1. A method comprising: identifying, by a first device in a network, a first traffic flow between two endpoints that traverses the first device in a first direction; receiving, at the first device, information from a second device in the network regarding a second traffic flow between the two endpoints that traverses the second device in a second direction that is opposite that of the first direction; merging, by the first device, characteristics of the first traffic flow captured by the first device with characteristics of the second traffic flow captured by the second device and included in the information received from the second device, to form an input feature set; and detecting, by the first device, an anomaly in the network by analyzing the input feature set using a machine learning-based anomaly detector.