I think the only thing to do in this case is either leave it, or strip it. If you polish with sandpaper or steel wool, there will be a haze between the anodised layer and the metal beneath it.

I have polished brakes, a stem and a derailler which were all anodised. With the derailler, I stripped the anodised surface with steel wool and gave it a good polish. With the brake and the stem I polished the area with the fault, but created a hazy patch. Does not look too bad, but if you know it is there you will see it.

Hopefully someone else has a better method..