Anomalies are rare, and anomalous data are often unavailable during development, making it difficult to determine which anomaly detection models and configurations will generalize to unseen anomalies. Recent approaches address this challenge by generating pseudo-anomalies and using bounds on the achievable area under the ROC curve (AUC) to select the optimal configuration from a finite set of candidates. Instead, we use the AUC bound as a differentiable, anomaly-free objective for directly optimizing continuous parameters of anomaly detection systems. We demonstrate this framework by optimizing ensemble weights and introducing a learnable score-rescaling mechanism that adapts pseudo-anomaly scores, enabling optimization beyond a predefined candidate set. Experiments across multiple datasets and embedding models show that AUC-bound optimization achieves significant performance gains over conventional model selection and prior development-set-based parameter selection. The results further show that direct optimization is less sensitive to the choice of pseudo-anomaly construction.

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