ADGym: Design Choices for Deep Anomaly Detection

Deep learning (DL) techniques have recently found success in anomaly detection (AD) across various fields such as finance, medical services, and cloud computing. However, most of the current research tends to view deep AD algorithms as a whole, without dissecting the contributions of individual design choices like loss functions and network architectures. This view tends to diminish the value of preliminary steps like data preprocessing, as more attention is given to newly designed loss functions, network architectures, and learning paradigms. In this paper, we aim to bridge this gap by asking two key questions: (i) Which design choices in deep AD methods are crucial for detecting anomalies?