Punzi-loss:: a non-differentiable metric approximation for sensitivity optimisation in the search for new particles.

We present the novel implementation of a non-differentiable metric approximation and a corresponding loss-scheduling aimed at the search for new particles of unknown mass in high energy physics experiments. We call the loss-scheduling, based on the minimisation of a figure-of-merit related function typical of particle physics, a Punzi-loss function, and the neural network that utilises this loss function a Punzi-net. We show that the Punzi-net outperforms standard multivariate analysis techniques and generalises well to mass hypotheses for which it was not trained.