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Contextual Learning for Anomaly Detection in Tabular Data

Anomaly detection is critical in domains such as cybersecurity and finance, especially when working with large-scale tabular data. Yet, unsupervised anomaly detection-where no labeled anomalies are available-remains challenging because traditional deep learning methods model a single global distribution, assuming all samples follow the same behavior. In contrast, real-world data often contain heterogeneous contexts (e.g., different users, accounts, or devices), where globally rare events may be normal within specific conditions. We introduce a contextual learning framework that explicitly models how normal behavior varies across contexts by learning conditional data distributions $P(\mathbf{Y} \mid \mathbf{C})$ rather than a global joint distribution $P(\mathbf{X})$. The framework encompasses (1) a probabilistic formulation for context-conditioned learning, (2) a principled bilevel optimization strategy for automatically selecting informative context features using early validation loss, and (3) theoretical grounding through variance decomposition and discriminative learning principles. We instantiate this framework using a novel conditional Wasserstein autoencoder as a simple yet effective model for tabular anomaly detection. Extensive experiments across eight benchmark datasets demonstrate that contextual learning consistently outperforms global approaches-even when the optimal context is not intuitively obvious-establishing a new foundation for anomaly detection in heterogeneous tabular data.

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