Conformal Anomaly Detection in Python: Moving Beyond Heuristic Thresholds with nonconform

Abstract:Most anomaly detection systems output scores rather than calibrated decisions, leaving practitioners to choose thresholds heuristically and without clear statistical interpretation. Conformal anomaly detection addresses this limitation by converting anomaly scores into calibrated p-values that are valid under the statistical assumption of data exchangeability, with a growing literature extending this idea beyond that setting. We present nonconform, a Python package for applying conformal anomaly detection within existing machine-learning workflows, and use it as the basis for an implementation-grounded introduction to the field. The package integrates with scikit-learn, pyod, and custom anomaly detectors, and provides a unified interface for calibration, p-value generation, and false discovery rate control. It supports several conformalization strategies, ranging from simple split-conformal calibration to more data-efficient and shift-aware extensions. Through a progression from foundational concepts to advanced conformalization strategies, complemented by code examples, the paper connects the statistical ideas behind conformal anomaly detection to their practical use in nonconform. Empirical results demonstrate that the implemented methods enable statistically principled anomaly detection. Together, the package and exposition aim to make core conformal anomaly detection workflows more accessible and reproducible in experimental and production-oriented settings.

Machine Learning (stat.ML); Machine Learning (cs.LG); Computation (stat.CO)

arXiv:2605.13642 [stat.ML]

(or arXiv:2605.13642v2 [stat.ML] for this version)

https://doi.org/10.48550/arXiv.2605.13642 Focus to learn more arXiv-issued DOI via DataCite

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