Can Your Generative Model Detect Out-of-Distribution Covariate Shift?
Christiaan Viviers, Amaan Valiuddin, Francisco Caetano, Lemar, Abdi, Lena Filatova, Peter de With, Fons van der Sommen

TL;DR
This paper investigates how generative models can detect covariate shift in images, proposing a novel method called CovariateFlow that effectively identifies out-of-distribution covariate changes in high-frequency image components.
Contribution
The paper introduces CovariateFlow, a new approach using conditional Normalizing Flows to detect covariate heteroscedastic high-frequency image components, improving OOD detection under covariate shift.
Findings
CovariateFlow accurately detects covariate shift on CIFAR10-C and ImageNet200-C datasets.
Generative models effectively identify sensory faults through high-frequency signal modeling.
The method enhances imaging system fidelity and OOD detection in covariate shift scenarios.
Abstract
Detecting Out-of-Distribution (OOD) sensory data and covariate distribution shift aims to identify new test examples with different high-level image statistics to the captured, normal and In-Distribution (ID) set. Existing OOD detection literature largely focuses on semantic shift with little-to-no consensus over covariate shift. Generative models capture the ID data in an unsupervised manner, enabling them to effectively identify samples that deviate significantly from this learned distribution, irrespective of the downstream task. In this work, we elucidate the ability of generative models to detect and quantify domain-specific covariate shift through extensive analyses that involves a variety of models. To this end, we conjecture that it is sufficient to detect most occurring sensory faults (anomalies and deviations in global signals statistics) by solely modeling high-frequency…
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Taxonomy
TopicsSimulation Techniques and Applications · Financial Risk and Volatility Modeling · Insurance, Mortality, Demography, Risk Management
MethodsNormalizing Flows
