""" ======================= IsolationForest example ======================= An example using :class:`~sklearn.ensemble.IsolationForest` for anomaly detection. The :ref:`isolation_forest` is an ensemble of "Isolation Trees" that "isolate" observations by recursive random partitioning, which can be represented by a tree structure. The number of splittings required to isolate a sample is lower for outliers and higher for inliers. In the present example we demo two ways to visualize the decision boundary of an Isolation Forest trained on a toy dataset. """ # Authors: The scikit-learn developers # SPDX-License-Identifier: BSD-3-Clause # %% # Data generation # --------------- # # We generate two clusters (each one containing `n_samples`) by randomly # sampling the standard normal distribution as returned by # :func:`numpy.random.randn`. One of them is spherical and the other one is # slightly deformed. # # For consistency with the :class:`~sklearn.ensemble.IsolationForest` notation, # the inliers (i.e. the gaussian clusters) are assigned a ground truth label `1` # whereas the outliers (created with :func:`numpy.random.uniform`) are assigned # the label `-1`. import numpy as np from sklearn.model_selection import train_test_split n_samples, n_outliers = 120, 40 rng = np.random.RandomState(0) covariance = np.array([[0.5, -0.1], [0.7, 0.4]]) cluster_1 = 0.4 * rng.randn(n_samples, 2) @ covariance + np.array([2, 2]) # general cluster_2 = 0.3 * rng.randn(n_samples, 2) + np.array([-2, -2]) # spherical outliers = rng.uniform(low=-4, high=4, size=(n_outliers, 2)) X = np.concatenate([cluster_1, cluster_2, outliers]) y = np.concatenate( [np.ones((2 * n_samples), dtype=int), -np.ones((n_outliers), dtype=int)] ) X_train, X_test, y_train, y_test = train_test_split(X, y, stratify=y, random_state=42) # %% # We can visualize the resulting clusters: import matplotlib.pyplot as plt scatter = plt.scatter(X[:, 0], X[:, 1], c=y, s=20, edgecolor="k") handles, labels = scatter.legend_elements() plt.axis("square") plt.legend(handles=handles, labels=["outliers", "inliers"], title="true class") plt.title("Gaussian inliers with \nuniformly distributed outliers") plt.show() # %% # Training of the model # --------------------- from sklearn.ensemble import IsolationForest clf = IsolationForest(max_samples=100, random_state=0) clf.fit(X_train) # %% # Plot discrete decision boundary # ------------------------------- # # We use the class :class:`~sklearn.inspection.DecisionBoundaryDisplay` to # visualize a discrete decision boundary. The background color represents # whether a sample in that given area is predicted to be an outlier # or not. The scatter plot displays the true labels. import matplotlib.pyplot as plt from sklearn.inspection import DecisionBoundaryDisplay disp = DecisionBoundaryDisplay.from_estimator( clf, X, response_method="predict", alpha=0.5, ) disp.ax_.scatter(X[:, 0], X[:, 1], c=y, s=20, edgecolor="k") disp.ax_.set_title("Binary decision boundary \nof IsolationForest") plt.axis("square") plt.legend(handles=handles, labels=["outliers", "inliers"], title="true class") plt.show() # %% # Plot path length decision boundary # ---------------------------------- # # By setting the `response_method="decision_function"`, the background of the # :class:`~sklearn.inspection.DecisionBoundaryDisplay` represents the measure of # normality of an observation. Such score is given by the path length averaged # over a forest of random trees, which itself is given by the depth of the leaf # (or equivalently the number of splits) required to isolate a given sample. # # When a forest of random trees collectively produce short path lengths for # isolating some particular samples, they are highly likely to be anomalies and # the measure of normality is close to `0`. Similarly, large paths correspond to # values close to `1` and are more likely to be inliers. disp = DecisionBoundaryDisplay.from_estimator( clf, X, response_method="decision_function", alpha=0.5, ) disp.ax_.scatter(X[:, 0], X[:, 1], c=y, s=20, edgecolor="k") disp.ax_.set_title("Path length decision boundary \nof IsolationForest") plt.axis("square") plt.legend(handles=handles, labels=["outliers", "inliers"], title="true class") plt.colorbar(disp.ax_.collections[1]) plt.show()