Post-Anomaly Detection Inference for Deep SVDD

TMLR Paper9350 Authors

Abstract: Deep Support Vector Data Description (Deep SVDD) has become a prominent framework for unsupervised anomaly detection by learning latent representations that compactly characterize normal data around a center. Despite its empirical success, anomaly decisions produced by Deep SVDD are typically made solely based on anomaly scores without rigorous statistical guarantees, thereby limiting their reliability in safety-critical and high-stakes applications where false positives must be strictly controlled. In this paper, we propose PADI (Post-Anomaly Detection Inference), a novel framework that equips a trained and frozen Deep SVDD detector with statistically valid inference by leveraging the Selective Inference framework. Specifically, PADI performs inference conditional on the event that a test instance is identified as anomalous by Deep SVDD, thereby enabling rigorous statistical assessment of anomaly decisions. Based on this formulation, we derive valid selective $p$-values that quantify the statistical significance of the detected anomaly. Using these $p$-values, we theoretically establish control of the false positive rate (FPR) at a user-specified significance level $\alpha$ (e.g., $\alpha=0.05$). Furthermore, we extend the proposed framework to Deep Semi-Supervised Anomaly Detection (Deep SAD), providing a principled approach for statistically reliable inference in semi-supervised anomaly detection settings. Extensive experiments on both synthetic and real-world benchmark datasets robustly support the theoretical findings. The results demonstrate that PADI consistently achieves proper FPR control while attaining superior true positive rates compared with existing approaches.

Submission Type: Regular submission (no more than 12 pages of main content)

Assigned Action Editor: ~Markus_Lange-Hegermann1

Submission Number: 9350