Skip to content

An implementation of the Random Cut Forest data structure for sketching streaming data, with support for anomaly detection, density estimation, imputation, and more.

License

Notifications You must be signed in to change notification settings

aws/random-cut-forest-by-aws

Folders and files

NameName
Last commit message
Last commit date

Latest commit

016d6a1 · Jun 29, 2022
Jun 16, 2021
Jun 29, 2022
May 27, 2022
Oct 6, 2020
Aug 11, 2020
Nov 15, 2019
Nov 15, 2019
Nov 25, 2019
Nov 25, 2019
May 28, 2020
Nov 26, 2019

Repository files navigation

Random Cut Forest by AWS

This repository contains implementations of the Random Cut Forest (RCF) probabilistic data structure. RCFs were originally developed at Amazon to use in a nonparametric anomaly detection algorithm for streaming data. Later new algorithms based on RCFs were developed for density estimation, imputation, and forecasting.

The different directories correspond to equivalent implementations in different languages, and bindings to to those base implementations, using language specific features for greater flexibility of use.

Documentation

  • Guha, S., Mishra, N., Roy, G., & Schrijvers, O. (2016, June). Robust random cut forest based anomaly detection on streams. In International conference on machine learning (pp. 2712-2721).

Code of Conduct

This project has adopted an Open Source Code of Conduct.

Security issue notifications

If you discover a potential security issue in this project we ask that you notify AWS/Amazon Security via our vulnerability reporting page. Please do not create a public GitHub issue.

Licensing

See the LICENSE file for our project's licensing. We will ask you to confirm the licensing of your contribution.

Copyright

Copyright 2019-2020 Amazon.com, Inc. or its affiliates. All Rights Reserved.

About

An implementation of the Random Cut Forest data structure for sketching streaming data, with support for anomaly detection, density estimation, imputation, and more.

Topics

Resources

License

Code of conduct

Security policy

Stars

Watchers

Forks

Packages

No packages published