Efficient Non-parametric Neural Density Estimation and Its Application to Outlier and Anomaly Detection


  • Joseph A. Gallego-Mejia National University of Colombia




Machine Learning, Deep Learning, Kernel Density Estimation, Kernel Methods, Random Fourier Features, Deep Kernel, Large-scale Learning, Kernel Density Estimation Approximations, Density Matrix, Neural Density Estimation


The main goal of this thesis is to develop efficient non-parametric density estimation methods that can be integrated with deep learning architectures, for instance, convolutional neural networks and transformers. Density estimation methods can be applied to different problems in statistics and machine learning. They may be used to solve tasks such as anomaly detection, generative models, semi-supervised learning, compression, text-to-speech, among others. The present work will mainly focus on the application of the method in anomaly and outlier detection tasks such as medical anomaly detection, fraud detection, video surveillance, time series anomaly detection, industrial damage detection, among others. A recent approach to non-parametric density estimation is neural density estimation. One advantage of these methods is that they can be integrated with deep learning architectures and trained using gradient descent. Most of these methods are based on neural network implementations of normalizing flows which transform an original simpler distribution to a more complex one. The approach of this thesis is based on a different idea that combines random Fourier features with density matrices to estimate the underlying distribution function. The method can be seen as an approximation of the popular kernel density estimation method but without the inherent computational cost.




How to Cite

Gallego-Mejia, J. A. (2023). Efficient Non-parametric Neural Density Estimation and Its Application to Outlier and Anomaly Detection. Proceedings of the AAAI Conference on Artificial Intelligence, 37(13), 16117-16118. https://doi.org/10.1609/aaai.v37i13.26919