Robust Isolation Forest using Soft Sparse Random Projection and Valley Emphasis Method
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Abstract (arXiv)
Isolation Forest (iForest) is an unsupervised anomaly detection algorithm designed to effectively detect anomalies under the assumption that anomalies are ``few and different." Various studies have aimed to enhance iForest, but the resulting algorithms often exhibited significant performance disparities across datasets. Additionally, the challenge of isolating rare and widely distributed anomalies persisted in research focused on improving splits. To address these challenges, we introduce Robust iForest (RiForest). RiForest leverages both existing features and random hyperplanes obtained through soft sparse random projection to identify superior split features for anomaly detection, independent of datasets. It utilizes the underutilized valley emphasis method for optimal split point determination and incorporates sparsity randomization in soft sparse random projection for enhanced anomaly detection robustness. Across 24 benchmark datasets, experiments demonstrate RiForest's consistent outperformance of existing algorithms in anomaly detection, emphasizing stability and robustness to noise variables.
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References · 8
- 2019Deep Learning for Anomaly Detection: A Surveycited by 358
- 2022ECOD: Unsupervised Outlier Detection Using Empirical Cumulative Distribution Functionscited by 153
- 2020COPOD: Copula-Based Outlier Detectioncited by 146
- 2018Adversarially Learned Anomaly Detectioncited by 115
- 2022Deep Isolation Forest for Anomaly Detectioncited by 92
- 2018Extended Isolation Forestcited by 81
- 2021LUNAR: Unifying Local Outlier Detection Methods via Graph Neural Networkscited by 42
- 2017Image Segmentation Algorithms Overviewcited by 7
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