r-isotree

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.