Teruyuki Katsuoka

Shuichi Nishino, Tomohiro Shiraishi, Teruyuki Katsuoka et al.

The validity of statistical inference depends critically on how data are collected. When data gathered through active data collection (ADC) are reused for a post-hoc inferential task, conventional inference can fail because the sampling is adaptively biased toward regions favored by the collection strategy. This issue is especially pronounced in black-box optimization, where sequential model-based optimization (SMBO) methods such as the tree-structured Parzen estimator (TPE) and Gaussian process upper confidence bound (GP-UCB) preferentially concentrate evaluations in promising regions. We study statistical inference on actively collected data when the inferential target is constructed in a data-dependent manner after data collection. To enable valid inference in this setting, we propose post-ADC inference, a framework that accounts for the biases arising from both the active data collection process and the subsequent data-driven target construction. Our method builds on selective inference and provides valid $p$-values and confidence intervals that correct for both sources of bias. The framework applies to a broad class of ADC processes by imposing only assumptions on the observation noise, without requiring any assumptions on the underlying black-box function or the surrogate model used by the SMBO algorithm. Empirical results also show that post-ADC inference provides valid inference for data collected by GP-UCB and TPE.

Daiki Miwa, Tomohiro Shiraishi, Vo Nguyen Le Duy et al.

In this study, we consider the reliability assessment of anomaly detection (AD) using Variational Autoencoder (VAE). Over the last decade, VAE-based AD has been actively studied in various perspective, from method development to applied research. However, when the results of ADs are used in high-stakes decision-making, such as in medical diagnosis, it is necessary to ensure the reliability of the detected anomalies. In this study, we propose the VAE-AD Test as a method for quantifying the statistical reliability of VAE-based AD within the framework of statistical testing. Using the VAE-AD Test, the reliability of the anomaly regions detected by a VAE can be quantified in the form of p-values. This means that if an anomaly is declared when the p-value is below a certain threshold, it is possible to control the probability of false detection to a desired level. Since the VAE-AD Test is constructed based on a new statistical inference framework called selective inference, its validity is theoretically guaranteed in finite samples. To demonstrate the validity and effectiveness of the proposed VAE-AD Test, numerical experiments on artificial data and applications to brain image analysis are conducted.

Teruyuki Katsuoka, Tomohiro Shiraishi, Daiki Miwa et al.

In this paper, we introduce si4onnx, a package for performing selective inference on deep learning models. Techniques such as CAM in XAI and reconstruction-based anomaly detection using VAE can be interpreted as methods for identifying significant regions within input images. However, the identified regions may not always carry meaningful significance. Therefore, evaluating the statistical significance of these regions represents a crucial challenge in establishing the reliability of AI systems. si4onnx is a Python package that enables straightforward implementation of hypothesis testing with controlled type I error rates through selective inference. It is compatible with deep learning models constructed using common frameworks such as PyTorch and TensorFlow.

Tatsuya Matsukawa, Tomohiro Shiraishi, Shuichi Nishino et al.

Auto Feature Engineering (AFE) plays a crucial role in developing practical machine learning pipelines by automating the transformation of raw data into meaningful features that enhance model performance. By generating features in a data-driven manner, AFE enables the discovery of important features that may not be apparent through human experience or intuition. On the other hand, since AFE generates features based on data, there is a risk that these features may be overly adapted to the data, making it essential to assess their reliability appropriately. Unfortunately, because most AFE problems are formulated as combinatorial search problems and solved by heuristic algorithms, it has been challenging to theoretically quantify the reliability of generated features. To address this issue, we propose a new statistical test for generated features by AFE algorithms based on a framework called selective inference. As a proof of concept, we consider a simple class of tree search-based heuristic AFE algorithms, and consider the problem of testing the generated features when they are used in a linear model. The proposed test can quantify the statistical significance of the generated features in the form of $p$-values, enabling theoretically guaranteed control of the risk of false findings.

Mizuki Niihori, Teruyuki Katsuoka, Tomohiro Shiraishi et al.

In this paper, we investigate the problem of unsupervised anomaly detection using the k-Nearest Neighbor method. The k-Nearest Neighbor Anomaly Detection (kNNAD) is a simple yet effective approach for identifying anomalies across various domains and fields. A critical challenge in anomaly detection, including kNNAD, is appropriately quantifying the reliability of detected anomalies. To address this, we formulate kNNAD as a statistical hypothesis test and quantify the probability of false detection using $p$-values. The main technical challenge lies in performing both anomaly detection and statistical testing on the same data, which hinders correct $p$-value calculation within the conventional statistical testing framework. To resolve this issue, we introduce a statistical hypothesis testing framework called Selective Inference (SI) and propose a method named Statistically Significant NNAD (Stat-kNNAD). By leveraging SI, the Stat-kNNAD method ensures that detected anomalies are statistically significant with theoretical guarantees. The proposed Stat-kNNAD method is applicable to anomaly detection in both the original feature space and latent feature spaces derived from deep learning models. Through numerical experiments on synthetic data and applications to industrial product anomaly detection, we demonstrate the validity and effectiveness of the Stat-kNNAD method.

Akifumi Yamada, Tomohiro Shiraishi, Shuichi Nishino et al.

Effective condition monitoring in complex systems requires identifying change points (CPs) in the frequency domain, as the structural changes often arise across multiple frequencies. This paper extends recent advancements in statistically significant CP detection, based on Selective Inference (SI), to the frequency domain. The proposed SI method quantifies the statistical significance of detected CPs in the frequency domain using $p$-values, ensuring that the detected changes reflect genuine structural shifts in the target system. We address two major technical challenges to achieve this. First, we extend the existing SI framework to the frequency domain by appropriately utilizing the properties of discrete Fourier transform (DFT). Second, we develop an SI method that provides valid $p$-values for CPs where changes occur across multiple frequencies. Experimental results demonstrate that the proposed method reliably identifies genuine CPs with strong statistical guarantees, enabling more accurate root-cause analysis in the frequency domain of complex systems.

Teruyuki Katsuoka, Tomohiro Shiraishi, Daiki Miwa et al.

Anomaly localization in images (identifying regions that deviate from expected patterns) is vital in applications such as medical diagnosis and industrial inspection. A recent trend is the use of image generation models in anomaly localization, where these models generate normal-looking counterparts of anomalous images, thereby allowing flexible and adaptive anomaly localization. However, these methods inherit the uncertainty and bias implicitly embedded in the employed generative model, raising concerns about the reliability. To address this, we propose a statistical framework based on selective inference to quantify the significance of detected anomalous regions. Our method provides $p$-values to assess the false positive detection rates, providing a principled measure of reliability. As a proof of concept, we consider anomaly localization using a diffusion model and its applications to medical diagnoses and industrial inspections. The results indicate that the proposed method effectively controls the risk of false positive detection, supporting its use in high-stakes decision-making tasks.

Shuichi Nishino, Tomohiro Shiraishi, Teruyuki Katsuoka et al.

Graph Neural Networks (GNNs) have gained prominence for their ability to process graph-structured data across various domains. However, interpreting GNN decisions remains a significant challenge, leading to the adoption of saliency maps for identifying salient subgraphs composed of influential nodes and edges. Despite their utility, the reliability of GNN saliency maps has been questioned, particularly in terms of their robustness to input noise. In this study, we propose a statistical testing framework to rigorously evaluate the significance of saliency maps. Our main contribution lies in addressing the inflation of the Type I error rate caused by double-dipping of data, leveraging the framework of Selective Inference. Our method provides statistically valid $p$-values while controlling the Type I error rate, ensuring that identified salient subgraphs contain meaningful information rather than random artifacts. The method is applicable to a variety of saliency methods with piecewise linearity (e.g., Class Activation Mapping). We validate our method on synthetic and real-world datasets, demonstrating its capability in assessing the reliability of GNN interpretations.

Tomohiro Shiraishi, Daiki Miwa, Teruyuki Katsuoka et al.

The Vision Transformer (ViT) demonstrates exceptional performance in various computer vision tasks. Attention is crucial for ViT to capture complex wide-ranging relationships among image patches, allowing the model to weigh the importance of image patches and aiding our understanding of the decision-making process. However, when utilizing the attention of ViT as evidence in high-stakes decision-making tasks such as medical diagnostics, a challenge arises due to the potential of attention mechanisms erroneously focusing on irrelevant regions. In this study, we propose a statistical test for ViT's attentions, enabling us to use the attentions as reliable quantitative evidence indicators for ViT's decision-making with a rigorously controlled error rate. Using the framework called selective inference, we quantify the statistical significance of attentions in the form of p-values, which enables the theoretically grounded quantification of the false positive detection probability of attentions. We demonstrate the validity and the effectiveness of the proposed method through numerical experiments and applications to brain image diagnoses.