New insights about the limitations of density-based anomaly detection!
With @laurent_dinh, we show that perfect density model *cannot* guarantee anomaly detection.
📜Paper: arxiv.org/abs/2012.03808
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https://twitter.com/laurent_dinh/status/1335819731799056385

We demonstrate that the widespread intuition that an anomaly should have low density does not quite apply in general, irrespective of the dimension of the data or the inductive bias of the model.
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