isolationForest {solitude} | R Documentation |
Fit an Isolation Forest
Description
'solitude' class implements the isolation forest method
introduced by paper Isolation based Anomaly Detection (Liu, Ting and Zhou
<doi:10.1145/2133360.2133363>). The extremely randomized trees (extratrees)
required to build the isolation forest is grown using
ranger
function from ranger package.
Design
$new()
initiates a new 'solitude' object. The
possible arguments are:
-
sample_size
: (positive integer, default = 256) Number of observations in the dataset to used to build a tree in the forest -
num_trees
: (positive integer, default = 100) Number of trees to be built in the forest -
replace
: (boolean, default = FALSE) Whether the sample of observations should be chosen with replacement when sample_size is less than the number of observations in the dataset -
seed
: (positive integer, default = 101) Random seed for the forest -
nproc
: (NULL or a positive integer, default: NULL, means use all resources) Number of parallel threads to be used by ranger -
respect_unordered_factors
: (string, default: "partition")See respect.unordered.factors argument inranger
-
max_depth
: (positive number, default: ceiling(log2(sample_size))) See max.depth argument inranger
$fit()
fits a isolation forest for the given dataframe or sparse matrix, computes
depths of terminal nodes of each tree and stores the anomaly scores and
average depth values in $scores
object as a data.table
$predict()
returns anomaly scores for a new data as a data.table
Details
Parallelization:
ranger
is parallelized and by default uses all the resources. This is supported when nproc is set to NULL. The process of obtaining depths of terminal nodes (which is excuted with$fit()
is called) may be parallelized separately by setting up a future backend.
Methods
Public methods
Method new()
Usage
isolationForest$new( sample_size = 256, num_trees = 100, replace = FALSE, seed = 101, nproc = NULL, respect_unordered_factors = NULL, max_depth = ceiling(log2(sample_size)) )
Method fit()
Usage
isolationForest$fit(dataset)
Method predict()
Usage
isolationForest$predict(data)
Method clone()
The objects of this class are cloneable with this method.
Usage
isolationForest$clone(deep = FALSE)
Arguments
deep
Whether to make a deep clone.
Examples
## Not run:
library("solitude")
library("tidyverse")
library("mlbench")
data(PimaIndiansDiabetes)
PimaIndiansDiabetes = as_tibble(PimaIndiansDiabetes)
PimaIndiansDiabetes
splitter = PimaIndiansDiabetes %>%
select(-diabetes) %>%
rsample::initial_split(prop = 0.5)
pima_train = rsample::training(splitter)
pima_test = rsample::testing(splitter)
iso = isolationForest$new()
iso$fit(pima_train)
scores_train = pima_train %>%
iso$predict() %>%
arrange(desc(anomaly_score))
scores_train
umap_train = pima_train %>%
scale() %>%
uwot::umap() %>%
setNames(c("V1", "V2")) %>%
as_tibble() %>%
rowid_to_column() %>%
left_join(scores_train, by = c("rowid" = "id"))
umap_train
umap_train %>%
ggplot(aes(V1, V2)) +
geom_point(aes(size = anomaly_score))
scores_test = pima_test %>%
iso$predict() %>%
arrange(desc(anomaly_score))
scores_test
## End(Not run)