[scikit-learn] Isolation forests

[Albert Thomas]

Hi Sergio,

In IsolationForest, BaseBagging is applied with ExtraTreeRegressor as
base_estimator. Algorithm 2 (iTree) of the original paper is thus
implemented in ExtaTreeRegressor.

The forest is implemented thanks to the bagging procedure.

HTH,
Albert

On Sun 20 May 2018 at 09:56, Sergio Solórzano <sdsr.sdsr at gmail.com> wrote:

> currently I am studying the "Isolation forest" algorithm proposed by
> Liu, Ting and Zhou. I started reading the scikit-learn implementation
> but could not find where exactly is the algorithm 2 of the original
> paper implemented.
>
> So far this is what I managed to understand: In the iforest.py file
> there is the “fit” method which, if my understanding is correct,
> essentially makes a call to the “_fit” method of the BaseBagging class
> but there I can’t see how the algorithm 2 of the original reference is
> implemented.
>
> Any help on the details of how Itrees and Iforests are implemented is
> appreciated.
>
> If this is not the right place to ask, please let me know where is it.
>
> Thanks for the time and help
> Sergio S
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