DOI: Divergence-based Out-of-Distribution Indicators via Deep Generative Models

To ensure robust and reliable classification results, OoD (out-of-distribution) indicators based on deep generative models are proposed recently and are shown to work well on small datasets. In this paper, we conduct the first large collection of benchmarks (containing 92 dataset pairs, which is 1 order of magnitude larger than previous ones) for existing OoD indicators and observe that none perform well. We thus advocate that a large collection of benchmarks is mandatory for evaluating OoD indicators. We propose a novel theoretical framework, DOI, for divergence-based Out-of-Distribution indicators (instead of traditional likelihood-based) in deep generative models. Following this framework, we further propose a simple and effective OoD detection algorithm: Single-shot Fine-tune. It significantly outperforms past works by 5~8 in AUROC, and its performance is close to optimal. In recent, the likelihood criterion is shown to be ineffective in detecting OoD. Single-shot Fine-tune proposes a novel fine-tune criterion to detect OoD, by whether the likelihood of the testing sample is improved after fine-tuning a well-trained model on it. Fine-tune criterion is a clear and easy-following criterion, which will lead the OoD domain into a new stage.

On the Necessity and Effectiveness of Learning the Prior of Variational Auto-Encoder

Using powerful posterior distributions is a popular approach to achieving better variational inference. However, recent works showed that the aggregated posterior may fail to match unit Gaussian prior, thus learning the prior becomes an alternative way to improve the lower-bound. In this paper, for the first time in the literature, we prove the necessity and effectiveness of learning the prior when aggregated posterior does not match unit Gaussian prior, analyze why this situation may happen, and propose a hypothesis that learning the prior may improve reconstruction loss, all of which are supported by our extensive experiment results. We show that using learned Real NVP prior and just one latent variable in VAE, we can achieve test NLL comparable to very deep state-of-the-art hierarchical VAE, outperforming many previous works with complex hierarchical VAE architectures.

Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications

To ensure undisrupted business, large Internet companies need to closely monitor various KPIs (e.g., Page Views, number of online users, and number of orders) of its Web applications, to accurately detect anomalies and trigger timely troubleshooting/mitigation. However, anomaly detection for these seasonal KPIs with various patterns and data quality has been a great challenge, especially without labels. In this paper, we proposed Donut, an unsupervised anomaly detection algorithm based on VAE. Thanks to a few of our key techniques, Donut greatly outperforms a state-of-arts supervised ensemble approach and a baseline VAE approach, and its best F-scores range from 0.75 to 0.9 for the studied KPIs from a top global Internet company. We come up with a novel KDE interpretation of reconstruction for Donut, making it the first VAE-based anomaly detection algorithm with solid theoretical explanation.