isotree 0.1.0

data/vendor/isotree/src/isoforest.cpp

@@ -0,0 +1,771 @@
+/*    Isolation forests and variations thereof, with adjustments for incorporation
+*     of categorical variables and missing values.
+*     Writen for C++11 standard and aimed at being used in R and Python.
+*     
+*     This library is based on the following works:
+*     [1] Liu, Fei Tony, Kai Ming Ting, and Zhi-Hua Zhou.
+*         "Isolation forest."
+*         2008 Eighth IEEE International Conference on Data Mining. IEEE, 2008.
+*     [2] Liu, Fei Tony, Kai Ming Ting, and Zhi-Hua Zhou.
+*         "Isolation-based anomaly detection."
+*         ACM Transactions on Knowledge Discovery from Data (TKDD) 6.1 (2012): 3.
+*     [3] Hariri, Sahand, Matias Carrasco Kind, and Robert J. Brunner.
+*         "Extended Isolation Forest."
+*         arXiv preprint arXiv:1811.02141 (2018).
+*     [4] Liu, Fei Tony, Kai Ming Ting, and Zhi-Hua Zhou.
+*         "On detecting clustered anomalies using SCiForest."
+*         Joint European Conference on Machine Learning and Knowledge Discovery in Databases. Springer, Berlin, Heidelberg, 2010.
+*     [5] https://sourceforge.net/projects/iforest/
+*     [6] https://math.stackexchange.com/questions/3388518/expected-number-of-paths-required-to-separate-elements-in-a-binary-tree
+*     [7] Quinlan, J. Ross. C4. 5: programs for machine learning. Elsevier, 2014.
+*     [8] Cortes, David. "Distance approximation using Isolation Forests." arXiv preprint arXiv:1910.12362 (2019).
+*     [9] Cortes, David. "Imputing missing values with unsupervised random trees." arXiv preprint arXiv:1911.06646 (2019).
+* 
+*     BSD 2-Clause License
+*     Copyright (c) 2019, David Cortes
+*     All rights reserved.
+*     Redistribution and use in source and binary forms, with or without
+*     modification, are permitted provided that the following conditions are met:
+*     * Redistributions of source code must retain the above copyright notice, this
+*       list of conditions and the following disclaimer.
+*     * Redistributions in binary form must reproduce the above copyright notice,
+*       this list of conditions and the following disclaimer in the documentation
+*       and/or other materials provided with the distribution.
+*     THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+*     AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+*     IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+*     DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+*     FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+*     DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+*     SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+*     CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+*     OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+*     OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*/
+#include "isotree.hpp"
+
+void split_itree_recursive(std::vector<IsoTree>     &trees,
+                           WorkerMemory             &workspace,
+                           InputData                &input_data,
+                           ModelParams              &model_params,
+                           std::vector<ImputeNode> *impute_nodes,
+                           size_t                   curr_depth)
+{
+    long double sum_weight = -HUGE_VAL;
+
+    /* calculate imputation statistics if desired */
+    if (impute_nodes != NULL)
+    {
+        if (input_data.Xc != NULL)
+            std::sort(workspace.ix_arr.begin() + workspace.st,
+                      workspace.ix_arr.begin() + workspace.end + 1);
+        build_impute_node(impute_nodes->back(), workspace,
+                          input_data, model_params,
+                          *impute_nodes, curr_depth,
+                          model_params.min_imp_obs);
+    }
+
+    /* check for potential isolated leafs */
+    if (workspace.end == workspace.st || curr_depth >= model_params.max_depth)
+        goto terminal_statistics;
+
+    /* with 2 observations and no weights, there's only 1 potential or assumed split */
+    if ((workspace.end - workspace.st) == 1 && !workspace.weights_arr.size() && !workspace.weights_map.size())
+        goto terminal_statistics;
+
+    /* when using weights, the split should stop when the sum of weights is <= 2 */
+    sum_weight = calculate_sum_weights(workspace.ix_arr, workspace.st, workspace.end, curr_depth,
+                                       workspace.weights_arr, workspace.weights_map);
+
+    if (curr_depth > 0 && (workspace.weights_arr.size() || workspace.weights_map.size()) && sum_weight < 2.5)
+        goto terminal_statistics;
+
+    /* for sparse matrices, need to sort the indices */
+    if (input_data.Xc != NULL && impute_nodes == NULL)
+        std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
+
+    /* pick column to split according to criteria */
+    workspace.prob_split_type = workspace.rbin(workspace.rnd_generator);
+
+    /* case1: guided, pick column and point with best gain */
+    if (
+            workspace.prob_split_type
+                < (
+                    model_params.prob_pick_by_gain_avg +
+                    model_params.prob_pick_by_gain_pl
+                  )
+        )
+    {
+        workspace.determine_split = false;
+
+        /* case 1.1: column is decided by averaged gain */
+        if (workspace.prob_split_type < model_params.prob_pick_by_gain_avg)
+            workspace.criterion = Averaged;
+
+        /* case 1.2: column is decided by pooled gain */
+        else
+            workspace.criterion = Pooled;
+
+        /* evaluate gain for all columns */
+        trees.back().score = -HUGE_VAL; /* this is used to track the best gain */
+        if (input_data.Xc == NULL)
+        {
+            for (size_t col = 0; col < input_data.ncols_numeric; col++)
+            {
+                workspace.this_gain = eval_guided_crit(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                       input_data.numeric_data + col * input_data.nrows,
+                                                       workspace.split_ix, workspace.this_split_point,
+                                                       workspace.xmin, workspace.xmax,
+                                                       workspace.criterion, model_params.min_gain,
+                                                       model_params.missing_action);
+                if (workspace.this_gain <= -HUGE_VAL)
+                {
+                    workspace.cols_possible[col] = false;
+                }
+
+                else if (workspace.this_gain > trees.back().score)
+                {
+                    trees.back().score     = workspace.this_gain;
+                    trees.back().col_num   = col;
+                    trees.back().num_split = workspace.this_split_point;
+                    if (model_params.penalize_range)
+                    {
+                        trees.back().range_low  = workspace.xmin - workspace.xmax + trees.back().num_split;
+                        trees.back().range_high = workspace.xmax - workspace.xmin + trees.back().num_split;
+                    }
+                }
+            }
+
+        }
+
+        else
+        {
+            for (size_t col = 0; col < input_data.ncols_numeric; col++)
+            {
+                workspace.this_gain = eval_guided_crit(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                       col, input_data.Xc, input_data.Xc_ind, input_data.Xc_indptr,
+                                                       workspace.buffer_dbl.data(), workspace.buffer_szt.data(),
+                                                       workspace.this_split_point, workspace.xmin, workspace.xmax,
+                                                       workspace.criterion, model_params.min_gain, model_params.missing_action);
+                if (workspace.this_gain <= -HUGE_VAL)
+                {
+                    workspace.cols_possible[col] = false;
+                }
+
+                else if (workspace.this_gain > trees.back().score)
+                {
+                    trees.back().score     = workspace.this_gain;
+                    trees.back().col_num   = col;
+                    trees.back().num_split = workspace.this_split_point;
+                    if (model_params.penalize_range)
+                    {
+                        trees.back().range_low  = workspace.xmin - workspace.xmax + trees.back().num_split;
+                        trees.back().range_high = workspace.xmax - workspace.xmin + trees.back().num_split;
+                    }
+                }
+            }
+        }
+
+        for (size_t col = 0; col < input_data.ncols_categ; col++)
+        {
+            workspace.this_gain = eval_guided_crit(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                   input_data.categ_data + col * input_data.nrows, input_data.ncat[col],
+                                                   workspace.buffer_szt.data(), workspace.buffer_szt.data() + input_data.max_categ,
+                                                   workspace.buffer_dbl.data(), workspace.this_categ, workspace.this_split_categ.data(),
+                                                   workspace.buffer_chr.data(), workspace.criterion, model_params.min_gain,
+                                                   model_params.all_perm, model_params.missing_action, model_params.cat_split_type);
+            if (workspace.this_gain <= -HUGE_VAL)
+            {
+                workspace.cols_possible[col + input_data.ncols_numeric] = false;
+            }
+
+            else if (workspace.this_gain > trees.back().score)
+            {
+                trees.back().score    = workspace.this_gain;
+                trees.back().col_num  = col + input_data.ncols_numeric;
+                switch(model_params.cat_split_type)
+                {
+                    case SingleCateg:
+                    {
+                        trees.back().chosen_cat = workspace.this_categ;
+                        break;
+                    }
+
+                    case SubSet:
+                    {
+                        trees.back().cat_split.assign(workspace.this_split_categ.begin(),
+                                                      workspace.this_split_categ.begin() + input_data.ncat[col]);
+                        break;
+                    }
+                }
+            }
+        }
+
+
+        if (trees.back().score <= 0.)
+            goto terminal_statistics;
+        else
+            trees.back().score = 0.;
+
+        if (trees.back().col_num < input_data.ncols_numeric)
+        {
+            trees.back().col_type = Numeric;
+        }
+
+        else
+        {
+            trees.back().col_type  = Categorical;
+            trees.back().col_num  -= input_data.ncols_numeric;
+        }
+    }
+
+    /* case2: column is chosen at random */
+    else
+    {
+        workspace.determine_split = true;
+
+        /* case 2.1: split point is chosen according to gain (averaged) */
+        if (
+            workspace.prob_split_type
+                < (
+                    model_params.prob_pick_by_gain_avg +
+                    model_params.prob_pick_by_gain_pl  +
+                    model_params.prob_split_by_gain_avg
+                  )
+            )
+            workspace.criterion = Averaged;
+
+        /* case 2.2: split point is chosen according to gain (pooled) */
+        else if (
+                    workspace.prob_split_type
+                        < (
+                            model_params.prob_pick_by_gain_avg +
+                            model_params.prob_pick_by_gain_pl  +
+                            model_params.prob_split_by_gain_avg  +
+                            model_params.prob_split_by_gain_pl
+                          )
+            )
+            workspace.criterion = Pooled;
+
+        /* case 2.3: split point is chosen randomly (like in the original paper) */
+        else
+            workspace.criterion = NoCrit;
+
+
+        /* pick column at random */
+        decide_column(input_data.ncols_numeric, input_data.ncols_categ,
+                      trees.back().col_num, trees.back().col_type,
+                      workspace.rnd_generator, workspace.runif,
+                      workspace.col_sampler);
+
+        /* get the range of possible splits */
+        get_split_range(workspace, input_data, model_params, trees.back());
+
+        /* if it's not possible to split, will have to try more */
+        if (workspace.unsplittable)
+        {
+            /* keep track of which columns are tried */
+            add_unsplittable_col(workspace, trees.back(), input_data);
+
+            /* try more random columns for {(1/2) * ncols} times */
+            workspace.ncols_tried = 1;
+            do
+            {
+                decide_column(input_data.ncols_numeric, input_data.ncols_categ,
+                              trees.back().col_num, trees.back().col_type,
+                              workspace.rnd_generator, workspace.runif,
+                              workspace.col_sampler);
+                if (!check_is_not_unsplittable_col(workspace, trees.back(), input_data))
+                {
+                    get_split_range(workspace, input_data, model_params, trees.back());
+                    if (!workspace.unsplittable)
+                        break;
+                    else
+                        add_unsplittable_col(workspace, trees.back(), input_data);
+                }
+                workspace.ncols_tried++;
+            }
+            while (workspace.ncols_tried < input_data.ncols_tot / 2);
+
+            /* if that didn't work, then check all the columns that are still splittable */
+            if (workspace.unsplittable)
+            {
+                workspace.ncols_tried = 0; /* note: this is used here as a counter for the number of still splittable columns */
+                if (input_data.Xc == NULL)
+                {
+                    for (size_t col = 0; col < input_data.ncols_numeric; col++)
+                    {
+                        if (!workspace.cols_possible[col]) continue;
+                        get_range(workspace.ix_arr.data(), input_data.numeric_data + input_data.nrows * col,
+                                  workspace.st, workspace.end, model_params.missing_action,
+                                  workspace.xmin, workspace.xmax, workspace.unsplittable);
+                        workspace.cols_possible[col] = !workspace.unsplittable;
+                        workspace.ncols_tried += !workspace.unsplittable;
+                    }
+                }
+
+                else
+                {
+                    for (size_t col = 0; col < input_data.ncols_numeric; col++)
+                    {
+                        if (!workspace.cols_possible[col]) continue;
+                        get_range(workspace.ix_arr.data(), workspace.st, workspace.end, col,
+                                  input_data.Xc, input_data.Xc_ind, input_data.Xc_indptr,
+                                  model_params.missing_action, workspace.xmin, workspace.xmax, workspace.unsplittable);
+                        workspace.cols_possible[col] = !workspace.unsplittable;
+                        workspace.ncols_tried += !workspace.unsplittable;
+                    }
+                }
+
+                for (size_t col = 0; col < input_data.ncols_categ; col++)
+                {
+                    if (!workspace.cols_possible[col + input_data.ncols_numeric]) continue;
+                    get_categs(workspace.ix_arr.data(), input_data.categ_data + input_data.nrows * col,
+                               workspace.st, workspace.end, input_data.ncat[col],
+                               model_params.missing_action, workspace.categs.data(), workspace.npresent, workspace.unsplittable);
+                    workspace.cols_possible[col + input_data.ncols_numeric] = !workspace.unsplittable;
+                    workspace.ncols_tried += !workspace.unsplittable;
+                }
+            
+
+                /* if no further splits are possible, end the procedure here */
+                workspace.npresent = workspace.ncols_tried;
+                if (!workspace.npresent) goto terminal_statistics;
+
+                /* otherwise, pick a column at random from the possible ones */
+                if (!workspace.col_sampler.max())
+                {
+                    /* no weights by columns */
+                    trees.back().col_num = std::uniform_int_distribution<size_t>
+                                                    (0, workspace.npresent - 1)
+                                                    (workspace.rnd_generator);
+                    workspace.ncols_tried = 0;
+                    for (size_t col = 0; col < input_data.ncols_tot; col++)
+                    {
+
+                        if (workspace.cols_possible[col])
+                        {
+                            if (workspace.ncols_tried == trees.back().col_num)
+                            {
+                                if (col < input_data.ncols_numeric)
+                                {
+                                    trees.back().col_num  = col;
+                                    trees.back().col_type = Numeric;
+                                } 
+
+                                else
+                                {
+                                    trees.back().col_num  = col - input_data.ncols_numeric;
+                                    trees.back().col_type = Categorical;
+                                }
+                                break;
+                            }
+                            workspace.ncols_tried++;
+                        }
+
+                    }
+                }
+
+                else
+                {
+                    /* weights by columns */
+                    std::vector<double> col_weights = workspace.col_sampler.probabilities();
+                    update_col_sampler(workspace, input_data);
+
+                    decide_column(input_data.ncols_numeric, input_data.ncols_categ,
+                                  trees.back().col_num, trees.back().col_type,
+                                  workspace.rnd_generator, workspace.runif,
+                                  workspace.col_sampler);
+                }
+
+            }
+
+            /* finally, check the range if needed, and later decide on the split point */
+            if (workspace.criterion == NoCrit)
+                get_split_range(workspace, input_data, model_params, trees.back());
+
+        }
+
+    }
+
+
+    /* for numeric, choose a random point, or pick the best point as determined earlier */
+    if (trees.back().col_type == Numeric)
+    {
+        if (workspace.determine_split)
+        {
+            switch(workspace.criterion)
+            {
+                case NoCrit:
+                {
+                    trees.back().num_split = std::uniform_real_distribution<double>
+                                                (workspace.xmin, workspace.xmax)
+                                                (workspace.rnd_generator);
+                    break;
+                }
+
+                default:
+                {
+                    if (input_data.Xc == NULL)
+                    {
+                        eval_guided_crit(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                         input_data.numeric_data + trees.back().col_num * input_data.nrows,
+                                         workspace.split_ix, trees.back().num_split,
+                                         workspace.xmin, workspace.xmax,
+                                         workspace.criterion, model_params.min_gain,
+                                         model_params.missing_action);
+                        if (model_params.missing_action == Fail) /* data is already split */
+                        {
+                            workspace.split_ix++;
+                            goto follow_branches;
+                        }
+                    }
+
+                    else
+                    {
+                        eval_guided_crit(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                         trees.back().col_num, input_data.Xc, input_data.Xc_ind, input_data.Xc_indptr,
+                                         workspace.buffer_dbl.data(), workspace.buffer_szt.data(),
+                                         trees.back().num_split, workspace.xmin, workspace.xmax,
+                                         workspace.criterion, model_params.min_gain,
+                                         model_params.missing_action);
+                    }
+                    break;
+                }
+            }
+
+            if (model_params.penalize_range)
+            {
+                trees.back().range_low  = workspace.xmin - workspace.xmax + trees.back().num_split;
+                trees.back().range_high = workspace.xmax - workspace.xmin + trees.back().num_split;
+            }
+        }
+        
+        if (input_data.Xc == NULL)
+            divide_subset_split(workspace.ix_arr.data(), input_data.numeric_data + input_data.nrows * trees.back().col_num,
+                                workspace.st, workspace.end, trees.back().num_split, model_params.missing_action,
+                                workspace.st_NA, workspace.end_NA, workspace.split_ix);
+        else
+            divide_subset_split(workspace.ix_arr.data(), workspace.st, workspace.end, trees.back().col_num,
+                                input_data.Xc, input_data.Xc_ind, input_data.Xc_indptr, trees.back().num_split,
+                                model_params.missing_action, workspace.st_NA, workspace.end_NA, workspace.split_ix);
+    } 
+
+    /* for categorical, there are different ways of splitting */
+    else
+    {
+        /* if the columns is binary, there's only one possible split */
+        if (input_data.ncat[trees.back().col_num] <= 2)
+        {
+            trees.back().chosen_cat = 0;
+            divide_subset_split(workspace.ix_arr.data(), input_data.categ_data + input_data.nrows * trees.back().col_num,
+                                workspace.st, workspace.end, (int)0, model_params.missing_action,
+                                workspace.st_NA, workspace.end_NA, workspace.split_ix);
+            trees.back().cat_split.clear();
+            trees.back().cat_split.shrink_to_fit();
+        }
+
+        /* otherwise, split according to desired type (single/subset) */
+        /* TODO: refactor this */
+        else 
+        {
+
+            switch(model_params.cat_split_type)
+            {
+
+                case SingleCateg:
+                {
+
+                    if (workspace.determine_split)
+                    {
+                        switch(workspace.criterion)
+                        {
+                            case NoCrit:
+                            {
+                                trees.back().chosen_cat = choose_cat_from_present(workspace, input_data, trees.back().col_num);
+                                break;
+                            }
+
+                            default:
+                            {
+                                eval_guided_crit(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                 input_data.categ_data + trees.back().col_num * input_data.nrows, input_data.ncat[trees.back().col_num],
+                                                 workspace.buffer_szt.data(), workspace.buffer_szt.data() + input_data.max_categ,
+                                                 workspace.buffer_dbl.data(), trees.back().chosen_cat, workspace.this_split_categ.data(),
+                                                 workspace.buffer_chr.data(), workspace.criterion, model_params.min_gain,
+                                                 model_params.all_perm, model_params.missing_action, model_params.cat_split_type);
+                                break;
+                            }
+                        }
+                    }
+
+
+                    divide_subset_split(workspace.ix_arr.data(), input_data.categ_data + input_data.nrows * trees.back().col_num,
+                                        workspace.st, workspace.end, trees.back().chosen_cat, model_params.missing_action,
+                                        workspace.st_NA, workspace.end_NA, workspace.split_ix);
+                    break;
+                }
+
+
+                case SubSet:
+                {
+
+                    if (workspace.determine_split)
+                    {
+                        switch(workspace.criterion)
+                        {
+                            case NoCrit:
+                            {
+                                workspace.unsplittable = true;
+                                while(workspace.unsplittable)
+                                {
+                                    workspace.npresent = 0;
+                                    workspace.ncols_tried = 0;
+                                    for (int cat = 0; cat < input_data.ncat[trees.back().col_num]; cat++)
+                                    {
+                                        if (workspace.categs[cat] >= 0)
+                                        {
+                                            workspace.categs[cat]  =  workspace.rbin(workspace.rnd_generator) < 0.5;
+                                            workspace.npresent    +=  workspace.categs[cat];
+                                            workspace.ncols_tried += !workspace.categs[cat];
+                                        }
+                                        workspace.unsplittable = !(workspace.npresent && workspace.ncols_tried);
+                                    }
+                                }
+
+                                trees.back().cat_split.assign(workspace.categs.begin(), workspace.categs.begin() + input_data.ncat[trees.back().col_num]);
+                                break; /* NoCrit */
+                            }
+
+                            default:
+                            {
+                                trees.back().cat_split.resize(input_data.ncat[trees.back().col_num]);
+                                eval_guided_crit(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                 input_data.categ_data + trees.back().col_num * input_data.nrows, input_data.ncat[trees.back().col_num],
+                                                 workspace.buffer_szt.data(), workspace.buffer_szt.data() + input_data.max_categ,
+                                                 workspace.buffer_dbl.data(), trees.back().chosen_cat, trees.back().cat_split.data(),
+                                                 workspace.buffer_chr.data(), workspace.criterion, model_params.min_gain,
+                                                 model_params.all_perm, model_params.missing_action, model_params.cat_split_type);
+                                break;
+                            }
+                        }
+                    }
+
+                    if (model_params.new_cat_action == Random)
+                        for (int cat = 0; cat < input_data.ncat[trees.back().col_num]; cat++)
+                            if (trees.back().cat_split[cat] < 0)
+                                trees.back().cat_split[cat] = workspace.rbin(workspace.rnd_generator) < 0.5;
+
+                    divide_subset_split(workspace.ix_arr.data(), input_data.categ_data + input_data.nrows * trees.back().col_num,
+                                        workspace.st, workspace.end, trees.back().cat_split.data(), model_params.missing_action,
+                                        workspace.st_NA, workspace.end_NA, workspace.split_ix);
+                }
+
+            }
+
+        }
+
+    }
+
+
+    /* if it hasn't reached the limit, continue splitting from here */
+    follow_branches:
+    {
+        /* add another round of separation depth for distance */
+        if (model_params.calc_dist && curr_depth > 0)
+            add_separation_step(workspace, input_data, (double)(-1));
+        
+        size_t tree_from = trees.size() - 1;
+        size_t ix2, ix3;
+        std::unique_ptr<std::vector<bool>> cols_possible_ptr;
+        std::unique_ptr<std::discrete_distribution<size_t>> col_sampler_ptr;
+        trees.back().score = -1;
+
+        /* compute statistics for NAs and remember recursion indices/weights */
+        std::unique_ptr<RecursionState> recursion_state;
+        if (model_params.missing_action != Fail)
+        {
+            recursion_state = std::unique_ptr<RecursionState>(new RecursionState);
+            backup_recursion_state(workspace, *recursion_state);
+
+            trees.back().pct_tree_left = (long double)(workspace.st_NA - workspace.st)
+                                            /
+                                         (long double)(workspace.end - workspace.st + 1 - (workspace.end_NA - workspace.st_NA));
+
+            switch(model_params.missing_action)
+            {
+                case Impute:
+                {
+                    if (trees.back().pct_tree_left >= .5)
+                        workspace.end = workspace.end_NA - 1;
+                    else
+                        workspace.end = workspace.st_NA - 1;
+                    break;
+                }
+
+
+                case Divide:
+                {
+                    if (workspace.weights_map.size())
+                        for (size_t row = workspace.st_NA; row < workspace.end_NA; row++)
+                            workspace.weights_map[workspace.ix_arr[row]] *= trees.back().pct_tree_left;
+                    else
+                        for (size_t row = workspace.st_NA; row < workspace.end_NA; row++)
+                            workspace.weights_arr[workspace.ix_arr[row]] *= trees.back().pct_tree_left;
+                    workspace.end = workspace.end_NA - 1;
+                    break;
+                }
+            }
+        }
+
+        else
+        {
+            trees.back().pct_tree_left = (long double) (workspace.split_ix - workspace.st)
+                                            /
+                                         (long double) (workspace.end - workspace.st + 1);
+
+            ix2 = workspace.split_ix;
+            ix3 = workspace.end;
+            cols_possible_ptr  = std::unique_ptr<std::vector<bool>>(new std::vector<bool>);
+            *cols_possible_ptr = workspace.cols_possible;
+            if (workspace.col_sampler.max())
+            {
+                col_sampler_ptr  = std::unique_ptr<std::discrete_distribution<size_t>>(new std::discrete_distribution<size_t>);
+                *col_sampler_ptr = workspace.col_sampler;
+            }
+            workspace.end = workspace.split_ix - 1;
+        }
+
+        /* Branch where to assign new categories can be pre-determined in this case */
+        if (
+            trees.back().col_type       == Categorical &&
+            model_params.cat_split_type == SubSet      &&
+            input_data.ncat[trees.back().col_num] > 2  &&
+            model_params.new_cat_action == Smallest
+            )
+        {
+            bool new_to_left = trees.back().pct_tree_left < 0.5;
+            for (int cat = 0; cat < input_data.ncat[trees.back().col_num]; cat++)
+                if (trees.back().cat_split[cat] < 0)
+                    trees.back().cat_split[cat] = new_to_left;
+        }
+
+        /* left branch */
+        trees.back().tree_left = trees.size();
+        trees.emplace_back();
+        if (impute_nodes != NULL) impute_nodes->emplace_back(tree_from);
+        split_itree_recursive(trees,
+                              workspace,
+                              input_data,
+                              model_params,
+                              impute_nodes,
+                              curr_depth + 1);
+
+
+        /* right branch */
+        if (model_params.missing_action != Fail)
+        {
+            restore_recursion_state(workspace, *recursion_state);
+
+            switch(model_params.missing_action)
+            {
+                case Impute:
+                {
+                    if (trees[tree_from].pct_tree_left >= .5)
+                        workspace.st = workspace.end_NA;
+                    else
+                        workspace.st = workspace.st_NA;
+                    break;
+                }
+
+                case Divide:
+                {
+                    if (workspace.weights_map.size())
+                        for (size_t row = workspace.st_NA; row < workspace.end_NA; row++)
+                            workspace.weights_map[workspace.ix_arr[row]] *= (1 - trees[tree_from].pct_tree_left);
+                    else
+                        for (size_t row = workspace.st_NA; row < workspace.end_NA; row++)
+                            workspace.weights_arr[workspace.ix_arr[row]] *= (1 - trees[tree_from].pct_tree_left);
+                    workspace.st = workspace.st_NA;
+                    break;
+                }
+            }
+        }
+
+        else
+        {
+            workspace.st  = ix2;
+            workspace.end = ix3;
+            workspace.cols_possible = std::move(*cols_possible_ptr);
+            if (col_sampler_ptr)
+                workspace.col_sampler = std::move(*col_sampler_ptr);
+        }
+
+        trees[tree_from].tree_right = trees.size();
+        trees.emplace_back();
+        if (impute_nodes != NULL) impute_nodes->emplace_back(tree_from);
+        split_itree_recursive(trees,
+                              workspace,
+                              input_data,
+                              model_params,
+                              impute_nodes,
+                              curr_depth + 1);
+    }
+    return;
+
+    /* if it reached the limit, calculate terminal statistics */
+    terminal_statistics:
+    {
+        if (!workspace.weights_arr.size() && !workspace.weights_map.size())
+        {
+            trees.back().score = (double)(curr_depth + expected_avg_depth(workspace.end - workspace.st + 1));
+        }
+
+        else
+        {
+            if (sum_weight == -HUGE_VAL)
+                sum_weight = calculate_sum_weights(workspace.ix_arr, workspace.st, workspace.end, curr_depth,
+                                                   workspace.weights_arr, workspace.weights_map);
+            trees.back().score = (double)(curr_depth + expected_avg_depth(sum_weight));
+        }
+
+        trees.back().cat_split.clear();
+        trees.back().cat_split.shrink_to_fit();
+
+        trees.back().remainder = workspace.weights_arr.size()?
+                                 sum_weight : (workspace.weights_map.size()?
+                                               sum_weight : ((double)(workspace.end - workspace.st + 1))
+                                               );
+
+        /* for distance, assume also the elements keep being split */
+        if (model_params.calc_dist)
+            add_remainder_separation_steps(workspace, input_data, sum_weight);
+
+        /* add this depth right away if requested */
+        if (workspace.row_depths.size())
+        {
+            if (!workspace.weights_arr.size() && !workspace.weights_map.size())
+            {
+                for (size_t row = workspace.st; row <= workspace.end; row++)
+                    workspace.row_depths[workspace.ix_arr[row]] += trees.back().score;
+            }
+
+            else if (workspace.weights_arr.size())
+            {
+                for (size_t row = workspace.st; row <= workspace.end; row++)
+                    workspace.row_depths[workspace.ix_arr[row]] += workspace.weights_arr[workspace.ix_arr[row]] * trees.back().score;
+            }
+
+            else
+            {
+                for (size_t row = workspace.st; row <= workspace.end; row++)
+                    workspace.row_depths[workspace.ix_arr[row]] += workspace.weights_map[workspace.ix_arr[row]] * trees.back().score;
+            }
+        }
+
+        /* add imputations from node if requested */
+        if (model_params.impute_at_fit)
+            add_from_impute_node(impute_nodes->back(), workspace, input_data);
+    }
+
+}