Robust Isolation Forest using Soft Sparse Random Projection and Valley Emphasis Method

Abstract: Isolation Forest (iForest) is an unsupervised anomaly detection algorithm designed to effectively detect anomalies under the assumption that anomalies are ``few and different." Various studies have aimed to enhance iForest, but the resulting algorithms often exhibited significant performance disparities across datasets. Additionally, the challenge of isolating rare and widely distributed anomalies persisted in research focused on improving splits. To address these challenges, we introduce Robust iForest (RiForest). RiForest leverages both existing features and random hyperplanes obtained through soft sparse random projection to identify superior split features for anomaly detection, independent of datasets. It utilizes the underutilized valley emphasis method for optimal split point determination and incorporates sparsity randomization in soft sparse random projection for enhanced anomaly detection robustness. Across 24 benchmark datasets, experiments demonstrate RiForest's consistent outperformance of existing algorithms in anomaly detection, emphasizing stability and robustness to noise variables.