Beyond Empirical Support: Structured Outlier Generation via Sinkhorn Optimal Transport

Deep neural networks for image classification often exhibit overconfidence on out-of-distribution (OOD) samples. To address this, we introduce Geometrically Constrained Outlier Synthesis (GCOS), a training-time regularization framework aimed at improving OOD robustness during inference. GCOS addresses a limitation of prior synthesis methods by generating virtual outliers in the hidden feature space that respect the learned manifold structure of in-distribution (ID) data. The synthesis proceeds in two stages: (i) a dominant-variance subspace extracted from the training features identifies geometrically informed, off-manifold directions; (ii) a conformally-inspired shell, defined by the empirical quantiles of a nonconformity score from a calibration set, adaptively controls the synthesis magnitude to produce boundary samples. The shell ensures that generated outliers are neither trivially detectable nor indistinguishable from in-distribution data, facilitating smoother learning of robust features. This is combined with a contrastive regularization objective that promotes separability of ID and OOD samples in a chosen score space, such as Mahalanobis or energy-based. Experiments demonstrate that GCOS outperforms state-of-the-art methods using standard energy-based inference on near-OOD benchmarks, defined as tasks where outliers share the same semantic domain as in-distribution data. As an exploratory extension, the framework naturally transitions to conformal OOD inference, which translates uncertainty scores into statistically valid p-values and enables thresholds with formal error guarantees, providing a pathway toward more predictable and reliable OOD detection.

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.

Data-driven decision-making under uncertainty typically presumes the collection of historical data from an unknown target probability distribution. However, one may have no access to any data from the target distribution prior to decision-making. To address this challenge, we propose robust out-of-distribution stochastic optimization, a novel data-driven framework that effectively utilizes relevant data distributions for robust decision-making under unseen distributions. A key feature of our framework is that all data distributions are assumed to be randomly generated from a meta-distribution over distributions. To describe uncertainty in distribution generation, we propose to learn a data-driven uncertainty set in a reproducing kernel Hilbert space (RKHS) from relevant data distributions, with adjustable conservatism. We then incorporate this set into a min-max stochastic program to derive robust decisions. Notably, under randomness of distribution generation, we establish rigorous out-of-distribution generalization guarantees for the uncertainty set as well as the solution. To ease problem-solving in RKHS, an approximate parametrization with a provably bounded suboptimality and a row generation strategy are presented. Extensive numerical experiments on multi-item newsvendor and portfolio optimization demonstrate the superior out-of-distribution performance of our decision-making framework under unseen data distribution, even when only a small or moderate number of relevant sources are available.