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Serve a GNN Score Inside a 100 ms Authorisation Budget
Your fraud model must return a decision within 100 ms at the 99th percentile, of which 40 ms is already spent by the rest of the pipeline. A prototype 2-layer GraphSAGE with fan-out (15, 10) and 64-dimensional float32 hidden state beats the GBM by 0.03 PR-AUC offline. The prototype fetches the neighbourhood at request time from a key-value store.
Assumptions: each sequential key-value round trip is 1 ms at p50 and 6 ms at p99, and traffic is 2,000 requests per second.
- Estimate the latency and the tail behaviour of the prototype's request path (neighbour list, neighbours' neighbour lists, features).
- Estimate the bandwidth per request and per second.
- Propose a serving design that keeps the graph off the critical path and say what you give up.
- Say what you would monitor and how you handle new accounts.
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