Sparse, self-organizing ensembles of local kernels detect rare statistical anomalies

Abstract

Modern artificial intelligence has revolutionized how we extract representations from scientific data, yet the statistical properties of these representations remain poorly controlled, causing misspecified anomaly detection methods to falter. The hardest anomalies to detect are the rare, weakly separable ones hiding within the nominal distribution-a regime that grows in importance as models mature and easily separable signals are exhausted. We identify structural desiderata for detection in this regime under minimal prior information: sparsity, to enforce parsimony; locality, to preserve geometric sensitivity; and competition, to promote efficient allocation of model capacity. These principles define a class of self-organizing local kernels that adaptively partition the representation space around regions of statistical imbalance. As an instantiation, we introduce SparKer, a sparse ensemble of Gaussian kernels trained in a semi-supervised Neyman-Pearson framework to locally model the likelihood ratio between a sample that may contain anomalies and an anomaly-free reference. We provide theoretical insights into the mechanisms driving detection and self-organization, and demonstrate the approach on realistic high-dimensional problems in scientific discovery, open-world novelty detection, intrusion detection, and generative-model validation. Ensembles of only a handful of kernels identify statistically significant anomalies in representation spaces of thousands of dimensions while remaining sensitive across regimes, underscoring the interpretability, efficiency, and scalability of the approach.