Proper detection of unknown patterns plays an important role in diagnosing new classes of faults. This can be done by incremental learning of novel information and updating the diagnostic system by appending newly trained fault classifiers in an ensemble design. We consider a new-class fault detector previously developed by the authors and based on thresholding the normalized weighted average of the outputs (NWAO) of the base classifiers in a multi-classifier diagnostic system. A proper tuning of the thresholds in the NWAO detector is necessary to achieve a satisfactory performance. This is done in this paper by specifically introducing a performance function and optimizing it within the necessary trade-off between new class false alarm and new class missed alarm rates, by means of an Invasive Weed Optimization (IWO) algorithm. The optimal NWAO detector is tested with respect to a set of simulated sensor faults in the doubly-fed induction generator (DFIG) of a wind turbine.