Score-based Outlier Generation via Controlling the Radon-Nikodym Derivative

📅 2026-09-10
📈 Citations: 0
Influential: 0
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🤖 AI Summary
该研究通过控制Radon-Nikodym导数来生成异常值,解决了现有方法不能显式控制生成样本似然性的问题,利用扩散模型中的分数函数修改实现。
📝 Abstract
Outliers are important for stress-testing algorithms and understanding system behaviour under rare conditions. Despite being commonly described as low-likelihood events, existing generative approaches rarely control likelihood explicitly. In this work, we introduce a measure-theoretic notion of outliers based on the distribution of log-likelihood values, which is guaranteed to assign higher probability mass to low-likelihood events with a specifiable magnitude. Building on this formulation, we derive how likelihood reweighting modifies the diffusion score and use this relation to motivate a controlled modification of the reverse-time dynamics. In particular, likelihood reweighting implies a scaling of the score function with a control term derived from the Radon-Nikodym derivative of the likelihood distributions. Correspondingly, the updated score function can be obtained with no retraining of the diffusion model. We exploit the Ornstein-Uhlenbeck semigroup underlying diffusion models to motivate an exponentially interpolated controller which approximates the true control. Experiments demonstrate controlled generation of low-likelihood samples while remaining consistent with the data geometry.
Problem

Research questions and friction points this paper is trying to address.

outliers
likelihood
generative approaches
Innovation

Methods, ideas, or system contributions that make the work stand out.

likelihood reweighting
Radon-Nikodym derivative
score function scaling
controlled modification of reverse-time dynamics
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A
Amartya Mukherjee
Department of Applied Mathematics, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1
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Tristan Milne
Royal Bank of Canada, 1 Place Ville Marie, Montreal, Quebec, H3C 3A9
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Kry Yik-Chau Lui
Royal Bank of Canada, 1 Place Ville Marie, Montreal, Quebec, H3C 3A9
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Stephanie Hazlewood
Royal Bank of Canada, 1 Place Ville Marie, Montreal, Quebec, H3C 3A9
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Jun Liu
Department of Applied Mathematics, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1