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CLOE addresses the scalability bottleneck in Christoffel Function-based anomaly detection by integrating an autoencoder to operate within a reduced latent space. This approach maintains theoretical simplicity with minimal hyperparameter tuning while significantly improving performance on high-dimensional tabular benchmarks relevant to healthcare and finance. The method offers a robust, lightweight solution for semi-supervised tasks where traditional models struggle with data complexity.
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CLOE: Christoffel Loss Autoencoder for Anomaly Detection

arXiv2 min read

arXiv:2607.20530v1 Announce Type: cross Abstract: Semi-supervised anomaly detection plays a key role in diverse fields such as process monitoring, healthcare, and finance. However, lightweight methods often struggle with high-dimensional data and typically require careful tuning of multiple hyperparameters. Among existing approaches, Christoffel Function--based methods are attractive due to their simplicity, requiring at most a single hyperparameter. They also benefit from a well-established theoretical foundation that yields several interesting results for data science. However, their main limitation is poor scalability to high-dimensional settings. In this paper, we introduce CLOE, a new method that combines an autoencoder for dimensionality reduction with a Christoffel Function--based detector applied in the latent space. To better align representation learning with anomaly detection, we design a novel loss function that leverages the Christoffel Function to guide the autoencoder toward representations that better capture the support of the normal data distribution. We further propose a principled procedure to set the detection threshold and an efficient strategy to tune the single remaining hyperparameter. Experiments on multiple high-dimensional tabular anomaly detection benchmarks demonstrate that CLOE achieves superior performance compared to existing methods, while preserving the lightweight and low-tuning advantages of Christoffel Function--based approaches.

Abstract:Semi-supervised anomaly detection plays a key role in diverse fields such as process monitoring, healthcare, and finance. However, lightweight methods often struggle with high-dimensional data and typically require careful tuning of multiple hyperparameters. Among existing approaches, Christoffel Function--based methods are attractive due to their simplicity, requiring at most a single hyperparameter. They also benefit from a well-established theoretical foundation that yields several interesting results for data science. However, their main limitation is poor scalability to high-dimensional settings. In this paper, we introduce CLOE, a new method that combines an autoencoder for dimensionality reduction with a Christoffel Function--based detector applied in the latent space. To better align representation learning with anomaly detection, we design a novel loss function that leverages the Christoffel Function to guide the autoencoder toward representations that better capture the support of the normal data distribution. We further propose a principled procedure to set the detection threshold and an efficient strategy to tune the single remaining hyperparameter. Experiments on multiple high-dimensional tabular anomaly detection benchmarks demonstrate that CLOE achieves superior performance compared to existing methods, while preserving the lightweight and low-tuning advantages of Christoffel Function--based approaches.

Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Machine Learning (stat.ML)

arXiv:2607.20530 [cs.LG]

(or arXiv:2607.20530v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2607.20530 arXiv-issued DOI via DataCite (pending registration)

Full text under the publisher's open licence · 212 words

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