Keywords: unknown unknowns, autonomous systems, conformal bounds
TL;DR: We formalize U2 (non-OOD dynamic changes without distribution shift), release 8 U2 benchmarks, and propose SPIE-AD—a zero-shot U2 detection method.
Abstract: Unknown unknowns (U2s) are deployment-time scenarios absent from development/testing. Unlike conventional anomalies, U2s are not out-of-distribution (OOD); they stem from changes in underlying system dynamics without a distribution shift from normal data. Thus, existing multi-variate time series anomaly detection (MTAD) methods—which rely on distribution-shift cues—are ill-suited for U2 detection. Specifically: (i) we show most anomaly datasets exhibit distribution shift between normal and anomalous data and therefore are not representative of U2s; (ii) we introduce eight U2 benchmarks where training data contain OOD anomalies but no U2s, while test sets contain both OOD anomalies and U2s; (iii) we demonstrate that state-of-the-art (SOTA) MTAD results often depend on impractical enhancements: point adjustment (PA) (uses ground truth to flip false negatives to true positives, inflating precision) and threshold learning with data leakage (TL) (tuning thresholds on test data and labels); (iv) with PA+TL, even untrained deterministic methods can match or surpass MTAD baselines; (v) without PA/TL, existing MTAD methods degrade sharply on U2 benchmarks. Finally, we present sparse model identification–enhanced anomaly detection (SPIE-AD), a model-recovery-and-conformance, zero-shot MTAD approach that outperforms baselines on all eight U2 benchmarks and on six additional real-world MTAD datasets—without PA or TL.
Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
Submission Number: 24864
Loading