How to pick the best anomaly detector?

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.

Autoencoders for unsupervised anomaly detection in high energy physics

Autoencoders are widely used in machine learning applications, in particular for anomaly detection. Hence, they have been introduced in high energy physics as a promising tool for model-independent new physics searches. We scrutinize the usage of autoencoders for unsupervised anomaly detection based on reconstruction loss to show their capabilities, but also their limitations. As a particle physics benchmark scenario, we study the tagging of top jet images in a background of QCD jet images. Although we reproduce the positive results from the literature, we show that the standard autoencoder setup cannot be considered as a model-independent anomaly tagger by inverting the task: due to the sparsity and the specific structure of the jet images, the autoencoder fails to tag QCD jets if it is trained on top jets even in a semi-supervised setup. Since the same autoencoder architecture can be a good tagger for a specific example of an anomaly and a bad tagger for a different example, we suggest improved performance measures for the task of model-independent anomaly detection. We also improve the capability of the autoencoder to learn non-trivial features of the jet images, such that it is able to achieve both top jet tagging and the inverse task of QCD jet tagging with the same setup. However, we want to stress that a truly model-independent and powerful autoencoder-based unsupervised jet tagger still needs to be developed.