# Automatic Unsupervised Ensemble Outlier Model Selection--Extended Version

arXiv: https://arxiv.org/abs/2605.16567 · HTML: https://mlsanity.com/paper/2605.16567/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 23 of its 72 references that are in the map.
- First posted on arXiv 15 May 2026.

## Builds on (most cited first, 23 of 23)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [Meta-Learning in Neural Networks: A Survey](https://mlsanity.com/paper/2004.05439/) (2020)
- [Tabular Data: Deep Learning is Not All You Need](https://mlsanity.com/paper/2106.03253/) (2021)
- [A Unifying Review of Deep and Shallow Anomaly Detection](https://mlsanity.com/paper/2009.11732/) (2020)
- [ADBench: Anomaly Detection Benchmark](https://mlsanity.com/paper/2206.09426/) (2022)
- [Unsupervised Anomaly Detection via Variational Auto-Encoder for Seasonal KPIs in Web Applications](https://mlsanity.com/paper/1802.03903/) (2018)
- [PyOD: A Python Toolbox for Scalable Outlier Detection](https://mlsanity.com/paper/1901.01588/) (2019)
- [ECOD: Unsupervised Outlier Detection Using Empirical Cumulative Distribution Functions](https://mlsanity.com/paper/2201.00382/) (2022)
- [COPOD: Copula-Based Outlier Detection](https://mlsanity.com/paper/2009.09463/) (2020)
- [On Diffusion Modeling for Anomaly Detection](https://mlsanity.com/paper/2305.18593/) (2023)
- [Generative Adversarial Active Learning for Unsupervised Outlier Detection](https://mlsanity.com/paper/1809.10816/) (2018)
- [XGBOD: Improving Supervised Outlier Detection with Unsupervised Representation Learning](https://mlsanity.com/paper/1912.00290/) (2019)
- [Unsupervised Time Series Outlier Detection with Diversity-Driven Convolutional Ensembles -- Extended Version](https://mlsanity.com/paper/2111.11108/) (2021)
- [DOPING: Generative Data Augmentation for Unsupervised Anomaly Detection with GAN](https://mlsanity.com/paper/1808.07632/) (2018)
- [LSCP: Locally Selective Combination in Parallel Outlier Ensembles](https://mlsanity.com/paper/1812.01528/) (2018)
- [How to Evaluate the Quality of Unsupervised Anomaly Detection Algorithms?](https://mlsanity.com/paper/1607.01152/) (2016)
- [Hyperparameter Sensitivity in Deep Outlier Detection: Analysis and a Scalable Hyper-Ensemble Solution](https://mlsanity.com/paper/2206.07647/) (2022)
- [GAN Ensemble for Anomaly Detection](https://mlsanity.com/paper/2012.07988/) (2020)
- [Toward Unsupervised Outlier Model Selection](https://mlsanity.com/paper/2211.01834/) (2022)
- [Scalable, Explainable and Provably Robust Anomaly Detection with One-Step Flow Matching](https://mlsanity.com/paper/2510.18328/) (2025)
- [Sequential Ensemble Learning for Outlier Detection: A Bias-Variance Perspective](https://mlsanity.com/paper/1609.05528/) (2016)
- [Outlier Detection Ensemble with Embedded Feature Selection](https://mlsanity.com/paper/2001.05492/) (2020)

## Abstract (arXiv)

Unsupervised outlier detection is attractive because it eliminates the need for labeled data. Moreover, forming multi-model ensembles can improve detection robustness. However, composing an ensemble without labeled data is challenging. Naively composed ensembles can suffer from ensemble saturation, where redundant or unreliable detection models degrade performance and incur unnecessary computation. We propose MetaEns, an automatic unsupervised framework for selecting ensembles of outlier detection models. Using labeled meta-datasets, MetaEns learns a model that predicts marginal ensemble gains, estimating the expected improvement from adding a candidate model to a partially constructed ensemble. At test time, this learned signal is combined with a submodular-inspired proxy objective that enforces diminishing returns through diversity-aware discounting and family-level risk regularization, thereby enabling greedy sequential selection with adaptive early stopping. As a result, MetaEns constructs compact, high-quality ensembles without access to ground-truth labels. Experiments on 39 real-world datasets show that MetaEns consistently outperforms state-of-the-art unsupervised selectors and ensemble baselines, achieving higher average precision while using fewer models.