Conformal Anomaly Detection in Python: Moving Beyond Heuristic Thresholds with nonconform
arXiv stat.ML5d4 min read
arXiv:2605.13642v2 Announce Type: replace 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 work