Algorithm-Classifier-IsolationForest
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lib/Algorithm/Classifier/IsolationForest/Online.pm view on Meta::CPAN
use constant _EPS => 2.220446049250313e-16;
# The online learn/unlearn/score-row XS functions were added to the C
# backend after the batch-scoring ones, so a prebuilt object installed
# from an older release can back $HAS_C while lacking them (the parent
# trusts a flag-matched prebuilt object without inspecting its symbol
# set). Probe once at load: without them, use_c still accelerates the
# packed-snapshot batch scoring -- those functions have been in the
# object all along -- and learning quietly stays pure Perl instead of
# crashing on an undefined XS sub. Rebuilding/reinstalling (or
# IF_RUNTIME_BUILD=1) restores the full set.
use constant _HAS_ONLINE_XS => defined &Algorithm::Classifier::IsolationForest::online_learn_row_xs ? 1 : 0;
=head1 NAME
Algorithm::Classifier::IsolationForest::Online - Online (streaming) Isolation Forest anomaly detection
=head1 SYNOPSIS
use Algorithm::Classifier::IsolationForest::Online;
my $oif = Algorithm::Classifier::IsolationForest::Online->new(
n_trees => 100,
window_size => 2048,
max_leaf_samples => 32,
seed => 42,
);
# stream data through the model; each point is learned and old
# points beyond the window are forgotten automatically
$oif->learn(\@warmup_rows);
# prequential operation: score each point against the model as it
# stood BEFORE that point was learned, then learn it
my $scores = $oif->score_learn(\@new_rows);
# or score without learning
my $scores2 = $oif->score_samples(\@query_rows);
my $labels = $oif->predict(\@query_rows);
# persistence keeps the window, so a reloaded model keeps forgetting
# correctly as the stream continues
$oif->save('oiforest_model.json');
my $resumed = Algorithm::Classifier::IsolationForest::Online->load('oiforest_model.json');
=head1 DESCRIPTION
Implements Online Isolation Forest (Online-iForest; Leveni, Weigert
Cassales, Pfahringer, Bifet & Boracchi 2024 -- see REFERENCES), a
streaming variant of Isolation Forest for data that arrives continuously
and whose distribution may drift. There is no C<fit()>: the model
C<learn>s points as they arrive and, once more than C<window_size> points
have been seen, forgets the oldest point for every new one so the model
always reflects the most recent C<window_size> points of the stream.
Trees never store data points. Each node keeps only a running count of
the points that passed through it and the bounding box of their feature
values. A leaf splits once enough points have accumulated (see
C<max_leaf_samples> and C<growth>); because the actual points are gone,
the split simulates them by sampling uniformly inside the leaf's bounding
box. Forgetting reverses the process: counts are decremented along the
forgotten point's path and a subtree whose count falls below its split
requirement is collapsed back into a leaf.
Scoring follows the classic Isolation Forest intuition -- anomalies
isolate at shallow depth -- but normalises by the depth budget
C<log(n/max_leaf_samples) / log(4)> of the current window rather than the
batch model's C<c(psi)>. Scores are in (0, 1] with high values
anomalous, directly comparable in spirit (though not numerically) to the
parent class's scores.
Both learning and scoring are accelerated through the parent class's
Inline::C backend when it is available; C<use_c> covers them together.
Learning (and the per-row walks inside C<score_learn>) runs in C
directly against the live trees, drawing randomness through the same
generator in the same order as the pure-Perl path -- so, like the
parent's C<fit()>, a C<learn()> with a given seed produces bit-identical
trees whether C<use_c> is on or off (on C<nvsize == 8> perls; wide-NV
perls keep extra low bits in the pure-Perl path). The knob changes
speed, never results.
Batch scoring lazily flattens the mutable trees into the same packed
node layout the batch scorer walks -- online trees are axis-only, and
the online per-leaf depth adjustment rides in the slot the batch packer
uses for its own leaf adjustment -- so C<score_samples>, C<predict>,
C<path_lengths>, C<score_predict_samples>, and C<score_predict_split>
all run through the same C (and OpenMP, when linked) tree walk the
parent uses, with identical results to the pure-Perl fallback. Any
C<learn> invalidates the packed snapshot; the next batch-scoring call
repacks once. C<score_learn> never touches the snapshot: it mutates
the trees after every single point, so its rows are scored by walking
the live trees in C instead.
A model needs to have seen at least C<max_leaf_samples> points before
tree structure exists at all; until then every point scores 1.0. Give
the model a warm-up C<learn()> pass before trusting scores or labels.
Models saved by this class carry their own C<format> tag.
C<< Algorithm::Classifier::IsolationForest->load >> recognises it and
dispatches here, so callers can load either model type through the
parent class.
=head1 GENERAL METHODS
=head2 new(%args)
Inits the object.
- n_trees :: number of isolation trees in the ensemble
default :: 100
- window_size :: how many of the most recent points the model reflects.
Once the stream exceeds this, learning a point forgets the
oldest retained point. 0 or undef disables forgetting: the
model then learns from the whole stream and retains no window
(so nothing is ever unlearned and threshold relearning needs
caller-supplied data).
default :: 2048
- max_leaf_samples :: how many points a leaf must accumulate before it
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