Detecting Anomalies Using Rotated Isolation Forest
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Abstract (arXiv)
The Isolation Forest (iForest), proposed by Liu, Ting, and Zhou at TKDE 2012, has become a prominent tool for unsupervised anomaly detection. However, recent research by Hariri, Kind, and Brunner, published in TKDE 2021, has revealed issues with iForest. They identified the presence of axis-aligned ghost clusters that can be misidentified as normal clusters, leading to biased anomaly scores and inaccurate predictions. In response, they developed the Extended Isolation Forest (EIF), which effectively solves these issues by eliminating the ghost clusters introduced by iForest. This enhancement results in improved consistency of anomaly scores and superior performance. We reveal a previously overlooked problem in the Extended Isolation Forest (EIF), showing that it is vulnerable to ghost inter-clusters between normal clusters of data points. In this paper, we introduce the Rotated Isolation Forest (RIF) algorithm which effectively addresses both the axis-aligned ghost clusters observed in iForest and the ghost inter-clusters seen in EIF. RIF accomplishes this by randomly rotating the dataset (using random rotation matrices and QR decomposition) before feeding it into the iForest construction, thereby increasing dataset variation and eliminating ghost clusters. Our experiments conclusively demonstrate that the RIF algorithm outperforms iForest and EIF, as evidenced by the results obtained from both synthetic datasets and real-world datasets.
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References · 6
- 2018Anomaly Detection using One-Class Neural Networkscited by 82
- 2018Extended Isolation Forestcited by 78
- 2023Navigating the Metric Maze: A Taxonomy of Evaluation Metrics for Anomaly Detection in Time Seriescited by 24
- 2015A Meta-Analysis of the Anomaly Detection Problemcited by 23
- 2023Explainable Contextual Anomaly Detection using Quantile Regression Forestscited by 10
- 2021Wisdom of the Contexts: Active Ensemble Learning for Contextual Anomaly Detectioncited by 6
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