Out-Of-Distribution Detection with Diversification (Provably)
Out-of-distribution (OOD) detection is crucial for ensuring reliable deployment of machine learning models. Recent advancements focus on utilizing easily accessible auxiliary outliers (e.g., data from the web or other datasets) in training. However, we experimentally reveal that these methods still struggle to generalize their detection capabilities to unknown OOD data, due to the limited diversity of the auxiliary outliers collected. Therefore, we thoroughly examine this problem from the generalization perspective and demonstrate that a more diverse set of auxiliary outliers is essential for enhancing the detection capabilities. However, in practice, it is difficult and costly to collect sufficiently diverse auxiliary outlier data. Therefore, we propose a simple yet practical approach with a theoretical guarantee, termed Diversity-induced Mixup for OOD detection (diverseMix), which enhances the diversity of auxiliary outlier set for training in an efficient way. Extensive experiments show that diverseMix achieves superior performance on commonly used and recent challenging large-scale benchmarks, which further confirm the importance of the diversity of auxiliary outliers.
Code (1)
Tasks
DiversityOut-of-Distribution DetectionOut of Distribution (OOD) DetectionMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Scalable Ensemble Diversification for OOD Generalization and Detection
Training a diverse ensemble of models has several practical applications such as providing candidates for model selection with better out-of-distribution (OOD) generalization, and enabling the detection of OOD samples vi…
Model SelectionAre benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data
Oil is perceived as a good diversification tool for stock markets. To fully understand this potential, we propose a new empirical methodology that combines generalized autoregressive score copula functions with high freq…
Empirical estimator of diversification quotient
The Diversification Quotient (DQ), introduced by Han et al. (2025), is a recently proposed measure of portfolio diversification that quantifies the reduction in a portfolio's risk-level parameter attributable to diversif…
Decision MakingPortfolio OptimizationUnraveling the Key Components of OOD Generalization via Diversification
Supervised learning datasets may contain multiple cues that explain the training set equally well, i.e., learning any of them would lead to the correct predictions on the training data. However, many of them can be spuri…
A Tale of Tail Covariances (and Diversified Tails)
This paper deals with tail diversification in financial time series through the concept of statistical independence by way of differential entropy and mutual information. By using moments as contrast functions to isolate…
Time SeriesTime Series Analysis