isopro: Identify Anomalous Data

In kogalur/varPro: Model-Independent Variable Selection via the Rule-Based Variable Priority (VarPro)

Identify Anomalous Data

Description

Use isolation forests to identify rare/anomalous data.

Usage

isopro(object,
       method = c("unsupv", "rnd", "auto"),
       sampsize = function(x){min(2^6, .632 * x)},
       ntree = 500, nodesize = 1,
       formula = NULL, data = NULL, ...)

Arguments

object	varpro object returned from a previous call.
method	Isolation forest method. Options are "unsupv" (unsupervised analysis, default), "rnd" (pure random splitting), and "auto" (auto-encoder, a type of multivariate forest).
sampsize	Function or numeric value specifying the sample size used for constructing each tree. Sampling is without replacement.
ntree	Number of trees to grow.
nodesize	Minimum terminal node size.
formula	Formula used for supervised isolation forest. Ignored if object is provided.
data	Data frame used to fit the isolation forest. Ignored if object is provided.
...	Additional arguments passed to rfsrc.

Details

Isolation Forest (Liu et al., 2008) is a random forest-based method for detecting anomalous observations. In its original form, trees are constructed using pure random splits, with each tree built from a small subsample of the data, typically much smaller than the standard 0.632 fraction used in random forests. The idea is that anomalous or rare observations are more likely to be isolated early, requiring fewer splits to reach terminal nodes. Thus, observations with relatively small depth values (i.e., shallow nodes) are considered anomalies.

There are several ways to apply the method:

• The default approach is to supply a formula and data to build a supervised isolation forest. If only data is provided (i.e., no response), an unsupervised analysis is performed. In this case, the method option is used to specify the type of isolation forest (e.g., "unsupv", "rnd", or "auto").

• If both a formula and data are provided, a supervised model is fit. In this case, method is ignored. While less conventional, this approach may be useful in certain applications.

• Alternatively, a varpro object may be supplied, but other configurations are also supported. In this setting, isolation forest is applied to the reduced feature matrix extracted from theobject. This is similar to using the data option alone but with the advantage of prior dimension reduction.

Users are encouraged to experiment with the choice of method, as the original isolation forest ("rnd") performs well in many scenarios but can be improved upon in others. For example, in some cases, "unsupv" or "auto" may yield better detection performance.

In terms of computational cost, "rnd" is the fastest, followed by "unsupv". The slowest is "auto", which is best suited for low-dimensional settings.

Author(s)

Min Lu and Hemant Ishwaran

References

Liu, Fei Tony, Kai Ming Ting, and Zhi-Hua Zhou. (2008). Isolation forest. 2008 Eighth IEEE International Conference on Data Mining. IEEE.

Ishwaran H. (2025). Multivariate Statistics: Classical Foundations and Modern Machine Learning, CRC (Chapman and Hall), in press.

See Also

predict.isopro uvarpro varpro

Examples

## ------------------------------------------------------------
##
## satellite data: convert some of the classes to "outliers"
## unsupervised isopro analysis
##
## ------------------------------------------------------------

## load data, make three of the classes into outliers
data(Satellite, package = "mlbench")
is.outlier <- is.element(Satellite$classes,
          c("damp grey soil", "cotton crop", "vegetation stubble"))

## remove class labels, make unsupervised data
x <- Satellite[, names(Satellite)[names(Satellite) != "classes"]]

## isopro calls
i.rnd <- isopro(data=x, method = "rnd", sampsize=32)
i.uns <- isopro(data=x, method = "unsupv", sampsize=32)
i.aut <- isopro(data=x, method = "auto", sampsize=32)

## AUC and precision recall (computed using true class label information)
perf <- cbind(get.iso.performance(is.outlier,i.rnd$howbad),
              get.iso.performance(is.outlier,i.uns$howbad),
              get.iso.performance(is.outlier,i.aut$howbad))
colnames(perf) <- c("rnd", "unsupv", "auto")
print(perf)


## ------------------------------------------------------------
##
## boston housing analysis
## isopro analysis using a previous VarPro (supervised) object 
##
## ------------------------------------------------------------

data(BostonHousing, package = "mlbench")

## call varpro first and then isopro
o <- varpro(medv~., BostonHousing)
o.iso <- isopro(o)

## identify data with extreme percentiles
print(BostonHousing[o.iso$howbad <= quantile(o.iso$howbad, .01),])

## ------------------------------------------------------------
##
## boston housing analysis
## supervised isopro analysis - direct call using formula/data
##
## ------------------------------------------------------------

data(BostonHousing, package = "mlbench")

## direct approach uses formula and data options
o.iso <- isopro(formula=medv~., data=BostonHousing)

## identify data with extreme percentiles
print(BostonHousing[o.iso$howbad <= quantile(o.iso$howbad, .01),])


## ------------------------------------------------------------
##
## monte carlo experiment to study different methods
## unsupervised isopro analysis
##
## ------------------------------------------------------------

## monte carlo parameters
nrep <- 25
n <- 1000

## simulation function
twodimsim <- function(n=1000) {
  cluster1 <- data.frame(
    x = rnorm(n, -1, .4),
    y = rnorm(n, -1, .2)
  )
  cluster2 <- data.frame(
    x = rnorm(n, +1, .2),
    y = rnorm(n, +1, .4)
  )
  outlier <- data.frame(
    x = -1,
    y =  1
  )
  x <- data.frame(rbind(cluster1, cluster2, outlier))
  is.outlier <- c(rep(FALSE, 2 * n), TRUE)
  list(x=x, is.outlier=is.outlier)
}

## monte carlo loop
hbad <- do.call(rbind, lapply(1:nrep, function(b) {
  cat("iteration:", b, "\n")
  ## draw the data
  simO <- twodimsim(n)
  x <- simO$x
  is.outlier <- simO$is.outlier
  ## iso pro calls
  i.rnd <- isopro(data=x, method = "rnd")
  i.uns <- isopro(data=x, method = "unsupv")
  i.aut <- isopro(data=x, method = "auto")
  ## save results
  c(tail(i.rnd$howbad,1),
    tail(i.uns$howbad,1),
    tail(i.aut$howbad,1))
}))


## compare performance
colnames(hbad) <- c("rnd", "unsupv", "auto")
print(summary(hbad))
boxplot(hbad,col="blue",ylab="outlier percentile value")

kogalur/varPro documentation built on June 2, 2025, 6:24 a.m.