A Principled Approach to Unsupervised Anomaly Detection

Traditional unsupervised anomaly detection (UAD) methods are designed to flag or localise deviations from a normative distribution, ignoring the underlying generative mechanisms of the anomalies. Yet the nature of an anomaly is often as important as its presence. We reformulate UAD as a Bayesian inverse problem, in which the objective is to infer the most probable corruption responsible for each observation. Our framework yields a probabilistic anomaly score as the energy of the inferred corruption parameters, and serves as a principled recipe for developing new UAD algorithms. We derive several existing methods as instances of the general framework, each corresponding to the same energy score under different modelling choices. Experimentally, we study the framework's components in a controlled setting, and improve object-class AUROC on the MVTec AD dataset by 2.3% by adapting the underlying corruption model. Finally, we validate the framework on a brain MRI benchmark, achieving strong detection performance while producing estimates of pathology intensity, bias, and geometry. Code is available at https://github.com/jgmyles/inverse-uad.