arXiv Machine Learning

Leave-One-Out-, Bootstrap- and Cross-Conformal Anomaly Detectors

arXiv:2402. 16388v4 Announce Type: replace-cross Abstract: The need for uncertainty quantification in anomaly detection systems has become increasingly important.

arXiv Machine Learning
Aug 20

Online Conformal Anomaly Detection with Prediction-Powered Data Acquisition

Online Conformal Anomaly Detection with Prediction-Powered Data Acquisition introduces C-PP-COAD, a framework that uses synthetic calibration data to reduce reliance on real-world calibration while maintaining assumption-free false discovery rate control. The method wraps any anomaly detection algorithm, converting its scores into conformal p-values for online testing. Experiments on synthetic and real datasets—including thyroid dysfunction, O‑RAN conflict, 5G intrusion, and UE throughput degradation—show that C-PP-COAD preserves FDR guarantees while significantly cutting the need for real calibration data.

By Amirmohammad Farzaneh, Osvaldo Simeone
arXiv Machine Learning
Jun 3

Set-Preserving Calibration from Conformal P-Values to E-Values

arXiv:2606. 03600v1 Announce Type: cross Abstract: Standard conformal prediction (CP) procedures are typically formulated in terms of p-values, but reliance on p-values alone limits flexibility, for example, when combining dependent evidence across models or data splits.

By Nabil Alami, Jad Zakharia, Souhaib Ben Taieb
arXiv Machine Learning
Sep 23

Can We Predict Anomaly Detection Performance from Embedding-Space Geometry?

The paper investigates whether the performance of anomaly detection systems can be predicted without labeled anomalies. For kNN-based detectors, it derives a lower bound on AUC that links detection performance to the separation and variance of inlier and outlier scores, and uses this to analyze how density variation, intrinsic dimensionality, and domain mismatch affect score variability. The authors introduce pseudo‑anomaly probes that provide a reference for estimating relative score separation, and demonstrate through experiments on DCASE benchmarks that these probes enable anomaly‑free model selection to outperform conventional development‑set selection, especially under domain shift.

By Kevin Wilkinghoff, Zheng-Hua Tan
arXiv Machine Learning
Sep 11

Benchmarking non-conformity score functions in conformal prediction

Conformal prediction replaces single-class predictions with prediction sets that guarantee a pre-specified coverage probability. The paper reviews properties of non‑conformity score functions, presents examples from the literature, and proposes new modifications. It introduces a method to evaluate prediction set sizes and compares different score functions, including their effectiveness for class‑conditional conformal prediction with imbalanced classes.

By Sol Erika Boman
arXiv Machine Learning
Jul 30

Early Failure Prediction from Near-Anomaly Detection: A Proactive Approach

arXiv:2607. 26704v1 Announce Type: cross Abstract: Anomaly detection methods often have uncertain behavior with respect to samples near the distribution boundary, limiting their ability to anticipate future anomalies.

By L\'ea Billet (LAAS, INSA Toulouse, ANITI), Louise Trav\'e-Massuy\`es (LAAS-DISCO, Comue de Toulouse, ANITI), Elodie Chanthery (LAAS), Alexandre Gaffet