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Software:57451



CRANisotreeMaRDI QIDQ57451FDOQ57451

Isolation-Based Outlier Detection

David Cortes

Last update: 2 December 2023

Copyright license: File License, 2-clause BSD License

Software version identifier: 0.5.19-1, 0.5.20, 0.1.5, 0.1.8, 0.1.11, 0.1.17, 0.1.18, 0.1.19, 0.1.20, 0.1.24, 0.1.28, 0.2.7, 0.2.8, 0.2.10, 0.3.0, 0.3.9, 0.5.5, 0.5.14, 0.5.15, 0.5.16, 0.5.17, 0.5.22, 0.5.24-1, 0.5.24-2, 0.5.24, 0.5.24-3

Fast and multi-threaded implementation ofisolation forest (Liu, Ting, Zhou (2008) <doi:10.1109/ICDM.2008.17>),extended isolation forest (Hariri, Kind, Brunner (2018) <arXiv:1811.02141>),SCiForest (Liu, Ting, Zhou (2010) <doi:10.1007/978-3-642-15883-4_18>),fair-cut forest (Cortes (2021) <arXiv:2110:13402>),robust random-cut forest (Guha, Mishra, Roy, Schrijvers (2016) <http://proceedings.mlr.press/v48/guha16.html>),and customizable variations of them, for isolation-based outlier detection, clustered outlier detection,distance or similarity approximation (Cortes (2019) <arXiv:1910.12362>),isolation kernel calculation (Ting, Zhu, Zhou (2018) <doi:10.1145/3219819.3219990>),and imputation of missing values (Cortes (2019) <arXiv:1911.06646>),based on random or guided decision tree splitting, and providing different metrics forscoring anomalies based on isolation depth or density (Cortes (2021) <arXiv:2111.11639>).Provides simple heuristics for fitting the model to categorical columns and handling missing data,and offers options for varying between random and guided splits, and for using different splitting criteria.




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