resamples show that the gains over the strongest single model exclude zero for all three metrics. CFA matches soft voting on AUC-ROC, improves AUPRC and F1, and outperforms stacking in this setting. A CTGAN augmentation experiment gives a negative result: synthetic fraud samples degrade both individual models and CFA. Overall, CFA is most useful here not as a way to combine every classifier, but as a validation-stage method for choosing a small, complementary subset and assigning diversity-aware weights.