This notebook contains an implementation from scratch of Isolation Forest. The notebook contains the algorithm while the other folder contains images made for the blog post and a folder with the publications and presentations used for the development and understanding of the post.
Useful links and blogs:
- https://quantdare.com/isolation-forest-algorithm/ : Pseudo code of isolation forest
- https://scikit-learn.org/stable/auto_examples/ensemble/plot_isolation_forest.html : Scikit learn example.
- https://github.com/mgckind/iso_forest.git : Repository with a version from scratch
- https://blog.paperspace.com/anomaly-detection-isolation-forest/ : blog about IF
- https://towardsdatascience.com/outlier-detection-with-extended-isolation-forest-1e248a3fe97b : Medium blog about extended isolation forest for outlier detection
- https://arxiv.org/pdf/1811.02141.pdf : Extended Isolation Forest paper in arxiv