  Collider data must be corrected for detector effects ("unfolded") to be
compared with many theoretical calculations and measurements from other
experiments. Unfolding is traditionally done for individual, binned observables
without including all information relevant for characterizing the detector
response. We introduce OmniFold, an unfolding method that iteratively reweights
a simulated dataset, using machine learning to capitalize on all available
information. Our approach is unbinned, works for arbitrarily high-dimensional
data, and naturally incorporates information from the full phase space. We
illustrate this technique on a realistic jet substructure example from the
Large Hadron Collider and compare it to standard binned unfolding methods. This
new paradigm enables the simultaneous measurement of all observables, including
those not yet invented at the time of the analysis.
