A Geometric View of Data Complexity: Efficient Local Intrinsic Dimension Estimation with Diffusion Models

High-dimensional data commonly lies on low-dimensional submanifolds, and estimating the local intrinsic dimension (LID) of a datum -- i.e. the dimension of the submanifold it belongs to -- is a longstanding problem. LID can be understood as the number of local factors of variation: the more factors of variation a datum has, the more complex it tends to be. Estimating this quantity has proven useful in contexts ranging from generalization in neural networks to detection of out-of-distribution data, adversarial examples, and AI-generated text. The recent successes of deep generative models present an opportunity to leverage them for LID estimation, but current methods based on generative models produce inaccurate estimates, require more than a single pre-trained model, are computationally intensive, or do not exploit the best available deep generative models: diffusion models (DMs). In this work, we show that the Fokker-Planck equation associated with a DM can provide an LID estimator which addresses the aforementioned deficiencies.