Research map / Label-efficient and robust learning / OOD and anomaly detection
Quantifying Statistical Significance of Deep Nearest Neighbor Anomaly Detection via Selective Inference
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Proposes selective inference to give p-values/statistical significance for deep k-nearest-neighbor anomaly detection decisions, using only normal training data.
Problem
Semi-supervised anomaly detection with deep kNN scoring lacks a mechanism to quantify statistical uncertainty or significance of its detections, which is needed when only normal data is available.
Approach
Applies selective inference to deep kNN anomaly detection so that the significance of detected anomalies is tested conditional on the selection event, yielding valid p-values despite the data-driven detection procedure.
Experimental setup
Builds on: deep kNN anomaly detection selective inference
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