Techniques for performing anomaly detection are described. An exemplary method includes receiving a request to detect potential anomalies using an anomaly detection system having at least one anomaly scoring model; processing the received data using the anomaly detection system to score the data to determine when the data is potentially anomalous based on one or more thresholds; requesting feedback of at least one determined potential anomaly; receiving feedback on the least one determined potential anomaly; and adjusting at least one of one or more of thresholds used to determine potential anomalies and what is considered an anomaly without adjusting the at least one anomaly scoring model.