Anomaly Detection of Tabular Data Using LLMs

Large language models (LLMs) have shown their potential in long-context understanding and mathematical reasoning. In this paper, we study the problem of using LLMs to detect tabular anomalies and show that pre-trained LLMs are zero-shot batch-level anomaly detectors. That is, without extra distribution-specific model fitting, they can discover hidden outliers in a batch of data, demonstrating their ability to identify low-density data regions. For LLMs that are not well aligned with anomaly detection and frequently output factual errors, we apply simple yet effective data-generating processes to simulate synthetic batch-level anomaly detection datasets and propose an end-to-end fine-tuning strategy to bring out the potential of LLMs in detecting real anomalies. Experiments on a large anomaly detection benchmark (ODDS) showcase i) GPT-4 has on-par performance with the state-of-the-art transductive learning-based anomaly detection methods and ii) the efficacy of our synthetic dataset and fine-tuning strategy in aligning LLMs to this task.

Uncertainty-aware Evaluation of Auxiliary Anomalies with the Expected Anomaly Posterior

Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning an anomaly detector with limited (or no) anomalies often yields poor prediction performance. One option is to employ auxiliary synthetic anomalies to improve the model training. However, synthetic anomalies may be of poor quality: anomalies that are unrealistic or indistinguishable from normal samples may deteriorate the detector's performance. Unfortunately, no existing methods quantify the quality of auxiliary anomalies. We fill in this gap and propose the expected anomaly posterior (EAP), an uncertainty-based score function that measures the quality of auxiliary anomalies by quantifying the total uncertainty of an anomaly detector. Experimentally on 40 benchmark datasets of images and tabular data, we show that EAP outperforms 12 adapted data quality estimators in the majority of cases.

On the Challenges and Opportunities in Generative AI

The field of deep generative modeling has grown rapidly and consistently over the years. With the availability of massive amounts of training data coupled with advances in scalable unsupervised learning paradigms, recent large-scale generative models show tremendous promise in synthesizing high-resolution images and text, as well as structured data such as videos and molecules. However, we argue that current large-scale generative AI models do not sufficiently address several fundamental issues that hinder their widespread adoption across domains. In this work, we aim to identify key unresolved challenges in modern generative AI paradigms that should be tackled to further enhance their capabilities, versatility, and reliability. By identifying these challenges, we aim to provide researchers with valuable insights for exploring fruitful research directions, thereby fostering the development of more robust and accessible generative AI solutions.

Towards Fast Stochastic Sampling in Diffusion Generative Models

Diffusion models suffer from slow sample generation at inference time. Despite recent efforts, improving the sampling efficiency of stochastic samplers for diffusion models remains a promising direction. We propose Splitting Integrators for fast stochastic sampling in pre-trained diffusion models in augmented spaces. Commonly used in molecular dynamics, splitting-based integrators attempt to improve sampling efficiency by cleverly alternating between numerical updates involving the data, auxiliary, or noise variables. However, we show that a naive application of splitting integrators is sub-optimal for fast sampling. Consequently, we propose several principled modifications to naive splitting samplers for improving sampling efficiency and denote the resulting samplers as Reduced Splitting Integrators. In the context of Phase Space Langevin Diffusion (PSLD) [Pandey \& Mandt, 2023] on CIFAR-10, our stochastic sampler achieves an FID score of 2.36 in only 100 network function evaluations (NFE) as compared to 2.63 for the best baselines.

Hybrid Modeling Design Patterns

Design patterns provide a systematic way to convey solutions to recurring modeling challenges. This paper introduces design patterns for hybrid modeling, an approach that combines modeling based on first principles with data-driven modeling techniques. While both approaches have complementary advantages there are often multiple ways to combine them into a hybrid model, and the appropriate solution will depend on the problem at hand. In this paper, we provide four base patterns that can serve as blueprints for combining data-driven components with domain knowledge into a hybrid approach. In addition, we also present two composition patterns that govern the combination of the base patterns into more complex hybrid models. Each design pattern is illustrated by typical use cases from application areas such as climate modeling, engineering, and physics.

Model Selection of Anomaly Detectors in the Absence of Labeled Validation Data

Anomaly detection requires detecting abnormal samples in large unlabeled datasets. While progress in deep learning and the advent of foundation models has produced powerful unsupervised anomaly detection methods, their deployment in practice is often hindered by the lack of labeled data -- without it, the detection accuracy of an anomaly detector cannot be evaluated reliably. In this work, we propose a general-purpose framework for evaluating image-based anomaly detectors with synthetically generated validation data. Our method assumes access to a small support set of normal images which are processed with a pre-trained diffusion model (our proposed method requires no training or fine-tuning) to produce synthetic anomalies. When mixed with normal samples from the support set, the synthetic anomalies create detection tasks that compose a validation framework for anomaly detection evaluation and model selection. In an extensive empirical study, ranging from natural images to industrial applications, we find that our synthetic validation framework selects the same models and hyper-parameters as selection with a ground-truth validation set. In addition, we find that prompts selected by our method for CLIP-based anomaly detection outperforms all other prompt selection strategies, and leads to the overall best detection accuracy, even on the challenging MVTec-AD dataset.

Efficient Integrators for Diffusion Generative Models

Diffusion models suffer from slow sample generation at inference time. Therefore, developing a principled framework for fast deterministic/stochastic sampling for a broader class of diffusion models is a promising direction. We propose two complementary frameworks for accelerating sample generation in pre-trained models: Conjugate Integrators and Splitting Integrators. Conjugate integrators generalize DDIM, mapping the reverse diffusion dynamics to a more amenable space for sampling. In contrast, splitting-based integrators, commonly used in molecular dynamics, reduce the numerical simulation error by cleverly alternating between numerical updates involving the data and auxiliary variables. After extensively studying these methods empirically and theoretically, we present a hybrid method that leads to the best-reported performance for diffusion models in augmented spaces. Applied to Phase Space Langevin Diffusion [Pandey & Mandt, 2023] on CIFAR-10, our deterministic and stochastic samplers achieve FID scores of 2.11 and 2.36 in only 100 network function evaluations (NFE) as compared to 2.57 and 2.63 for the best-performing baselines, respectively. Our code and model checkpoints will be made publicly available at \url{https://github.com/mandt-lab/PSLD}.

LoRA ensembles for large language model fine-tuning

Finetuned LLMs often exhibit poor uncertainty quantification, manifesting as overconfidence, poor calibration, and unreliable prediction results on test data or out-of-distribution samples. One approach commonly used in vision for alleviating this issue is a deep ensemble, which constructs an ensemble by training the same model multiple times using different random initializations. However, there is a huge challenge to ensembling LLMs: the most effective LLMs are very, very large. Keeping a single LLM in memory is already challenging enough: keeping an ensemble of e.g. 5 LLMs in memory is impossible in many settings. To address these issues, we propose an ensemble approach using Low-Rank Adapters (LoRA), a parameter-efficient fine-tuning technique. Critically, these low-rank adapters represent a very small number of parameters, orders of magnitude less than the underlying pre-trained model. Thus, it is possible to construct large ensembles of LoRA adapters with almost the same computational overhead as using the original model. We find that LoRA ensembles, applied on its own or on top of pre-existing regularization techniques, gives consistent improvements in predictive accuracy and uncertainty quantification.

Deep Anomaly Detection on Tennessee Eastman Process Data

This paper provides the first comprehensive evaluation and analysis of modern (deep-learning) unsupervised anomaly detection methods for chemical process data. We focus on the Tennessee Eastman process dataset, which has been a standard litmus test to benchmark anomaly detection methods for nearly three decades. Our extensive study will facilitate choosing appropriate anomaly detection methods in industrial applications.

Deep Anomaly Detection under Labeling Budget Constraints

Selecting informative data points for expert feedback can significantly improve the performance of anomaly detection (AD) in various contexts, such as medical diagnostics or fraud detection. In this paper, we determine a set of theoretical conditions under which anomaly scores generalize from labeled queries to unlabeled data. Motivated by these results, we propose a data labeling strategy with optimal data coverage under labeling budget constraints. In addition, we propose a new learning framework for semi-supervised AD. Extensive experiments on image, tabular, and video data sets show that our approach results in state-of-the-art semi-supervised AD performance under labeling budget constraints.