May 22 – 24, 2023
162 5th Avenue
America/New_York timezone

Session

Invited Talk

May 23, 2023, 2:30 PM
Ingrid Daubechies Auditorium/2-IDA (162 5th Avenue)

Ingrid Daubechies Auditorium/2-IDA

162 5th Avenue

200

Description

Chair: Laurence Perreault Levasseur

Known for their impressive performance in generative modeling, diffusion models are attractive candidates for density-based anomaly detection. This paper investigates different variations of diffusion modeling for unsupervised and semi-supervised anomaly detection. In particular, we find that Denoising Diffusion Probability Models (DDPM) are performant on anomaly detection benchmarks yet computationally expensive. By simplifying DDPM in application to anomaly detection, we are naturally led to an alternative approach called Diffusion Time Probabilistic Model (DTPM). DTPM estimates the posterior distribution over diffusion time for a given input, enabling the identification of anomalies due to their higher posterior density at larger timesteps. We derive an analytical form for this posterior density and leverage a deep neural network to improve inference efficiency. Through empirical evaluations on the ADBench benchmark, we demonstrate that all diffusion-based anomaly detection methods perform competitively. Notably, DTPM achieves orders of magnitude faster inference time than DDPM, while outperforming it on this benchmark. These results establish diffusion-based anomaly detection as an interpretable and scalable alternative to traditional methods and recent deep-learning techniques.

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