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We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

Machine Learning · Computer Science 2026-04-23 Natalia Martinez Gil , Fearghal O'Donncha , Wesley M. Gifford , Nianjun Zhou , Dhaval C. Patel , Roman Vaculin

The requirement of uncertainty quantification for anomaly detection systems has become increasingly important. In this context, effectively controlling Type I error rates ($\alpha$) without compromising the statistical power ($1-\beta$) of…

Machine Learning · Statistics 2025-02-21 Oliver Hennhöfer , Christine Preisach

This paper presents a new Python library for anomaly detection in unsupervised learning approaches. The input for the library is a univariate time series representing observations of a given phenomenon. Then, it can identify anomalous…

Machine Learning · Computer Science 2022-10-18 Simona Bernardi , José Merseguer , Raúl Javierre

Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…

Machine Learning · Computer Science 2025-11-10 Nien-Shao Wang , Duygu Nur Yaldiz , Yavuz Faruk Bakman , Sai Praneeth Karimireddy

The increasing automation in many areas of the Industry expressly demands to design efficient machine-learning solutions for the detection of abnormal events. With the ubiquitous deployment of sensors monitoring nearly continuously the…

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

Machine Learning · Computer Science 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

Although deep learning has been applied to successfully address many data mining problems, relatively limited work has been done on deep learning for anomaly detection. Existing deep anomaly detection methods, which focus on learning new…

Machine Learning · Computer Science 2019-11-21 Guansong Pang , Chunhua Shen , Anton van den Hengel

PyUnfold is a Python package for incorporating imperfections of the measurement process into a data analysis pipeline. In an ideal world, we would have access to the perfect detector: an apparatus that makes no error in measuring a desired…

Data Analysis, Statistics and Probability · Physics 2018-06-12 James Bourbeau , Zigfried Hampel-Arias

Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predictions in data-sparse regions. Although recent conformal scores…

Machine Learning · Statistics 2025-06-11 Luben M. C. Cabezas , Vagner S. Santos , Thiago R. Ramos , Rafael Izbicki

This article provides a thorough meta-analysis of the anomaly detection problem. To accomplish this we first identify approaches to benchmarking anomaly detection algorithms across the literature and produce a large corpus of anomaly…

Artificial Intelligence · Computer Science 2016-08-29 Andrew Emmott , Shubhomoy Das , Thomas Dietterich , Alan Fern , Weng-Keen Wong

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on score functions derived from nearest neighbor graphs on $n$-point nominal data. Anomalies are declared whenever the score of a test…

Machine Learning · Computer Science 2009-10-29 Manqi Zhao , Venkatesh Saligrama

The business processes of organizations may deviate from normal control flow due to disruptive anomalies, including unknown, skipped, and wrongly-ordered activities. To identify these control-flow anomalies, process mining can check…

Machine Learning · Computer Science 2025-02-17 Francesco Vitale , Marco Pegoraro , Wil M. P. van der Aalst , Nicola Mazzocca

The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Paul Melki , Lionel Bombrun , Boubacar Diallo , Jérôme Dias , Jean-Pierre da Costa

Pre-trained Vision-Language Models (VLMs) have recently shown promise in detecting anomalies. However, previous approaches are fundamentally limited by their reliance on human-designed prompts and the lack of accessible anomaly samples,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-25 Pi-Wei Chen , Jerry Chun-Wei Lin , Wei-Han Chen , Jia Ji , Zih-Ching Chen , Feng-Hao Yeh , Chao-Chun Chen

Anomaly detection can be conceived either through generative modelling of regular training data or by discriminating with respect to negative training data. These two approaches exhibit different failure modes. Consequently, hybrid…

Computer Vision and Pattern Recognition · Computer Science 2022-07-07 Matej Grcić , Petra Bevandić , Siniša Šegvić

Standard conformal anomaly detection provides marginal finite-sample guarantees under the assumption of exchangeability . However, real-world data often exhibit distribution shifts, necessitating a weighted conformal approach to adapt to…

Machine Learning · Statistics 2026-03-25 Oliver Hennhöfer , Christine Preisach

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP,…

Machine Learning · Computer Science 2025-11-25 Xuesong Jia , Yuanjie Shi , Ziquan Liu , Yi Xu , Yan Yan

There is a growing need for machine learning-based anomaly detection strategies to broaden the search for Beyond-the-Standard-Model (BSM) physics at the Large Hadron Collider (LHC) and elsewhere. The first step of any anomaly detection…

High Energy Physics - Phenomenology · Physics 2023-01-18 Gregor Kasieczka , Radha Mastandrea , Vinicius Mikuni , Benjamin Nachman , Mariel Pettee , David Shih
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