However, these methods still suffer from an over-generalization issue and fail to deliver consistently high performance.

We consider the problem of finding anomalies in high-dimensional data using popular PCA based anomaly scores.

The decentralized finance (DeFi) community has grown rapidly in recent years, pushed forward by cryptocurrency enthusiasts interested in the vast untapped potential of new markets. The surge in popularity of cryptocurrency has ushered in a new era of financial crime. Unfortunately, the novelty of the technology makes the task of catching and prosecuting offenders particularly challenging. Thus, it is necessary to implement automated detection tools related to policies to address the growing criminality in the cryptocurrency realm.

Semi-supervised anomaly detection (AD) has shown great promise by effectively leveraging limited labeled data. However, existing methods are typically structured around scoring individual points or simple pairs. Such {point- or pair-centric} view not only overlooks the contextual nature of anomalies, which are defined by their deviation from a collective group, but also fails to exploit the rich supervisory signals that can be generated from the combinatorial composition of sets. Consequently, such models struggle to exploit the high-order interactions within the data, which are critical for learning discriminative representations. To address these limitations, we propose SetAD, a novel framework that reframes semi-supervised AD as a Set-level Anomaly Detection task. SetAD employs an attention-based set encoder trained via a graded learning objective, where the model learns to quantify the degree of anomalousness within an entire set. This approach directly models the complex group-level interactions that define anomalies. Furthermore, to enhance robustness and score calibration, we propose a context-calibrated anomaly scoring mechanism, which assesses a point's anomaly score by aggregating its normalized deviations from peer behavior across multiple, diverse contextual sets. Extensive experiments on 10 real-world datasets demonstrate that SetAD significantly outperforms state-of-the-art models. Notably, we show that our model's performance consistently improves with increasing set size, providing strong empirical support for the set-based formulation of anomaly detection.