Combination Robust Cut Forests: Merging Isolation Forests and Robust Random Cut Forests
Isolation Forests [Liu+2008] and Robust Random Cut Trees [Guha+2016] are very similar in many ways,
as outlined in the supporting overview. Most notably, they are extremes
of the same outlier scoring function:
\theta \textrm{Depth} + (1 - \theta) \textrm{[Co]Disp}
The combination robust cut forest allows you to combine both scores by using an theta other than 0 or 1.
You can install with through pip install crcf
. Alternatively, you can download the repository and runpython3 setup.py install
or pip3 install .
Please note that this package uses features from Python 3.7+
and is not compatible with earlier Python versions.