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On Diffusion Modeling for Anomaly Detection

ICLR 2024 · Image generation › Fast diffusion sampling · approach: Diffusion theory and learned samplers · 4 citations (OpenAlex)

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Proposes Diffusion Time Estimation (DTE), which estimates the posterior over diffusion time of noisy inputs as an anomaly score, giving a kNN-equivalent non-parametric variant and fast MLP/ResNet parametric variants, and evaluates on ADBench against classical, deep, and diffusion baselines.

Problem

Diffusion-based anomaly detection (e.g., DDPM reconstruction error) is accurate but computationally expensive, and has been explored mainly for image data rather than general tabular, image-embedding and NLP-embedding anomaly detection in unsupervised and semi-supervised settings.

Approach

Instead of simulating the full DDPM reverse chain to reconstruct inputs, model the posterior distribution over diffusion time (noise variance) of a noisy input, which has an inverse Gamma form; its mode/mean serves as the anomaly score. A non-parametric estimator reduces to kNN ranking, and a neural network predicts the distribution parametrically for fast inference.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use VicReg pre-training instead of no pre-training (ablation)DTE-NP · CIFAR10, semi-supervisedAUC ROC: 51.53(14.81) -> 80.92(10.81)Helped
Use VicReg pre-training instead of no pre-training (ablation)DTE-C · CIFAR10, semi-supervisedAUC ROC: 50.25(3.34) -> 63.36(11.92)Helped
Use VicReg pre-training instead of no pre-training (ablation)DDPM · CIFAR10, semi-supervisedAUC ROC: 50.50(7.67) -> 54.22(10.26)No clear effect
Use VicReg pre-training instead of no pre-training (ablation)kNN · CIFAR10, semi-supervisedAUC ROC: 51.64(14.90) -> 79.01(11.53)Helped
Use supervised ImageNet pre-training instead of no pre-training (ablation)DTE-NP · MNIST, semi-supervisedAUC ROC: 81.94(16.46) -> 78.07(12.48)Hurt
Use supervised ImageNet pre-training instead of no pre-training (ablation)kNN · MNIST, semi-supervisedAUC ROC: 84.14(15.60) -> 76.86(11.54)Hurt
Use image embeddings rather than raw pixels (ablation)Diffusion-based methods · Image datasetsAUC ROCHelped
Use pre-training rather than no pre-training (ablation)Image anomaly detection methods · VisA, CIFAR10, and MNISTAUC ROCMixed
Increase the DDPM reconstruction timestep (ablation)DDPM · ADBench, semi-supervisedAUC ROCHurt
Set DDPM reconstruction timestep close to 50% of the maximum (ablation)DDPM · ADBench, unsupervisedAUC ROCHelped
Use fewer bins in the categorical model (ablation)DTE-C · ADBenchAUC ROCHelped
Increase the maximum diffusion timestep from very low values toward roughly T=250 (ablation)DTE · ADBenchAUC ROCHelped

Surprising findings

Limitations

Experimental setup

Datasets: ADBench VisA CIFAR-10 MNIST SVHN FashionMNIST MNIST-C

Benchmarks: ADBench VisA

Metrics: AUC ROC AUC PR F1 score inference time

Baselines: kNN DDPM DeepSVDD DAGMM IForest ECOD COPOD DIF SLAD planar normalizing flows VAE GAN

Builds on: DDPM kNN TabDDPM ADBench

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