TRAINING A MACHINE LEARNING SYSTEM FOR TRANSACTION DATA PROCESSING

A method of training a supervised machine learning system to detect anomalies within transaction data is described. The method includes obtaining a training set of data samples; assigning a label indicating an absence of an anomaly to unlabelled data samples in the training set; partitioning 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; generating synthetic data samples by combining features from the two feature sets that respectively relate to two different uniquely identifiable entities; assigning a label indicating a presence of an anomaly to the synthetic data samples; augmenting the training set with the synthetic data samples; and training a supervised machine learning system with the augmented training set and the assigned labels.