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Online Isolation Forest

ICML 2024 · Label-efficient and robust learning › OOD and anomaly detection · approach: Anomaly detection with contaminated data · 0 citations (OpenAlex)

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Proposes Online-iForest, a streaming anomaly detector that maintains an ensemble of data-dependent multi-resolution histograms (online-iTrees) updated by learning new points and forgetting old ones via a sliding window.

Problem

Anomaly detection on endless data streams under single-pass and memory constraints, where offline methods go stale and existing online methods rely on periodic retraining.

Approach

Each tree is a d-dimensional histogram whose bins split when they reach a height threshold (eta*2^depth) and merge when they fall below it, with a sliding window supplying both learning and forgetting updates per sample; anomaly scores use IFOR-style average leaf depth normalized by a window-dependent constant.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Online-iForest instead of competing methodsOnline anomaly detection on stationary datasets · 11 stationary datasetsexecution time (seconds): 29.95 vs 142.57 medianHelped
Use Online-iForest instead of the strongest AUC-performing alternativesOnline anomaly detection · 11 stationary datasetsROC AUC: 0.866 vs 0.863 medianMixed
Use Online-iForest under distribution changesOnline anomaly detection · INSECTSROC AUCMixed

Surprising findings

Limitations

Experimental setup

Datasets: Donors Http ForestCover fraud Mulcross Smtp Shuttle Mammography nyc_taxi_shingle Annthyroid Satellite INSECTS

Benchmarks: Donors Http ForestCover fraud Mulcross Smtp Shuttle Mammography nyc_taxi_shingle Annthyroid Satellite INSECTS

Metrics: ROC AUC execution time

Baselines: iForestASD Half Space Trees Robust Random Cut Forest LODA

Builds on: Isolation Forest Half Space Trees LODA Robust Random Cut Forest

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