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HYBRID ISOLATION FOREST (HIF)

Citekey MarteauEtAl2017Hybrid
Source Code https://github.com/pfmarteau/HIF
Learning type supervised
Input dimensionality multivariate

Citation format (for source code)

Marteau, Pierre-François, Saeid Soheily-Khah, and Nicolas Béchet. "Hybrid Isolation Forest-Application to Intrusion Detection." arXiv preprint arXiv:1705.03800 (2017).

Custom Parameters

  • ntrees: Number of trees in the HIF
  • sample_size: Number of samples each tree receives from the input dataset

Because each tree is created by splitting along a random dimension at a random point in the data, adding more trees or increasing the sample size can help improving the confidence in the anomaly scores at the cost of performance.