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?
random-forest decision-trees anomaly-detection
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add a comment |
$begingroup$
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?
random-forest decision-trees anomaly-detection
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What do you mean by original subset data? Only the trees are remembered from training
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– jonnor
Jun 24 '18 at 11:45
add a comment |
$begingroup$
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?
random-forest decision-trees anomaly-detection
$endgroup$
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
random-forest decision-trees anomaly-detection
asked Mar 21 '18 at 22:41
Michael DuMichael Du
11
11
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What do you mean by original subset data? Only the trees are remembered from training
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– jonnor
Jun 24 '18 at 11:45
add a comment |
$begingroup$
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
add a comment |
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.
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2 Answers
2
active
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2 Answers
2
active
oldest
votes
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$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
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.
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.
New contributor
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add a comment |
$begingroup$
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.
New contributor
$endgroup$
add a comment |
$begingroup$
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.
New contributor
$endgroup$
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.
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New contributor
answered 2 days ago
ShivanyaShivanya
164
164
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What do you mean by original subset data? Only the trees are remembered from training
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– jonnor
Jun 24 '18 at 11:45