Anomaly Detection using Normalizing Flows and Contrastive Data

TMLR Paper504 Authors

13 Oct 2022 (modified: 28 Feb 2023)Rejected by TMLREveryoneRevisionsBibTeX
Abstract: Detecting test data deviating from training data is a central problem for safe and robust machine learning. Likelihoods learned by a generative model, e.g., a normalizing flow via standard log-likelihood training, perform poorly as an anomaly score. We propose to use an unlabelled auxiliary dataset and a probabilistic outlier score for anomaly detection. We use a self-supervised feature extractor trained on the auxiliary dataset and train a normalizing flow on the extracted features by maximizing the likelihood on in-distribution data and minimizing the likelihood on the auxiliary dataset. We show that this is equivalent to learning the normalized positive difference between the in-distribution and the auxiliary feature density. We conduct experiments on benchmark datasets and show a robust improvement compared to likelihood, likelihood ratio methods and state-of-the-art anomaly detection methods.
Submission Length: Regular submission (no more than 12 pages of main content)
Assigned Action Editor: ~George_Papamakarios1
Submission Number: 504
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