LGApr 5, 2022
Complex-Valued Autoencoders for Object DiscoverySindy Löwe, Phillip Lippe, Maja Rudolph et al.
Object-centric representations form the basis of human perception, and enable us to reason about the world and to systematically generalize to new settings. Currently, most works on unsupervised object discovery focus on slot-based approaches, which explicitly separate the latent representations of individual objects. While the result is easily interpretable, it usually requires the design of involved architectures. In contrast to this, we propose a comparatively simple approach - the Complex AutoEncoder (CAE) - that creates distributed object-centric representations. Following a coding scheme theorized to underlie object representations in biological neurons, its complex-valued activations represent two messages: their magnitudes express the presence of a feature, while the relative phase differences between neurons express which features should be bound together to create joint object representations. In contrast to previous approaches using complex-valued activations for object discovery, we present a fully unsupervised approach that is trained end-to-end - resulting in significant improvements in performance and efficiency. Further, we show that the CAE achieves competitive or better unsupervised object discovery performance on simple multi-object datasets compared to a state-of-the-art slot-based approach while being up to 100 times faster to train.
LGFeb 15, 2023Code
Zero-Shot Anomaly Detection via Batch NormalizationAodong Li, Chen Qiu, Marius Kloft et al.
Anomaly detection (AD) plays a crucial role in many safety-critical application domains. The challenge of adapting an anomaly detector to drift in the normal data distribution, especially when no training data is available for the "new normal," has led to the development of zero-shot AD techniques. In this paper, we propose a simple yet effective method called Adaptive Centered Representations (ACR) for zero-shot batch-level AD. Our approach trains off-the-shelf deep anomaly detectors (such as deep SVDD) to adapt to a set of inter-related training data distributions in combination with batch normalization, enabling automatic zero-shot generalization for unseen AD tasks. This simple recipe, batch normalization plus meta-training, is a highly effective and versatile tool. Our theoretical results guarantee the zero-shot generalization for unseen AD tasks; our empirical results demonstrate the first zero-shot AD results for tabular data and outperform existing methods in zero-shot anomaly detection and segmentation on image data from specialized domains. Code is at https://github.com/aodongli/zero-shot-ad-via-batch-norm
LGMay 27, 2022
Raising the Bar in Graph-level Anomaly DetectionChen Qiu, Marius Kloft, Stephan Mandt et al.
Graph-level anomaly detection has become a critical topic in diverse areas, such as financial fraud detection and detecting anomalous activities in social networks. While most research has focused on anomaly detection for visual data such as images, where high detection accuracies have been obtained, existing deep learning approaches for graphs currently show considerably worse performance. This paper raises the bar on graph-level anomaly detection, i.e., the task of detecting abnormal graphs in a set of graphs. By drawing on ideas from self-supervised learning and transformation learning, we present a new deep learning approach that significantly improves existing deep one-class approaches by fixing some of their known problems, including hypersphere collapse and performance flip. Experiments on nine real-world data sets involving nine techniques reveal that our method achieves an average performance improvement of 11.8% AUC compared to the best existing approach.
LGOct 11, 2023Code
Efficient Integrators for Diffusion Generative ModelsKushagra Pandey, Maja Rudolph, Stephan Mandt
Diffusion models suffer from slow sample generation at inference time. Therefore, developing a principled framework for fast deterministic/stochastic sampling for a broader class of diffusion models is a promising direction. We propose two complementary frameworks for accelerating sample generation in pre-trained models: Conjugate Integrators and Splitting Integrators. Conjugate integrators generalize DDIM, mapping the reverse diffusion dynamics to a more amenable space for sampling. In contrast, splitting-based integrators, commonly used in molecular dynamics, reduce the numerical simulation error by cleverly alternating between numerical updates involving the data and auxiliary variables. After extensively studying these methods empirically and theoretically, we present a hybrid method that leads to the best-reported performance for diffusion models in augmented spaces. Applied to Phase Space Langevin Diffusion [Pandey & Mandt, 2023] on CIFAR-10, our deterministic and stochastic samplers achieve FID scores of 2.11 and 2.36 in only 100 network function evaluations (NFE) as compared to 2.57 and 2.63 for the best-performing baselines, respectively. Our code and model checkpoints will be made publicly available at \url{https://github.com/mandt-lab/PSLD}.
LGMar 10, 2023
Deep Anomaly Detection on Tennessee Eastman Process DataFabian Hartung, Billy Joe Franks, Tobias Michels et al.
This paper provides the first comprehensive evaluation and analysis of modern (deep-learning) unsupervised anomaly detection methods for chemical process data. We focus on the Tennessee Eastman process dataset, which has been a standard litmus test to benchmark anomaly detection methods for nearly three decades. Our extensive study will facilitate choosing appropriate anomaly detection methods in industrial applications.
LGFeb 15, 2023
Deep Anomaly Detection under Labeling Budget ConstraintsAodong Li, Chen Qiu, Marius Kloft et al.
Selecting informative data points for expert feedback can significantly improve the performance of anomaly detection (AD) in various contexts, such as medical diagnostics or fraud detection. In this paper, we determine a set of theoretical conditions under which anomaly scores generalize from labeled queries to unlabeled data. Motivated by these results, we propose a data labeling strategy with optimal data coverage under labeling budget constraints. In addition, we propose a new learning framework for semi-supervised AD. Extensive experiments on image, tabular, and video data sets show that our approach results in state-of-the-art semi-supervised AD performance under labeling budget constraints.
LGSep 29, 2023
LoRA ensembles for large language model fine-tuningXi Wang, Laurence Aitchison, Maja Rudolph
Finetuned LLMs often exhibit poor uncertainty quantification, manifesting as overconfidence, poor calibration, and unreliable prediction results on test data or out-of-distribution samples. One approach commonly used in vision for alleviating this issue is a deep ensemble, which constructs an ensemble by training the same model multiple times using different random initializations. However, there is a huge challenge to ensembling LLMs: the most effective LLMs are very, very large. Keeping a single LLM in memory is already challenging enough: keeping an ensemble of e.g. 5 LLMs in memory is impossible in many settings. To address these issues, we propose an ensemble approach using Low-Rank Adapters (LoRA), a parameter-efficient fine-tuning technique. Critically, these low-rank adapters represent a very small number of parameters, orders of magnitude less than the underlying pre-trained model. Thus, it is possible to construct large ensembles of LoRA adapters with almost the same computational overhead as using the original model. We find that LoRA ensembles, applied on its own or on top of pre-existing regularization techniques, gives consistent improvements in predictive accuracy and uncertainty quantification.
LGOct 16, 2023
Model Selection of Anomaly Detectors in the Absence of Labeled Validation DataClement Fung, Chen Qiu, Aodong Li et al.
Anomaly detection is the task of identifying abnormal samples in large unlabeled datasets. While the advent of foundation models has produced powerful zero-shot anomaly detection methods, their deployment in practice is often hindered by the absence of labeled validation data -- without it, their detection performance cannot be evaluated reliably. In this work, we propose SWSA (Selection With Synthetic Anomalies): a general-purpose framework to select image-based anomaly detectors without labeled validation data. Instead of collecting labeled validation data, we generate synthetic anomalies without any training or fine-tuning, using only a small support set of normal images. Our synthetic anomalies are used to create detection tasks that compose a validation framework for model selection. In an empirical study, we evaluate SWSA with three types of synthetic anomalies and on two selection tasks: model selection of image-based anomaly detectors and prompt selection for CLIP-based anomaly detection. SWSA often selects models and prompts that match selections made with a ground-truth validation set, outperforming baseline selection strategies.
LGFeb 28, 2024
On the Challenges and Opportunities in Generative AILaura Manduchi, Clara Meister, Kushagra Pandey et al.
The field of deep generative modeling has grown rapidly in the last few years. With the availability of massive amounts of training data coupled with advances in scalable unsupervised learning paradigms, recent large-scale generative models show tremendous promise in synthesizing high-resolution images and text, as well as structured data such as videos and molecules. However, we argue that current large-scale generative AI models exhibit several fundamental shortcomings that hinder their widespread adoption across domains. In this work, our objective is to identify these issues and highlight key unresolved challenges in modern generative AI paradigms that should be addressed to further enhance their capabilities, versatility, and reliability. By identifying these challenges, we aim to provide researchers with insights for exploring fruitful research directions, thus fostering the development of more robust and accessible generative AI solutions.
LGFeb 19, 2025
Theoretical Physics Benchmark (TPBench) -- a Dataset and Study of AI Reasoning Capabilities in Theoretical PhysicsDaniel J. H. Chung, Zhiqi Gao, Yurii Kvasiuk et al.
We introduce a benchmark to evaluate the capability of AI to solve problems in theoretical physics, focusing on high-energy theory and cosmology. The first iteration of our benchmark consists of 57 problems of varying difficulty, from undergraduate to research level. These problems are novel in the sense that they do not come from public problem collections. We evaluate our data set on various open and closed language models, including o3-mini, o1, DeepSeek-R1, GPT-4o and versions of Llama and Qwen. While we find impressive progress in model performance with the most recent models, our research-level difficulty problems are mostly unsolved. We address challenges of auto-verifiability and grading, and discuss common failure modes. While currently state-of-the art models are still of limited use for researchers, our results show that AI assisted theoretical physics research may become possible in the near future. We discuss the main obstacles towards this goal and possible strategies to overcome them. The public problems and solutions, results for various models, and updates to the data set and score distribution, are available on the website of the dataset tpbench.org.
AIDec 29, 2023
Hybrid Modeling Design PatternsMaja Rudolph, Stefan Kurz, Barbara Rakitsch
Design patterns provide a systematic way to convey solutions to recurring modeling challenges. This paper introduces design patterns for hybrid modeling, an approach that combines modeling based on first principles with data-driven modeling techniques. While both approaches have complementary advantages there are often multiple ways to combine them into a hybrid model, and the appropriate solution will depend on the problem at hand. In this paper, we provide four base patterns that can serve as blueprints for combining data-driven components with domain knowledge into a hybrid approach. In addition, we also present two composition patterns that govern the combination of the base patterns into more complex hybrid models. Each design pattern is illustrated by typical use cases from application areas such as climate modeling, engineering, and physics.
LGMay 22, 2024
Uncertainty-aware Evaluation of Auxiliary Anomalies with the Expected Anomaly PosteriorLorenzo Perini, Maja Rudolph, Sabrina Schmedding et al.
Anomaly detection is the task of identifying examples that do not behave as expected. Because anomalies are rare and unexpected events, collecting real anomalous examples is often challenging in several applications. In addition, learning an anomaly detector with limited (or no) anomalies often yields poor prediction performance. One option is to employ auxiliary synthetic anomalies to improve the model training. However, synthetic anomalies may be of poor quality: anomalies that are unrealistic or indistinguishable from normal samples may deteriorate the detector's performance. Unfortunately, no existing methods quantify the quality of auxiliary anomalies. We fill in this gap and propose the expected anomaly posterior (EAP), an uncertainty-based score function that measures the quality of auxiliary anomalies by quantifying the total uncertainty of an anomaly detector. Experimentally on 40 benchmark datasets of images and tabular data, we show that EAP outperforms 12 adapted data quality estimators in the majority of cases.
LGJun 25, 2025
Test-time Scaling Techniques in Theoretical Physics -- A Comparison of Methods on the TPBench DatasetZhiqi Gao, Tianyi Li, Yurii Kvasiuk et al.
Large language models (LLMs) have shown strong capabilities in complex reasoning, and test-time scaling techniques can enhance their performance with comparably low cost. Many of these methods have been developed and evaluated on mathematical reasoning benchmarks such as AIME. This paper investigates whether the lessons learned from these benchmarks generalize to the domain of advanced theoretical physics. We evaluate a range of common test-time scaling methods on the TPBench physics dataset and compare their effectiveness with results on AIME. To better leverage the structure of physics problems, we develop a novel, symbolic weak-verifier framework to improve parallel scaling results. Our empirical results demonstrate that this method significantly outperforms existing test-time scaling approaches on TPBench. We also evaluate our method on AIME, confirming its effectiveness in solving advanced mathematical problems. Our findings highlight the power of step-wise symbolic verification for tackling complex scientific problems.
LGOct 20, 2025
Formally Exploring Time-Series Anomaly Detection Evaluation MetricsDennis Wagner, Arjun Nair, Billy Joe Franks et al.
Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear because current metrics capture only narrow aspects of the task and often yield misleading results. We address this issue by introducing verifiable properties that formalize essential requirements for evaluating time-series anomaly detection. These properties enable a theoretical framework that supports principled evaluations and reliable comparisons. Analyzing 37 widely used metrics, we show that most satisfy only a few properties, and none satisfy all, explaining persistent inconsistencies in prior results. To close this gap, we propose LARM, a flexible metric that provably satisfies all properties, and extend it to ALARM, an advanced variant meeting stricter requirements.
LGJun 24, 2024
Anomaly Detection of Tabular Data Using LLMsAodong Li, Yunhan Zhao, Chen Qiu et al.
Large language models (LLMs) have shown their potential in long-context understanding and mathematical reasoning. In this paper, we study the problem of using LLMs to detect tabular anomalies and show that pre-trained LLMs are zero-shot batch-level anomaly detectors. That is, without extra distribution-specific model fitting, they can discover hidden outliers in a batch of data, demonstrating their ability to identify low-density data regions. For LLMs that are not well aligned with anomaly detection and frequently output factual errors, we apply simple yet effective data-generating processes to simulate synthetic batch-level anomaly detection datasets and propose an end-to-end fine-tuning strategy to bring out the potential of LLMs in detecting real anomalies. Experiments on a large anomaly detection benchmark (ODDS) showcase i) GPT-4 has on-par performance with the state-of-the-art transductive learning-based anomaly detection methods and ii) the efficacy of our synthetic dataset and fine-tuning strategy in aligning LLMs to this task.
LGFeb 11, 2024
Towards Fast Stochastic Sampling in Diffusion Generative ModelsKushagra Pandey, Maja Rudolph, Stephan Mandt
Diffusion models suffer from slow sample generation at inference time. Despite recent efforts, improving the sampling efficiency of stochastic samplers for diffusion models remains a promising direction. We propose Splitting Integrators for fast stochastic sampling in pre-trained diffusion models in augmented spaces. Commonly used in molecular dynamics, splitting-based integrators attempt to improve sampling efficiency by cleverly alternating between numerical updates involving the data, auxiliary, or noise variables. However, we show that a naive application of splitting integrators is sub-optimal for fast sampling. Consequently, we propose several principled modifications to naive splitting samplers for improving sampling efficiency and denote the resulting samplers as Reduced Splitting Integrators. In the context of Phase Space Langevin Diffusion (PSLD) [Pandey \& Mandt, 2023] on CIFAR-10, our stochastic sampler achieves an FID score of 2.36 in only 100 network function evaluations (NFE) as compared to 2.63 for the best baselines.
LGFeb 16, 2022
Latent Outlier Exposure for Anomaly Detection with Contaminated DataChen Qiu, Aodong Li, Marius Kloft et al.
Anomaly detection aims at identifying data points that show systematic deviations from the majority of data in an unlabeled dataset. A common assumption is that clean training data (free of anomalies) is available, which is often violated in practice. We propose a strategy for training an anomaly detector in the presence of unlabeled anomalies that is compatible with a broad class of models. The idea is to jointly infer binary labels to each datum (normal vs. anomalous) while updating the model parameters. Inspired by outlier exposure (Hendrycks et al., 2018) that considers synthetically created, labeled anomalies, we thereby use a combination of two losses that share parameters: one for the normal and one for the anomalous data. We then iteratively proceed with block coordinate updates on the parameters and the most likely (latent) labels. Our experiments with several backbone models on three image datasets, 30 tabular data sets, and a video anomaly detection benchmark showed consistent and significant improvements over the baselines.
LGFeb 8, 2022
Detecting Anomalies within Time Series using Local Neural TransformationsTim Schneider, Chen Qiu, Marius Kloft et al.
We develop a new method to detect anomalies within time series, which is essential in many application domains, reaching from self-driving cars, finance, and marketing to medical diagnosis and epidemiology. The method is based on self-supervised deep learning that has played a key role in facilitating deep anomaly detection on images, where powerful image transformations are available. However, such transformations are widely unavailable for time series. Addressing this, we develop Local Neural Transformations(LNT), a method learning local transformations of time series from data. The method produces an anomaly score for each time step and thus can be used to detect anomalies within time series. We prove in a theoretical analysis that our novel training objective is more suitable for transformation learning than previous deep Anomaly detection(AD) methods. Our experiments demonstrate that LNT can find anomalies in speech segments from the LibriSpeech data set and better detect interruptions to cyber-physical systems than previous work. Visualization of the learned transformations gives insight into the type of transformations that LNT learns.
LGNov 22, 2021
Modeling Irregular Time Series with Continuous Recurrent UnitsMona Schirmer, Mazin Eltayeb, Stefan Lessmann et al.
Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are irregular and can carry important information. To address this challenge, we propose continuous recurrent units (CRUs) -- a neural architecture that can naturally handle irregular intervals between observations. The CRU assumes a hidden state, which evolves according to a linear stochastic differential equation and is integrated into an encoder-decoder framework. The recursive computations of the CRU can be derived using the continuous-discrete Kalman filter and are in closed form. The resulting recurrent architecture has temporal continuity between hidden states and a gating mechanism that can optimally integrate noisy observations. We derive an efficient parameterization scheme for the CRU that leads to a fast implementation f-CRU. We empirically study the CRU on a number of challenging datasets and find that it can interpolate irregular time series better than methods based on neural ordinary differential equations.
LGNov 16, 2021
Switching Recurrent Kalman NetworksGiao Nguyen-Quynh, Philipp Becker, Chen Qiu et al.
Forecasting driving behavior or other sensor measurements is an essential component of autonomous driving systems. Often real-world multivariate time series data is hard to model because the underlying dynamics are nonlinear and the observations are noisy. In addition, driving data can often be multimodal in distribution, meaning that there are distinct predictions that are likely, but averaging can hurt model performance. To address this, we propose the Switching Recurrent Kalman Network (SRKN) for efficient inference and prediction on nonlinear and multi-modal time-series data. The model switches among several Kalman filters that model different aspects of the dynamics in a factorized latent state. We empirically test the resulting scalable and interpretable deep state-space model on toy data sets and real driving data from taxis in Porto. In all cases, the model can capture the multimodal nature of the dynamics in the data.
LGMar 30, 2021
Neural Transformation Learning for Deep Anomaly Detection Beyond ImagesChen Qiu, Timo Pfrommer, Marius Kloft et al.
Data transformations (e.g. rotations, reflections, and cropping) play an important role in self-supervised learning. Typically, images are transformed into different views, and neural networks trained on tasks involving these views produce useful feature representations for downstream tasks, including anomaly detection. However, for anomaly detection beyond image data, it is often unclear which transformations to use. Here we present a simple end-to-end procedure for anomaly detection with learnable transformations. The key idea is to embed the transformed data into a semantic space such that the transformed data still resemble their untransformed form, while different transformations are easily distinguishable. Extensive experiments on time series demonstrate that our proposed method outperforms existing approaches in the one-vs.-rest setting and is competitive in the more challenging n-vs.-rest anomaly detection task. On tabular datasets from the medical and cyber-security domains, our method learns domain-specific transformations and detects anomalies more accurately than previous work.
LGOct 20, 2020
Variational Dynamic MixturesChen Qiu, Stephan Mandt, Maja Rudolph
Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too limited and cause the generative model to predict mode-averaged dynamics. Modeaveraging is problematic since many real-world sequences are highly multi-modal, and their averaged dynamics are unphysical (e.g., predicted taxi trajectories might run through buildings on the street map). To better capture multi-modality, we develop variational dynamic mixtures (VDM): a new variational family to infer sequential latent variables. The VDM approximate posterior at each time step is a mixture density network, whose parameters come from propagating multiple samples through a recurrent architecture. This results in an expressive multi-modal posterior approximation. In an empirical study, we show that VDM outperforms competing approaches on highly multi-modal datasets from different domains.
CLDec 12, 2019
Extending Machine Language Models toward Human-Level Language UnderstandingJames L. McClelland, Felix Hill, Maja Rudolph et al.
Language is crucial for human intelligence, but what exactly is its role? We take language to be a part of a system for understanding and communicating about situations. The human ability to understand and communicate about situations emerges gradually from experience and depends on domain-general principles of biological neural networks: connection-based learning, distributed representation, and context-sensitive, mutual constraint satisfaction-based processing. Current artificial language processing systems rely on the same domain general principles, embodied in artificial neural networks. Indeed, recent progress in this field depends on \emph{query-based attention}, which extends the ability of these systems to exploit context and has contributed to remarkable breakthroughs. Nevertheless, most current models focus exclusively on language-internal tasks, limiting their ability to perform tasks that depend on understanding situations. These systems also lack memory for the contents of prior situations outside of a fixed contextual span. We describe the organization of the brain's distributed understanding system, which includes a fast learning system that addresses the memory problem. We sketch a framework for future models of understanding drawing equally on cognitive neuroscience and artificial intelligence and exploiting query-based attention. We highlight relevant current directions and consider further developments needed to fully capture human-level language understanding in a computational system.
CLSep 28, 2017
Structured Embedding Models for Grouped DataMaja Rudolph, Francisco Ruiz, Susan Athey et al.
Word embeddings are a powerful approach for analyzing language, and exponential family embeddings (EFE) extend them to other types of data. Here we develop structured exponential family embeddings (S-EFE), a method for discovering embeddings that vary across related groups of data. We study how the word usage of U.S. Congressional speeches varies across states and party affiliation, how words are used differently across sections of the ArXiv, and how the co-purchase patterns of groceries can vary across seasons. Key to the success of our method is that the groups share statistical information. We develop two sharing strategies: hierarchical modeling and amortization. We demonstrate the benefits of this approach in empirical studies of speeches, abstracts, and shopping baskets. We show how S-EFE enables group-specific interpretation of word usage, and outperforms EFE in predicting held-out data.
MLMar 23, 2017
Dynamic Bernoulli Embeddings for Language EvolutionMaja Rudolph, David Blei
Word embeddings are a powerful approach for unsupervised analysis of language. Recently, Rudolph et al. (2016) developed exponential family embeddings, which cast word embeddings in a probabilistic framework. Here, we develop dynamic embeddings, building on exponential family embeddings to capture how the meanings of words change over time. We use dynamic embeddings to analyze three large collections of historical texts: the U.S. Senate speeches from 1858 to 2009, the history of computer science ACM abstracts from 1951 to 2014, and machine learning papers on the Arxiv from 2007 to 2015. We find dynamic embeddings provide better fits than classical embeddings and capture interesting patterns about how language changes.
COOct 31, 2016
Edward: A library for probabilistic modeling, inference, and criticismDustin Tran, Alp Kucukelbir, Adji B. Dieng et al.
Probabilistic modeling is a powerful approach for analyzing empirical information. We describe Edward, a library for probabilistic modeling. Edward's design reflects an iterative process pioneered by George Box: build a model of a phenomenon, make inferences about the model given data, and criticize the model's fit to the data. Edward supports a broad class of probabilistic models, efficient algorithms for inference, and many techniques for model criticism. The library builds on top of TensorFlow to support distributed training and hardware such as GPUs. Edward enables the development of complex probabilistic models and their algorithms at a massive scale.