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Incorporating Physical Priors into Weakly-Supervised Anomaly Detection
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Incorporating Physical Priors into Weakly-Supervised Anomaly Detection
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We propose a new machine-learning-based anomaly detection strategy for comparing data with a background-only reference (a form of weak supervision). The sensitivity of previous strategies degrades significantly when the signal is too rare or there are many unhelpful features. Our Prior-Assisted Weak Supervision (PAWS) method incorporates information from a class of signal models to significantly enhance the search sensitivity of weakly supervised approaches. As long as the true signal is in the pre-specified class, PAWS matches the sensitivity of a dedicated, fully supervised method without specifying the exact parameters ahead of time. On the benchmark LHC Olympics anomaly detection dataset, our mix of semi-supervised and weakly supervised learning is able to extend the sensitivity over previous methods by a factor of 10 in cross section. Furthermore, if we add irrelevant (noise) dimensions to the inputs, classical methods degrade by another factor of 10 in cross section while PAWS remains insensitive to noise. This new approach could be applied in a number of scenarios and pushes the frontier of sensitivity between completely model-agnostic approaches and fully model-specific searches.
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Cited by 1 Pith paper
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Look everywhere effects in anomaly detection
Weakly supervised anomaly detectors that train and test on the same data produce badly miscalibrated p-values; independent test sets are calibrated but insensitive, while k-fold cross-validation is a workable middle ground.
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