isotree: Isolation-Based Outlier Detection
Fast and multi-threaded implementation of
isolation 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 for
scoring 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.
| Version: |
0.5.17 |
| Imports: |
Rcpp (≥ 1.0.1) |
| LinkingTo: |
Rcpp |
| Suggests: |
MASS, outliertree, jsonlite (≥ 1.7.3), mlbench, MLmetrics, kernlab, knitr, rmarkdown, kableExtra |
| Enhances: |
Matrix, SparseM |
| Published: |
2022-09-07 |
| Author: |
David Cortes [aut, cre, cph],
Thibaut Goetghebuer-Planchon [cph] (Copyright holder of included
robinmap library),
David Blackman [cph] (Copyright holder of original xoshiro code),
Sebastiano Vigna [cph] (Copyright holder of original xoshiro code),
NumPy Developers [cph] (Copyright holder of formatted ziggurat tables) |
| Maintainer: |
David Cortes <david.cortes.rivera at gmail.com> |
| BugReports: |
https://github.com/david-cortes/isotree/issues |
| License: |
BSD_2_clause + file LICENSE |
| Copyright: |
see file COPYRIGHTS |
| URL: |
https://github.com/david-cortes/isotree |
| NeedsCompilation: |
yes |
| In views: |
MissingData |
| CRAN checks: |
isotree results |
Documentation:
Downloads:
Reverse dependencies:
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