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The article herein presents the method and algorithms for forming the feature space for the base of intellectualized system knowledge for the support system in the cyber threats and anomalies tasks. The system being elaborated might be used both autonomously by cyber threat services analysts and jointly with information protection complex systems. It is shown, that advised algorithms allow supplementing dynamically the knowledge base upon appearing the new threats, which permits to cut the time of their recognition and analysis, in particular, for cases of hard-to-explain features and reduce the false responses in threat recognizing systems, anomalies and attacks at informatization objects. It is stated herein, that collectively with the outcomes of previous authors investigations, the offered algorithms of forming the feature space for identifying cyber threats within decisions making support system are more effective. It is reached at the expense of the fact, that, comparing to existing decisions, the described decisions in the article, allow separate considering the task of threat recognition in the frame of the known classes, and if necessary supplementing feature space for the new threat types. It is demonstrated, that new threats features often initially are not identified within the frame of existing base of threat classes knowledge in the decision support system. As well the methods and advised algorithms allow fulfilling the time-efficient cyber threats classification for a definite informatization object.