Approximations to the Fisher Information Metric of Deep Generative Models for Out-Of-Distribution Detection
<|reference_start|>Approximations to the Fisher Information Metric of Deep Generative Models for Out-Of-Distribution Detection: Likelihood-based deep generative models such as score-based diffusion models and variational autoencoders are state-of-the-art machine learning models approximating high-dimensional distributions of data such as images, text, or audio. One of many downstream tasks they can be naturally applied to is out-of-distribution (OOD) detection. However, seminal work by Nalisnick et al. which we reproduce showed that deep generative models consistently infer higher log-likelihoods for OOD data than data they were trained on, marking an open problem. In this work, we analyse using the gradient of a data point with respect to the parameters of the deep generative model for OOD detection, based on the simple intuition that OOD data should have larger gradient norms than training data. We formalise measuring the size of the gradient as approximating the Fisher information metric. We show that the Fisher information matrix (FIM) has large absolute diagonal values, motivating the use of chi-square distributed, layer-wise gradient norms as features. We combine these features to make a simple, model-agnostic and hyperparameter-free method for OOD detection which estimates the joint density of the layer-wise gradient norms for a given data point. We find that these layer-wise gradient norms are weakly correlated, rendering their combined usage informative, and prove that the layer-wise gradient norms satisfy the principle of (data representation) invariance. Our empirical results indicate that this method outperforms the Typicality test for most deep generative models and image dataset pairings.<|reference_end|>
@article{dauncey2024approximations,
    title={Approximations to the Fisher Information Metric of Deep Generative
  Models for Out-Of-Distribution Detection},
    author={Sam Dauncey, Chris Holmes, Christopher Williams and Fabian Falck},
    journal={arXiv preprint arXiv:2403.01485},
    year={2024},
    archivePrefix={arXiv},
    eprint={2403.01485},
    primaryClass={stat.ML cs.CV cs.LG}
}