We demonstrate how to explore phase diagrams with automated and unsupervised machine learning to find regions of interest for possible new phases. In contrast to supervised learning, where data is classified using predetermined labels, we here perform anomaly detection, where the task is to differentiate a normal data set, composed of one or several classes, from anomalous data. Asa paradigmatic example, we explore the phase diagram of the extended Bose Hubbard model in one dimension at exact integer filling and employ deep neural networks to determine the entire phase diagram in a completely unsupervised and automated fashion. As input data for learning, we first use the entanglement spectra and central tensors derived from tensor-networks algorithms for ground-state computation and later we extend our method and use experimentally accessible data such as low-order correlation functions as inputs. Our method allows us to reveal a phase-separated region between supersolid and superfluid parts with unexpected properties, which appears in the system in addition to the standard superfluid, Mott insulator, Haldane-insulating, and density wave phases.