Abstract
Convolutional neural networks used in real-world recognition must be able to detect inputs that are Out-of-Distribution (OoD) with respect to the known or training data. A popular, simple method is to detect OoD inputs using confidence scores based on the Mahalanobis distance from known data. However, this procedure involves estimating the multivariate normal (MVN) density of high dimensional data using the insufficient number of observations (e.g., the dimensionality of features at the last two layers in the ResNet-101 model are 2048 and 1024, with ca. 1000–5000 examples per class for density estimation). In this work, we analyze the instability of parametric estimates of MVN density in high dimensionality and analyze the impact of this on the performance of Mahalanobis distance-based OoD detection. We show that this effect makes Mahalanobis distance-based methods ineffective for near OoD data. We show that the minimum distance from known data beyond which outliers are detectable depends on the dimensionality and number of training samples and decreases with the growing size of the training dataset. We also analyzed the performance of modifications of the Mahalanobis distance method used to minimize density fitting errors, such as using a common covariance matrix for all classes or diagonal covariance matrices. On OoD benchmarks (on CIFAR-10, CIFAR-100, SVHN, and Noise datasets), using representations from the DenseNet or ResNet models, we show that none of these methods should be considered universally superior.
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Maciejewski, H., Walkowiak, T., Szyc, K. (2022). Out-of-Distribution Detection in High-Dimensional Data Using Mahalanobis Distance - Critical Analysis. In: Groen, D., de Mulatier, C., Paszynski, M., Krzhizhanovskaya, V.V., Dongarra, J.J., Sloot, P.M.A. (eds) Computational Science – ICCS 2022. ICCS 2022. Lecture Notes in Computer Science, vol 13350. Springer, Cham. https://doi.org/10.1007/978-3-031-08751-6_19
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