Isolation Forest Prediction Mechanics: Does it compare value with every tree (and the original training...












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So I understand the general idea of how isolation forests works, but I'm having trouble understanding how the model makes predictions on new data.



Does it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated?
Then this score gets compared back to the anomaly score threshold that was set when the model was trained?










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    What do you mean by original subset data? Only the trees are remembered from training
    $endgroup$
    – jonnor
    Jun 24 '18 at 11:45
















0












$begingroup$


So I understand the general idea of how isolation forests works, but I'm having trouble understanding how the model makes predictions on new data.



Does it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated?
Then this score gets compared back to the anomaly score threshold that was set when the model was trained?










share|improve this question









$endgroup$












  • $begingroup$
    What do you mean by original subset data? Only the trees are remembered from training
    $endgroup$
    – jonnor
    Jun 24 '18 at 11:45














0












0








0





$begingroup$


So I understand the general idea of how isolation forests works, but I'm having trouble understanding how the model makes predictions on new data.



Does it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated?
Then this score gets compared back to the anomaly score threshold that was set when the model was trained?










share|improve this question









$endgroup$




So I understand the general idea of how isolation forests works, but I'm having trouble understanding how the model makes predictions on new data.



Does it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated?
Then this score gets compared back to the anomaly score threshold that was set when the model was trained?







random-forest decision-trees anomaly-detection






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asked Mar 21 '18 at 22:41









Michael DuMichael Du

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11












  • $begingroup$
    What do you mean by original subset data? Only the trees are remembered from training
    $endgroup$
    – jonnor
    Jun 24 '18 at 11:45


















  • $begingroup$
    What do you mean by original subset data? Only the trees are remembered from training
    $endgroup$
    – jonnor
    Jun 24 '18 at 11:45
















$begingroup$
What do you mean by original subset data? Only the trees are remembered from training
$endgroup$
– jonnor
Jun 24 '18 at 11:45




$begingroup$
What do you mean by original subset data? Only the trees are remembered from training
$endgroup$
– jonnor
Jun 24 '18 at 11:45










2 Answers
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You can find the sklearn implementation of Isolation Forest in Python at https://github.com/scikit-learn/scikit-learn/blob/a24c8b46/sklearn/ensemble/iforest.py#L229



It calculates the mean path depth needed to classify new samples. They are scored relatively to a theoretical average path length. Original training data is not used, only the learned trees.






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    Yes, it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated.
    Then it will average the path length computed from all the trees for that test instance and this would be the final anomaly score which is then normalized in the range 0-1.






    share|improve this answer








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    Shivanya is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      2 Answers
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      2 Answers
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      0












      $begingroup$

      You can find the sklearn implementation of Isolation Forest in Python at https://github.com/scikit-learn/scikit-learn/blob/a24c8b46/sklearn/ensemble/iforest.py#L229



      It calculates the mean path depth needed to classify new samples. They are scored relatively to a theoretical average path length. Original training data is not used, only the learned trees.






      share|improve this answer









      $endgroup$


















        0












        $begingroup$

        You can find the sklearn implementation of Isolation Forest in Python at https://github.com/scikit-learn/scikit-learn/blob/a24c8b46/sklearn/ensemble/iforest.py#L229



        It calculates the mean path depth needed to classify new samples. They are scored relatively to a theoretical average path length. Original training data is not used, only the learned trees.






        share|improve this answer









        $endgroup$
















          0












          0








          0





          $begingroup$

          You can find the sklearn implementation of Isolation Forest in Python at https://github.com/scikit-learn/scikit-learn/blob/a24c8b46/sklearn/ensemble/iforest.py#L229



          It calculates the mean path depth needed to classify new samples. They are scored relatively to a theoretical average path length. Original training data is not used, only the learned trees.






          share|improve this answer









          $endgroup$



          You can find the sklearn implementation of Isolation Forest in Python at https://github.com/scikit-learn/scikit-learn/blob/a24c8b46/sklearn/ensemble/iforest.py#L229



          It calculates the mean path depth needed to classify new samples. They are scored relatively to a theoretical average path length. Original training data is not used, only the learned trees.







          share|improve this answer












          share|improve this answer



          share|improve this answer










          answered Jun 24 '18 at 11:52









          jonnorjonnor

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              Yes, it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated.
              Then it will average the path length computed from all the trees for that test instance and this would be the final anomaly score which is then normalized in the range 0-1.






              share|improve this answer








              New contributor




              Shivanya is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
              Check out our Code of Conduct.






              $endgroup$


















                0












                $begingroup$

                Yes, it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated.
                Then it will average the path length computed from all the trees for that test instance and this would be the final anomaly score which is then normalized in the range 0-1.






                share|improve this answer








                New contributor




                Shivanya is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                Check out our Code of Conduct.






                $endgroup$
















                  0












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                  $begingroup$

                  Yes, it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated.
                  Then it will average the path length computed from all the trees for that test instance and this would be the final anomaly score which is then normalized in the range 0-1.






                  share|improve this answer








                  New contributor




                  Shivanya is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                  Check out our Code of Conduct.






                  $endgroup$



                  Yes, it pass every new point (separately) through every tree in the trained model, and then runs the exact same splits with the exact same original subset data (plus this single new point), to determine the number of steps (anomaly score) until this new point gets isolated.
                  Then it will average the path length computed from all the trees for that test instance and this would be the final anomaly score which is then normalized in the range 0-1.







                  share|improve this answer








                  New contributor




                  Shivanya is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                  Check out our Code of Conduct.









                  share|improve this answer



                  share|improve this answer






                  New contributor




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                  answered 2 days ago









                  ShivanyaShivanya

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                  New contributor





                  Shivanya is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                  Check out our Code of Conduct.






                  Shivanya is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
                  Check out our Code of Conduct.






























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