Despite extensive theoretical motivation for physics beyond the Standard Model (BSM) of particle physics, searches at the Large Hadron Collider (LHC) and elsewhere have found no significant evidence for BSM physics. Therefore, it is essential to broaden the sensitivity of the search program to include unexpected scenarios. I'll present a new model-agnostic anomaly detection technique that naturally benefits from modern machine learning algorithms. The only requirement on the signal for this new procedure is that it is localized in at least one known direction in phase space. Any other directions of phase space that are uncorrelated with the localized one can be used to search for unexpected features.