A method for detecting anomalies, the method being performed by a machine learning system configured for learning at least one model from a set of training data, the method including receiving sensor data from a plurality of N sensors, computing an anomaly prediction based on the sensor data and the at least one model, and if the anomaly prediction is an anomaly detection, sending an anomaly event containing said anomaly prediction. The method further includes receiving a user feedback relating to said anomaly event or to an absence of anomaly event, and adapting the at least one model based on the user feedback.