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As the size and complexity of high performance computing (HPC) systems grow in line with advancements in hardware and software technology, HPC systems increasingly suffer from performance variations due to shared resource contention as well as software- and hardware-related problems. Such performance variations can lead to failures and inefficiencies, which impact the cost and resilience of HPC systems. To minimize the impact of performance variations, one must quickly and accurately detect and diagnose the anomalies that cause the variations and take mitigating actions. However, it is difficult to identify anomalies based on the voluminous, high-dimensional, and noisy data collected by system monitoring infrastructures. This paper presents a novel machine learning based framework to automatically diagnose performance anomalies at runtime. Our framework leverages historical resource usage data to extract signatures of previously-observed anomalies. We first convert collected time series data into easy-to-compute statistical features. We then identify the features that are required to detect anomalies, and extract the signatures of these anomalies. At runtime, we use these signatures to diagnose anomalies with negligible overhead. We evaluate our framework using experiments on a real-world HPC supercomputer and demonstrate that our approach successfully identifies 98 percent of injected anomalies and consistently outperforms existing anomaly diagnosis techniques. [ABSTRACT FROM AUTHOR]