Re: [scikit-learn] partial_fit implementation for IsolationForest

nicolas,

There is a good review on methods to do online random forests here:

https://arxiv.org/pdf/1302.4853.pdf

In fact, it turns out that the method of having a "window" of trees is not the best way to do. Usually the trees have to be grown in the same time data arrive, see

http://lrs.icg.tugraz.at/pubs/saffari_olcv_09.pdf

Adapting ensembles API to online learning seems hard work. But you can open a PR to discuss it.

Thanks a lot for the papers and info. I'll open PR at sometime and see what happens.. ty, isaak