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scikit-learn/examples/ensemble/plot_isolation_forest.py

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iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
"""
==========================================
IsolationForest example
==========================================
[MRG] DOC fix some sphinx warnings (#11241)
2018-06-21 18:43:21 +08:00
An example using :class:`sklearn.ensemble.IsolationForest` for anomaly
detection.
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
English language changes to IsolationForest documentation Narrative documentation, doc strings and example updates for IsolationForest
2015-10-26 14:37:44 +08:00
The IsolationForest 'isolates' observations by randomly selecting a feature
and then randomly selecting a split value between the maximum and minimum
values of the selected feature.
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
Since recursive partitioning can be represented by a tree structure, the
English language changes to IsolationForest documentation Narrative documentation, doc strings and example updates for IsolationForest
2015-10-26 14:37:44 +08:00
number of splittings required to isolate a sample is equivalent to the path
length from the root node to the terminating node.
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
English language changes to IsolationForest documentation Narrative documentation, doc strings and example updates for IsolationForest
2015-10-26 14:37:44 +08:00
This path length, averaged over a forest of such random trees, is a measure
[MRG] DOC Isolation Forest decision function doc - Clarify that it computes normality not abnormality. (#7792)
2016-10-31 09:07:50 +08:00
of normality and our decision function.
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
English language changes to IsolationForest documentation Narrative documentation, doc strings and example updates for IsolationForest
2015-10-26 14:37:44 +08:00
Random partitioning produces noticeable shorter paths for anomalies.
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
Hence, when a forest of random trees collectively produce shorter path lengths
English language changes to IsolationForest documentation Narrative documentation, doc strings and example updates for IsolationForest
2015-10-26 14:37:44 +08:00
for particular samples, they are highly likely to be anomalies.
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
"""
print(__doc__)
import numpy as np
import matplotlib.pyplot as plt
from sklearn.ensemble import IsolationForest
rng = np.random.RandomState(42)
# Generate train data
X = 0.3 * rng.randn(100, 2)
X_train = np.r_[X + 2, X - 2]
# Generate some regular novel observations
X = 0.3 * rng.randn(20, 2)
X_test = np.r_[X + 2, X - 2]
# Generate some abnormal novel observations
X_outliers = rng.uniform(low=-4, high=4, size=(20, 2))
# fit the model
FIX: enfore backward compatibility of decision function in Iforest (#11553)
2018-07-23 19:05:48 +08:00
clf = IsolationForest(behaviour='new', max_samples=100,
random_state=rng, contamination='auto')
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
clf.fit(X_train)
y_pred_train = clf.predict(X_train)
y_pred_test = clf.predict(X_test)
y_pred_outliers = clf.predict(X_outliers)
# plot the line, the samples, and the nearest vectors to the plane
xx, yy = np.meshgrid(np.linspace(-5, 5, 50), np.linspace(-5, 5, 50))
Z = clf.decision_function(np.c_[xx.ravel(), yy.ravel()])
Z = Z.reshape(xx.shape)
plt.title("IsolationForest")
plt.contourf(xx, yy, Z, cmap=plt.cm.Blues_r)
ENH 13 more examples fixed with matplotlib 2.0 (#9029)
2017-06-28 20:56:27 +08:00
b1 = plt.scatter(X_train[:, 0], X_train[:, 1], c='white',
s=20, edgecolor='k')
b2 = plt.scatter(X_test[:, 0], X_test[:, 1], c='green',
s=20, edgecolor='k')
c = plt.scatter(X_outliers[:, 0], X_outliers[:, 1], c='red',
s=20, edgecolor='k')
iforest example + benchmark explanation make some private functions + fix public API IForest using BaseForest base class for trees debug + plot_iforest classic anomaly detection datasets and benchmark small modif BaseBagging inheritance shuffle dataset before benchmarking BaseBagging inheritance remove class label 4 from shuttle dataset pep8 + rm shuttle.csv bench_IsolationForest.png + doc decision_function add tests remove comments fetching kddcup99 and shuttle datasets fetching kddcup99 and shuttle datasets pep8 fetching kddcup99 and shuttle datasets pep8 new files iforest.py and test_iforest.py sc alternative to pandas (but very slow) in kddcup99.py faster parser sc pep8 + cleanup + simplification example outlier detection clean and correct idem random_state added percent10=True in benchmark mc remove shuttle + minor changes sc undo modif on forest.py and recompile cython on _tree.c fix travis cosmit change bagging to fix travis Revert "change bagging to fix travis" This reverts commit 30ea500eb818c7a2c6ea5c3d63e75c6935aa3a35. add max_samples_ in BaseBagging.fit to fix travis mc API : don't add fit param but use a private _fit + update tests + examples to avoid warning adapt to the new structure of _tree.pyx cosmit add performance test for iforest add _tree.c _utils.c _criterion.c TST : pass on tests remove test relax roc-auc to fix AppVeyor add test on toy samples Handle depth averaging at python level plot example: rm html add png load_kddcup99 -> fetch_kddcup99 + doc Take into account arjoly comments sh -> shuffle add decision_path code from #5487 to bench Take into account arjoly comments Revert "add decision_path code from #5487 to bench" This reverts commit 46ad44ab487f4fd2728d927cbe09000330e8663e. fix bug with max_samples != int
2015-01-26 23:05:27 +08:00
plt.axis('tight')
plt.xlim((-5, 5))
plt.ylim((-5, 5))
plt.legend([b1, b2, c],
["training observations",
"new regular observations", "new abnormal observations"],
loc="upper left")
plt.show()