I imagine the problem with this is it becomes a game-able system if it's purely automated. Sort of like the stereotype in Law and Order where they always pay hitmen $9,999 because "the IRS only monitors transfers over 10k."

On the other hand, maybe this is a kind of perverse benefit of opaque ML systems.

I think its game-able automated or not. Fraud exists today and is playing on these exact systems.

> Surely anomaly detection is better done by a machine?

I've worked with machines. I don't think this is a good idea.