Adversarial Training for Tabular Credit Scoring: A Multi-Attack Robustness Evaluation in P2P Lending

arXiv:2609.09945 · cs.LG, q-fin.RM, stat.ML · Submitted 2026-09-09 · Read on arXiv

cs.LG, q-fin.RM, stat.ML

Submitted: 2026-09-09

Updated: 2026-09-09

License: http://creativecommons.org/licenses/by/4.0/

The gist: Machine learning-based credit scoring is increasingly central to Peer-to-Peer (P2P) lending, yet its resilience to adversarial manipulation, where applicants strategically alter self-reported inputs

Terminology

Abstract

Machine learning-based credit scoring is increasingly central to Peer-to-Peer (P2P) lending, yet its resilience to adversarial manipulation, where applicants strategically alter self-reported inputs to secure favourable decisions, remains poorly understood. Most adversarial-robustness evidence comes from image and text domains and evaluates a single attack against a matching defence, offering little guidance on how defences generalise across attack types in tabular credit data. We address this with a systematic train-test robustness benchmark on a large Lending Club subset, spanning three model families (logistic regression, a feed-forward neural network, and a transformer for tabular data) and four attacks confined to applicant-mutable features: Fast Gradient Sign Method (FGSM), Projected Gradient Descent (PGD), Salt-and-Pepper (S&P) noise, and DeepFool, plus a mixed-attack regime. Across a full grid evaluated with stratified cross-validation, adversarial training sharply improves robustness against the attack it is trained on and transfers well within the gradient-based family, but transfers weakly to non-gradient corruption, so single-attack defences overstate real-world resilience. Mixed training delivers the most balanced robustness across heterogeneous attacks while preserving clean-test performance, supporting multi-attack stress testing in credit-model governance.

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