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The isolation forest algorithm for outlier detection exploits a simple yet effective observation: if taking some multivariate data and making uniformly random cuts across the feature space recursively, it will take fewer such random cuts…

机器学习 · 统计学 2021-11-24 David Cortes

Isolation forest or "iForest" is an intuitive and widely used algorithm for anomaly detection that follows a simple yet effective idea: in a given data distribution, if a threshold (split point) is selected uniformly at random within the…

机器学习 · 统计学 2021-12-07 David Cortes

Anomaly detectors are often used to produce a ranked list of statistical anomalies, which are examined by human analysts in order to extract the actual anomalies of interest. Unfortunately, in realworld applications, this process can be…

机器学习 · 计算机科学 2017-09-01 Shubhomoy Das , Weng-Keen Wong , Alan Fern , Thomas G. Dietterich , Md Amran Siddiqui

We present an extension to the model-free anomaly detection algorithm, Isolation Forest. This extension, named Extended Isolation Forest (EIF), resolves issues with assignment of anomaly score to given data points. We motivate the problem…

机器学习 · 计算机科学 2020-07-09 Sahand Hariri , Matias Carrasco Kind , Robert J. Brunner

Anomaly Detection is an unsupervised learning task aimed at detecting anomalous behaviours with respect to historical data. In particular, multivariate Anomaly Detection has an important role in many applications thanks to the capability of…

机器学习 · 计算机科学 2021-07-14 Mattia Carletti , Matteo Terzi , Gian Antonio Susto

Anomaly detection is concerned with identifying examples in a dataset that do not conform to the expected behaviour. While a vast amount of anomaly detection algorithms exist, little attention has been paid to explaining why these…

机器学习 · 计算机科学 2021-12-14 Nirmal Sobha Kartha , Clément Gautrais , Vincent Vercruyssen

With predictive models becoming prevalent, companies are expanding the types of data they gather. As a result, the collected datasets consist not only of simple numerical features but also more complex objects such as time series, images,…

机器学习 · 计算机科学 2025-07-01 Sebastian Chwilczyński , Dariusz Brzezinski

In this paper, the mathematical analysis of the Isolation Random Forest Method (IRF Method) for anomaly detection is presented. We show that the IRF space can be endowed with a probability induced by the Isolation Tree algorithm (iTree). In…

统计方法学 · 统计学 2022-05-05 Fernando A. Morales , Jorge M. Ramírez , Edgar A. Ramos

Isolation forest (iForest) has been emerging as arguably the most popular anomaly detector in recent years due to its general effectiveness across different benchmarks and strong scalability. Nevertheless, its linear axis-parallel isolation…

机器学习 · 计算机科学 2023-06-12 Hongzuo Xu , Guansong Pang , Yijie Wang , Yongjun Wang

For the purpose of monitoring the behavior of complex infrastructures (e.g. aircrafts, transport or energy networks), high-rate sensors are deployed to capture multivariate data, generally unlabeled, in quasi continuous-time to detect…

This work briefly explores the possibility of approximating spatial distance (alternatively, similarity) between data points using the Isolation Forest method envisioned for outlier detection. The logic is similar to that of isolation: the…

机器学习 · 统计学 2019-11-26 David Cortes

We propose a new method, named isolation Mondrian forest (iMondrian forest), for batch and online anomaly detection. The proposed method is a novel hybrid of isolation forest and Mondrian forest which are existing methods for batch anomaly…

机器学习 · 计算机科学 2021-11-02 Haoran Ma , Benyamin Ghojogh , Maria N. Samad , Dongyu Zheng , Mark Crowley

Isolation Forest (iForest) is an unsupervised anomaly detection algorithm designed to effectively detect anomalies under the assumption that anomalies are ``few and different." Various studies have aimed to enhance iForest, but the…

机器学习 · 计算机科学 2025-03-18 Hun Kang , Kyoungok Kim

Unsupervised anomaly detection tackles the problem of finding anomalies inside datasets without the labels availability; since data tagging is typically hard or expensive to obtain, such approaches have seen huge applicability in recent…

机器学习 · 计算机科学 2021-12-01 Tommaso Barbariol , Gian Antonio Susto

Cybersecurity has recently gained considerable interest in today's security issues because of the popularity of the Internet-of-Things (IoT), the considerable growth of mobile networks, and many related apps. Therefore, detecting numerous…

Isolation Forest (iForest) stands out as a widely-used unsupervised anomaly detector, primarily owing to its remarkable runtime efficiency and superior performance in large-scale tasks. Despite its widespread adoption, a theoretical…

机器学习 · 计算机科学 2026-01-28 Qin-Cheng Zheng , Shao-Qun Zhang , Shen-Huan Lyu , Yuan Jiang , Zhi-Hua Zhou

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

机器学习 · 统计学 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

A new modification of Isolation Forest called Attention-Based Isolation Forest (ABIForest) for solving the anomaly detection problem is proposed. It incorporates the attention mechanism in the form of the Nadaraya-Watson regression into the…

机器学习 · 计算机科学 2022-10-07 Lev V. Utkin , Andrey Y. Ageev , Andrei V. Konstantinov

The effectiveness of anomaly signal detection can be significantly undermined by the inherent uncertainty of relying on one specified model. Under the framework of model average methods, this paper proposes a novel criterion to select the…

机器学习 · 统计学 2024-05-30 Gaoxiang Zhao , Lu Wang , Xiaoqiang Wang

We describe the use of an unsupervised Random Forest for similarity learning and improved unsupervised anomaly detection. By training a Random Forest to discriminate between real data and synthetic data sampled from a uniform distribution…

机器学习 · 统计学 2025-04-23 Joshua S. Harvey , Joshua Rosaler , Mingshu Li , Dhruv Desai , Dhagash Mehta
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