how to choose thresholds?

[fffii]

Dear haowen-xu,
"All the algorithms evaluated in this paper compute one anomaly score for each point. A threshold can be chosen to do the decision: if the score for a point is greater than the threshold, an alert should be triggered."
"We may also enumerate all thresholds, obtaining all F-scores, and use the best F-score as the metric."
Finally, I get the test score, so, my question is how to choose thresholds?
thanks!!!