In- or Out-of-Distribution Detection via Dual Divergence Estimation

Detecting out-of-distribution (OOD) samples is a problem of practical importance for a reliable use of deep neural networks (DNNs) in production settings. The corollary to this problem is the detection in-distribution (ID) samples, which is applicable to domain adaptation scenarios for augmenting a train set with ID samples from other data sets, or to continual learning for replay from the past. For both ID or OOD detection, we propose a principled yet simple approach of (empirically) estimating KL-Divergence, in its dual form, for a given test set w.r.t. a known set of ID samples in order to quantify the contribution of each test sample individually towards the divergence measure and accordingly detect it as OOD or ID. Our approach is compute-efficient and enjoys strong theoretical guarantees. For WideResnet101 and ViT-L-16, by considering ImageNet-1k dataset as the ID benchmark, we evaluate the proposed OOD detector on 51 test (OOD) datasets, and observe drastically and consistently lower false positive rates w.r.t. all the competitive methods. Moreover, the proposed ID detector is evaluated, using ECG and stock price datasets, for the task of data augmentation in domain adaptation and continual learning settings, and we observe higher efficacy compared to relevant baselines.