Systems, methods, and media for generating sanitized data, sanitizing anomaly detection models, and generating anomaly detection models are provided. In some embodiments, methods for generating sanitized data are provided. The methods including: dividing a first training dataset comprised of a plurality of training data items into a plurality of data subsets each including at least one training data item of the plurality of training data items of the first training dataset; based on the plurality of data subsets, generating a plurality of distinct anomaly detection micro-models; testing at least one data item of the plurality of data items of a second training dataset of training data items against each of the plurality of micro-models to produce a score for the at least one tested data item; and generating at least one output dataset based on the score for the at least one tested data item.