How to pick the best anomaly detector?
- URL: http://arxiv.org/abs/2511.14832v1
- Date: Tue, 18 Nov 2025 19:00:01 GMT
- Title: How to pick the best anomaly detector?
- Authors: Marie Hein, Gregor Kasieczka, Michael Krämer, Louis Moureaux, Alexander Mück, David Shih,
- Abstract summary: Anomaly detection has the potential to discover new physics in unexplored regions of the data.<n> choosing the best anomaly detector for a given data set in a model-agnostic way is an important challenge which has hitherto largely been neglected.<n>We introduce the data-driven ARGOS metric, which has a sound theoretical foundation and is empirically shown to robustly select the most sensitive anomaly detection model given the data.
- Score: 35.66877569643008
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Anomaly detection has the potential to discover new physics in unexplored regions of the data. However, choosing the best anomaly detector for a given data set in a model-agnostic way is an important challenge which has hitherto largely been neglected. In this paper, we introduce the data-driven ARGOS metric, which has a sound theoretical foundation and is empirically shown to robustly select the most sensitive anomaly detection model given the data. Focusing on weakly-supervised, classifier-based anomaly detection methods, we show that the ARGOS metric outperforms other model selection metrics previously used in the literature, in particular the binary cross-entropy loss. We explore several realistic applications, including hyperparameter tuning as well as architecture and feature selection, and in all cases we demonstrate that ARGOS is robust to the noisy conditions of anomaly detection.
Related papers
- Strengthening Anomaly Awareness [0.0]
We present a refined version of the Anomaly Awareness framework for enhancing unsupervised anomaly detection.<n>Our approach introduces minimal supervision into Variational Autoencoders (VAEs) through a two-stage training strategy.
arXiv Detail & Related papers (2025-04-15T16:52:22Z) - Exploring the impact of Optimised Hyperparameters on Bi-LSTM-based Contextual Anomaly Detector [0.09831489366502298]
This study explores the impact of automatically tuned hyperparamteres on Unsupervised Online Contextual Anomaly Detection (UoCAD) approach by proposing UoCAD with Optimised Hyperparamnters (UoCAD-OH)<n>Experiments involve evaluating the proposed framework on two smart home air quality datasets containing contextual anomalies.
arXiv Detail & Related papers (2025-01-25T03:26:22Z) - ARC: A Generalist Graph Anomaly Detector with In-Context Learning [62.202323209244]
ARC is a generalist GAD approach that enables a one-for-all'' GAD model to detect anomalies across various graph datasets on-the-fly.<n> equipped with in-context learning, ARC can directly extract dataset-specific patterns from the target dataset.<n>Extensive experiments on multiple benchmark datasets from various domains demonstrate the superior anomaly detection performance, efficiency, and generalizability of ARC.
arXiv Detail & Related papers (2024-05-27T02:42:33Z) - Model Selection of Anomaly Detectors in the Absence of Labeled Validation Data [18.233908098602114]
We propose SWSA: a framework to select image-based anomaly detectors without labeled validation data.
Instead of collecting labeled validation data, we generate synthetic anomalies without any training or fine-tuning.
Our synthetic anomalies are used to create detection tasks that compose a validation framework for model selection.
arXiv Detail & Related papers (2023-10-16T14:42:22Z) - Are we certain it's anomalous? [57.729669157989235]
Anomaly detection in time series is a complex task since anomalies are rare due to highly non-linear temporal correlations.
Here we propose the novel use of Hyperbolic uncertainty for Anomaly Detection (HypAD)
HypAD learns self-supervisedly to reconstruct the input signal.
arXiv Detail & Related papers (2022-11-16T21:31:39Z) - Unsupervised Model Selection for Time-series Anomaly Detection [7.8027110514393785]
We identify three classes of surrogate (unsupervised) metrics, namely, prediction error, model centrality, and performance on injected synthetic anomalies.
We formulate metric combination with multiple imperfect surrogate metrics as a robust rank aggregation problem.
Large-scale experiments on multiple real-world datasets demonstrate that our proposed unsupervised approach is as effective as selecting the most accurate model.
arXiv Detail & Related papers (2022-10-03T16:49:30Z) - A Taxonomy of Anomalies in Log Data [0.09558392439655014]
A common taxonomy for anomalies already exists, but it has not yet been applied specifically to log data.
We present a taxonomy for different kinds of log data anomalies and introduce a method for analyzing such anomalies in labeled datasets.
Our results show, that the most common anomaly type is also the easiest to predict.
arXiv Detail & Related papers (2021-11-26T12:23:06Z) - Explainable Deep Few-shot Anomaly Detection with Deviation Networks [123.46611927225963]
We introduce a novel weakly-supervised anomaly detection framework to train detection models.
The proposed approach learns discriminative normality by leveraging the labeled anomalies and a prior probability.
Our model is substantially more sample-efficient and robust, and performs significantly better than state-of-the-art competing methods in both closed-set and open-set settings.
arXiv Detail & Related papers (2021-08-01T14:33:17Z) - The Deep Radial Basis Function Data Descriptor (D-RBFDD) Network: A
One-Class Neural Network for Anomaly Detection [7.906608953906889]
Anomaly detection is a challenging problem in machine learning.
The Radial Basis Function Data Descriptor (RBFDD) network is an effective solution for anomaly detection.
This paper investigates approaches to modifying the RBFDD network to transform it into a deep one-class classifier.
arXiv Detail & Related papers (2021-01-29T15:15:17Z) - TadGAN: Time Series Anomaly Detection Using Generative Adversarial
Networks [73.01104041298031]
TadGAN is an unsupervised anomaly detection approach built on Generative Adversarial Networks (GANs)
To capture the temporal correlations of time series, we use LSTM Recurrent Neural Networks as base models for Generators and Critics.
To demonstrate the performance and generalizability of our approach, we test several anomaly scoring techniques and report the best-suited one.
arXiv Detail & Related papers (2020-09-16T15:52:04Z) - Contextual-Bandit Anomaly Detection for IoT Data in Distributed
Hierarchical Edge Computing [65.78881372074983]
IoT devices can hardly afford complex deep neural networks (DNN) models, and offloading anomaly detection tasks to the cloud incurs long delay.
We propose and build a demo for an adaptive anomaly detection approach for distributed hierarchical edge computing (HEC) systems.
We show that our proposed approach significantly reduces detection delay without sacrificing accuracy, as compared to offloading detection tasks to the cloud.
arXiv Detail & Related papers (2020-04-15T06:13:33Z) - Unsupervised Anomaly Detection with Adversarial Mirrored AutoEncoders [51.691585766702744]
We propose a variant of Adversarial Autoencoder which uses a mirrored Wasserstein loss in the discriminator to enforce better semantic-level reconstruction.
We put forward an alternative measure of anomaly score to replace the reconstruction-based metric.
Our method outperforms the current state-of-the-art methods for anomaly detection on several OOD detection benchmarks.
arXiv Detail & Related papers (2020-03-24T08:26:58Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.