Isolation-Based Anomaly Detection

  • Authors:
  • Fei Tony Liu;Kai Ming Ting;Zhi-Hua Zhou

  • Affiliations:
  • Monash University;Monash University;Nanjing University

  • Venue:
  • ACM Transactions on Knowledge Discovery from Data (TKDD)
  • Year:
  • 2012

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Abstract

Anomalies are data points that are few and different. As a result of these properties, we show that, anomalies are susceptible to a mechanism called isolation. This article proposes a method called Isolation Forest (iForest), which detects anomalies purely based on the concept of isolation without employing any distance or density measure---fundamentally different from all existing methods. As a result, iForest is able to exploit subsampling (i) to achieve a low linear time-complexity and a small memory-requirement and (ii) to deal with the effects of swamping and masking effectively. Our empirical evaluation shows that iForest outperforms ORCA, one-class SVM, LOF and Random Forests in terms of AUC, processing time, and it is robust against masking and swamping effects. iForest also works well in high dimensional problems containing a large number of irrelevant attributes, and when anomalies are not available in training sample.