EEiF: efficient isolated forest with e branches for anomaly detection

Anomaly detection is a popular research topic in Artificial Intelligence and has been widely applied in network security, financial fraud detection, and industrial equipment failure detection. Isolation forest based methods are the base algorithms to detect anomalies in these scenarios for their simplicity and efficiency, which has been further exploited with multi-folk trees and learning mechanisms to realize the optimal isolation forest for high detection accuracy. However, the optimal isolation forest is time-consuming with the learning mechanisms, resulting in the task failing of time-constrained applications. Moreover, the original optimal isolation forest fails to construct the optimal tree structure restricted by the time complexity. To address the above challenges, we propose an efficient anomaly detection method called EEIF, which realizes the real e-folk structure of the optimal isolation forest in our practical algorithm design. Specifically, we design a distribution that perfectly matches the e-branch theory to construct the optimal isolation forest. Then, we design an FR clustering scheme to achieve fast training of the isolation forest with learning to hash and provide related proofs of accuracy and efficiency. Besides, a parallel algorithm is integrated into our method to reduce prediction time. Finally, extensive experiments are conducted on a large amount of real-world datasets and the results demonstrate that our method significantly improves efficiency while ensuring effectiveness, compared with the state-of-the-art methods.