Robust outlier detection by de-biasing VAE likelihoods

Deep networks often make confident, yet, incorrect, predictions when tested with outlier data that is far removed from their training distributions. Likelihoods computed by deep generative models (DGM) are a candidate metric for outlier detection with unlabeled data. Yet, DGM likelihoods are readily biased and unreliable. Here, we examine outlier detection with variational autoencoders (VAEs), among the simplest of DGMs. We show that an analytically-derived correction ameliorates a key bias with VAE likelihoods. The bias correction is sample-specific, computationally inexpensive and readily computed for various visible distributions. Next, we show that a well-known preprocessing technique, contrast stretching, extends the effectiveness of bias correction to improve outlier detection performance. We evaluate our approach comprehensively with nine (grayscale and natural) image datasets, and demonstrate significant advantages, in terms of speed and accuracy, over four state-of-the-art methods.