isotree 0.1.0

data/vendor/isotree/src/dealloc.cpp

@@ -0,0 +1,66 @@
+/*    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"
+
+/* Reason behind this file: Cython (as of v0.29) will not auto-deallocate
+   structs which are part of a cdef'd class, which produces a memory leak
+   but can be force-destructed. Unfortunately, Cython itself doesn't even
+   allow calling destructors for structs, so it has to be done externally.
+   These functions should otherwise have no reason to be. */
+
+void dealloc_IsoForest(IsoForest &model_outputs)
+{
+    model_outputs.~IsoForest();
+}
+
+void dealloc_IsoExtForest(ExtIsoForest &model_outputs_ext)
+{
+    model_outputs_ext.~ExtIsoForest();
+}
+
+void dealloc_Imputer(Imputer &imputer)
+{
+    imputer.~Imputer();
+}

data/vendor/isotree/src/dist.cpp

@@ -0,0 +1,749 @@
+/*    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" 
+
+
+/* Calculate distance or similarity between data points
+* 
+* Parameters
+* ==========
+* - numeric_data[nrows * ncols_numeric]
+*       Pointer to numeric data for which to make calculations. Must be ordered by columns like Fortran,
+*       not ordered by rows like C (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.),
+*       and the column order must be the same as in the data that was used to fit the model.
+*       If making calculations between two sets of observations/rows (see documentation for 'rmat'),
+*       the first group is assumed to be the earlier rows here.
+*       Pass NULL if there are no dense numeric columns.
+*       Can only pass one of 'numeric_data' or 'Xc' + 'Xc_ind' + 'Xc_indptr'.
+* - categ_data[nrows * ncols_categ]
+*       Pointer to categorical data for which to make calculations. Must be ordered by columns like Fortran,
+*       not ordered by rows like C (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.),
+*       and the column order must be the same as in the data that was used to fit the model.
+*       Pass NULL if there are no categorical columns.
+*       Each category should be represented as an integer, and these integers must start at zero and
+*       be in consecutive order - i.e. if category '3' is present, category '2' must have also been
+*       present when the model was fit (note that they are not treated as being ordinal, this is just
+*       an encoding). Missing values should be encoded as negative numbers such as (-1). The encoding
+*       must be the same as was used in the data to which the model was fit.
+*       If making calculations between two sets of observations/rows (see documentation for 'rmat'),
+*       the first group is assumed to be the earlier rows here.
+* - Xc[nnz]
+*       Pointer to numeric data in sparse numeric matrix in CSC format (column-compressed).
+*       Pass NULL if there are no sparse numeric columns.
+*       Can only pass one of 'numeric_data' or 'Xc' + 'Xc_ind' + 'Xc_indptr'.
+* - Xc_ind[nnz]
+*       Pointer to row indices to which each non-zero entry in 'Xc' corresponds.
+*       Pass NULL if there are no sparse numeric columns in CSC format.
+* - Xc_indptr[ncols_categ + 1]
+*       Pointer to column index pointers that tell at entry [col] where does column 'col'
+*       start and at entry [col + 1] where does column 'col' end.
+*       Pass NULL if there are no sparse numeric columns in CSC format.
+*       If making calculations between two sets of observations/rows (see documentation for 'rmat'),
+*       the first group is assumed to be the earlier rows here.
+* - nrows
+*       Number of rows in 'numeric_data', 'Xc', 'Xr, 'categ_data'.
+* - nthreads
+*       Number of parallel threads to use. Note that, the more threads, the more memory will be
+*       allocated, even if the thread does not end up being used. Ignored when not building with
+*       OpenMP support.
+* - assume_full_distr
+*       Whether to assume that the fitted model represents a full population distribution (will use a
+*       standardizing criterion assuming infinite sample, and the results of the similarity between two points
+*       at prediction time will not depend on the prescence of any third point that is similar to them, but will
+*       differ more compared to the pairwise distances between points from which the model was fit). If passing
+*       'false', will calculate pairwise distances as if the new observations at prediction time were added to
+*       the sample to which each tree was fit, which will make the distances between two points potentially vary
+*       according to other newly introduced points.
+* - standardize_dist
+*       Whether to standardize the resulting average separation depths between rows according
+*       to the expected average separation depth in a similar way as when predicting outlierness,
+*       in order to obtain a standardized distance. If passing 'false', will output the average
+*       separation depth instead.
+* - model_outputs
+*       Pointer to fitted single-variable model object from function 'fit_iforest'. Pass NULL
+*       if the calculations are to be made from an extended model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'.
+* - model_outputs_ext
+*       Pointer to fitted extended model object from function 'fit_iforest'. Pass NULL
+*       if the calculations are to be made from a single-variable model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'.
+* - tmat[nrows * (nrows - 1) / 2] (out)
+*       Pointer to array where the resulting pairwise distances or average separation depths will
+*       be written into. As the output is a symmetric matrix, this function will only fill in the
+*       upper-triangular part, in which entry 0 <= i < j < n will be located at position
+*           p(i,j) = (i * (n - (i+1)/2) + j - i - 1).
+*       Can be converted to a dense square matrix through function 'tmat_to_dense'.
+*       The array must already be initialized to zeros.
+*       If calculating distance/separation from a group of points to another group of points,
+*       pass NULL here and use 'rmat' instead.
+* - rmat[nrows1 * nrows2] (out)
+*       Pointer to array where to write the distances or separation depths between each row in
+*       one set of observations and each row in a different set of observations. If doing these
+*       calculations for all pairs of observations/rows, pass 'rmat' instead.
+*       Will take the first group of observations as the rows in this matrix, and the second
+*       group as the columns. The groups are assumed to be in the same data arrays, with the
+*       first group corresponding to the earlier rows there.
+*       This matrix will be used in row-major order (i.e. entries 1..n_from contain the first row).
+*       Must be already initialized to zeros.
+*       Ignored when 'tmat' is passed.
+* - n_from
+*       When calculating distances between two groups of points, this indicates the number of
+*       observations/rows belonging to the first group (the rows in 'rmat'), which will be
+*       assumed to be the first 'n_from' rows.
+*       Ignored when 'tmat' is passed.
+*/
+void calc_similarity(double numeric_data[], int categ_data[],
+                     double Xc[], sparse_ix Xc_ind[], sparse_ix Xc_indptr[],
+                     size_t nrows, int nthreads, bool assume_full_distr, bool standardize_dist,
+                     IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                     double tmat[], double rmat[], size_t n_from)
+{
+    PredictionData prediction_data = {numeric_data, categ_data, nrows,
+                                      Xc, Xc_ind, Xc_indptr,
+                                      NULL, NULL, NULL};
+
+    size_t ntrees = (model_outputs != NULL)? model_outputs->trees.size() : model_outputs_ext->hplanes.size();
+
+    if (tmat != NULL) n_from = 0;
+
+    if ((size_t)nthreads > ntrees)
+        nthreads = (int)ntrees;
+    #ifdef _OPENMP
+    std::vector<WorkerForSimilarity> worker_memory(nthreads);
+    #else
+    std::vector<WorkerForSimilarity> worker_memory(1);
+    #endif
+
+    if (model_outputs != NULL)
+    {
+        #pragma omp parallel for schedule(dynamic) num_threads(nthreads) shared(ntrees, worker_memory, prediction_data, model_outputs)
+        for (size_t_for tree = 0; tree < ntrees; tree++)
+        {
+            initialize_worker_for_sim(worker_memory[omp_get_thread_num()], prediction_data,
+                                      model_outputs, NULL, n_from, assume_full_distr);
+            traverse_tree_sim(worker_memory[omp_get_thread_num()],
+                              prediction_data,
+                              *model_outputs,
+                              model_outputs->trees[tree],
+                              (size_t)0);
+        }
+    }
+
+    else
+    {
+        #pragma omp parallel for schedule(dynamic) num_threads(nthreads) shared(ntrees, worker_memory, prediction_data, model_outputs_ext)
+        for (size_t_for hplane = 0; hplane < ntrees; hplane++)
+        {
+            initialize_worker_for_sim(worker_memory[omp_get_thread_num()], prediction_data,
+                                      NULL, model_outputs_ext, n_from, assume_full_distr);
+            traverse_hplane_sim(worker_memory[omp_get_thread_num()],
+                                prediction_data,
+                                *model_outputs_ext,
+                                model_outputs_ext->hplanes[hplane],
+                                (size_t)0);
+        }    
+    }
+    
+    /* gather and transform the results */
+    gather_sim_result(&worker_memory, NULL,
+                      &prediction_data, NULL,
+                      model_outputs, model_outputs_ext,
+                      tmat, rmat, n_from,
+                      ntrees, assume_full_distr,
+                      standardize_dist, nthreads);
+}
+
+void traverse_tree_sim(WorkerForSimilarity   &workspace,
+                       PredictionData        &prediction_data,
+                       IsoForest             &model_outputs,
+                       std::vector<IsoTree>  &trees,
+                       size_t                curr_tree)
+{
+    if (workspace.st == workspace.end)
+        return;
+
+    if (!workspace.tmat_sep.size())
+    {
+        std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
+        if (workspace.ix_arr[workspace.st] >= workspace.n_from)
+            return;
+        if (workspace.ix_arr[workspace.end] < workspace.n_from)
+            return;
+    }
+
+    /* Note: the first separation step will not be added here, as it simply consists of adding +1
+       to every combination regardless. It has to be added at the end in 'gather_sim_result' to
+       obtain the average separation depth. */
+    if (trees[curr_tree].score >= 0.)
+    {
+        long double rem = (long double) trees[curr_tree].remainder;
+        if (!workspace.weights_arr.size())
+        {
+            rem += (long double)(workspace.end - workspace.st + 1);
+            if (workspace.tmat_sep.size())
+                increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                      prediction_data.nrows, workspace.tmat_sep.data(),
+                                      workspace.assume_full_distr? 3. : expected_separation_depth(rem));
+            else
+                increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                workspace.n_from, prediction_data.nrows, workspace.rmat.data(),
+                                                workspace.assume_full_distr? 3. : expected_separation_depth(rem));
+        }
+
+        else
+        {
+            if (!workspace.assume_full_distr)
+            {
+                rem += std::accumulate(workspace.ix_arr.begin() + workspace.st,
+                                       workspace.ix_arr.begin() + workspace.end,
+                                       (long double) 0.,
+                                       [&workspace](long double curr, size_t ix)
+                                                      {return curr + (long double)workspace.weights_arr[ix];}
+                                      );
+            }
+
+            if (workspace.tmat_sep.size())
+                increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                      prediction_data.nrows, workspace.tmat_sep.data(),
+                                      workspace.weights_arr.data(),
+                                      workspace.assume_full_distr? 3. : expected_separation_depth(rem));
+            else
+                increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                workspace.n_from, prediction_data.nrows,
+                                                workspace.rmat.data(), workspace.weights_arr.data(),
+                                                workspace.assume_full_distr? 3. : expected_separation_depth(rem));
+        }
+        return;
+    }
+
+    else if (curr_tree > 0)
+    {
+        if (workspace.tmat_sep.size())
+            if (!workspace.weights_arr.size())
+                increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                      prediction_data.nrows, workspace.tmat_sep.data(), -1.);
+            else
+                increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                      prediction_data.nrows, workspace.tmat_sep.data(),
+                                      workspace.weights_arr.data(), -1.);
+        else
+            if (!workspace.weights_arr.size())
+                increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                workspace.n_from, prediction_data.nrows, workspace.rmat.data(), -1.);
+            else
+                increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                                workspace.n_from, prediction_data.nrows,
+                                                workspace.rmat.data(), workspace.weights_arr.data(), -1.);
+    }
+
+
+    /* divide according to tree */
+    if (prediction_data.Xc != NULL && !workspace.tmat_sep.size())
+        std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
+    size_t st_NA, end_NA, split_ix;
+    switch(trees[curr_tree].col_type)
+    {
+        case Numeric:
+        {
+            if (prediction_data.Xc == NULL)
+                divide_subset_split(workspace.ix_arr.data(),
+                                    prediction_data.numeric_data + prediction_data.nrows * trees[curr_tree].col_num,
+                                    workspace.st, workspace.end, trees[curr_tree].num_split,
+                                    model_outputs.missing_action, st_NA, end_NA, split_ix);
+            else
+                divide_subset_split(workspace.ix_arr.data(), workspace.st, workspace.end, trees[curr_tree].col_num,
+                                    prediction_data.Xc, prediction_data.Xc_ind, prediction_data.Xc_indptr,
+                                    trees[curr_tree].num_split, model_outputs.missing_action,
+                                    st_NA, end_NA, split_ix);
+
+            break;
+        }
+
+        case Categorical:
+        {
+            switch(model_outputs.cat_split_type)
+            {
+                case SingleCateg:
+                {
+                    divide_subset_split(workspace.ix_arr.data(),
+                                        prediction_data.categ_data + prediction_data.nrows * trees[curr_tree].col_num,
+                                        workspace.st, workspace.end, trees[curr_tree].chosen_cat,
+                                         model_outputs.missing_action, st_NA, end_NA, split_ix);
+                    break;
+                }
+
+                case SubSet:
+                {
+                    if (!trees[curr_tree].cat_split.size())
+                        divide_subset_split(workspace.ix_arr.data(),
+                                            prediction_data.categ_data + prediction_data.nrows * trees[curr_tree].col_num,
+                                            workspace.st, workspace.end,
+                                            model_outputs.missing_action, model_outputs.new_cat_action,
+                                            trees[curr_tree].pct_tree_left < .5, st_NA, end_NA, split_ix);
+                    else
+                        divide_subset_split(workspace.ix_arr.data(),
+                                            prediction_data.categ_data + prediction_data.nrows * trees[curr_tree].col_num,
+                                            workspace.st, workspace.end, trees[curr_tree].cat_split.data(),
+                                            (int) trees[curr_tree].cat_split.size(),
+                                            model_outputs.missing_action, model_outputs.new_cat_action,
+                                            (bool)(trees[curr_tree].pct_tree_left < .5), st_NA, end_NA, split_ix);
+                    break;
+                }
+            }
+            break;
+        }
+    }
+
+
+    /* continue splitting recursively */
+    size_t orig_end = workspace.end;
+    switch(model_outputs.missing_action)
+    {
+        case Impute:
+        {
+            split_ix = (trees.back().pct_tree_left >= .5)? end_NA : st_NA;
+        }
+
+        case Fail:
+        {
+            if (split_ix > workspace.st)
+            {
+                workspace.end = split_ix - 1;
+                traverse_tree_sim(workspace,
+                                  prediction_data,
+                                  model_outputs,
+                                  trees,
+                                  trees[curr_tree].tree_left);
+            }
+
+
+            if (split_ix < orig_end)
+            {
+                workspace.st  = split_ix;
+                workspace.end = orig_end;
+                traverse_tree_sim(workspace,
+                                  prediction_data,
+                                  model_outputs,
+                                  trees,
+                                  trees[curr_tree].tree_right);
+            }
+            break;
+        }
+
+        case Divide: /* new_cat_action = 'Weighted' will also fall here */
+        {
+            std::vector<double> weights_arr;
+            std::vector<size_t> ix_arr;
+            if (end_NA > workspace.st)
+            {
+                weights_arr.assign(workspace.weights_arr.begin(),
+                                   workspace.weights_arr.begin() + end_NA);
+                ix_arr.assign(workspace.ix_arr.begin(),
+                              workspace.ix_arr.begin() + end_NA);
+            }
+
+            if (end_NA > workspace.st)
+            {
+                workspace.end = end_NA - 1;
+                for (size_t row = st_NA; row < end_NA; row++)
+                    workspace.weights_arr[workspace.ix_arr[row]] *= trees[curr_tree].pct_tree_left;
+                traverse_tree_sim(workspace,
+                                  prediction_data,
+                                  model_outputs,
+                                  trees,
+                                  trees[curr_tree].tree_left);
+            }
+
+            if (st_NA < orig_end)
+            {
+                workspace.st = st_NA;
+                workspace.end = orig_end;
+                if (weights_arr.size())
+                {
+                    std::copy(weights_arr.begin(),
+                              weights_arr.end(),
+                              workspace.weights_arr.begin());
+                    std::copy(ix_arr.begin(),
+                              ix_arr.end(),
+                              workspace.ix_arr.begin());
+                    weights_arr.clear();
+                    weights_arr.shrink_to_fit();
+                    ix_arr.clear();
+                    ix_arr.shrink_to_fit();
+                }
+
+                for (size_t row = st_NA; row < end_NA; row++)
+                    workspace.weights_arr[workspace.ix_arr[row]] *= (1 - trees[curr_tree].pct_tree_left);
+                traverse_tree_sim(workspace,
+                                  prediction_data,
+                                  model_outputs,
+                                  trees,
+                                  trees[curr_tree].tree_right);
+            }
+            break;
+        }
+    }
+}
+
+void traverse_hplane_sim(WorkerForSimilarity     &workspace,
+                         PredictionData          &prediction_data,
+                         ExtIsoForest            &model_outputs,
+                         std::vector<IsoHPlane>  &hplanes,
+                         size_t                  curr_tree)
+{
+    if (workspace.st == workspace.end)
+        return;
+
+    if (!workspace.tmat_sep.size())
+    {
+        std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
+        if (workspace.ix_arr[workspace.st] >= workspace.n_from)
+            return;
+        if (workspace.ix_arr[workspace.end] < workspace.n_from)
+            return;
+    }
+
+    /* Note: the first separation step will not be added here, as it simply consists of adding +1
+       to every combination regardless. It has to be added at the end in 'gather_sim_result' to
+       obtain the average separation depth. */
+    if (hplanes[curr_tree].score >= 0)
+    {
+        if (workspace.tmat_sep.size())
+            increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                  prediction_data.nrows, workspace.tmat_sep.data(),
+                                  workspace.assume_full_distr? 3. : 
+                                  expected_separation_depth((long double) hplanes[curr_tree].remainder
+                                                              + (long double)(workspace.end - workspace.st + 1))
+                                  );
+        else
+            increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.n_from,
+                                            prediction_data.nrows, workspace.rmat.data(),
+                                            workspace.assume_full_distr? 3. : 
+                                            expected_separation_depth((long double) hplanes[curr_tree].remainder
+                                                                        + (long double)(workspace.end - workspace.st + 1))
+                                            );
+        return;
+    }
+
+    else if (curr_tree > 0)
+    {
+        if (workspace.tmat_sep.size())
+            increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                  prediction_data.nrows, workspace.tmat_sep.data(), -1.);
+        else
+            increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.n_from,
+                                            prediction_data.nrows, workspace.rmat.data(), -1.);
+    }
+
+    if (prediction_data.Xc != NULL && !workspace.tmat_sep.size())
+        std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
+
+    /* reconstruct linear combination */
+    size_t ncols_numeric = 0;
+    size_t ncols_categ   = 0;
+    std::fill(workspace.comb_val.begin(), workspace.comb_val.begin() + (workspace.end - workspace.st + 1), 0);
+    if (prediction_data.categ_data != NULL || prediction_data.Xc != NULL)
+    {
+        for (size_t col = 0; col < hplanes[curr_tree].col_num.size(); col++)
+        {
+            switch(hplanes[curr_tree].col_type[col])
+            {
+                case Numeric:
+                {
+                    if (prediction_data.Xc == NULL)
+                        add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
+                                        prediction_data.numeric_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
+                                        hplanes[curr_tree].coef[ncols_numeric], (double)0, hplanes[curr_tree].mean[ncols_numeric],
+                                        (model_outputs.missing_action == Fail)?  workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
+                                        model_outputs.missing_action, NULL, NULL, false);
+                    else
+                        add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end,
+                                        hplanes[curr_tree].col_num[col], workspace.comb_val.data(),
+                                        prediction_data.Xc, prediction_data.Xc_ind, prediction_data.Xc_indptr,
+                                        hplanes[curr_tree].coef[ncols_numeric], (double)0, hplanes[curr_tree].mean[ncols_numeric],
+                                        (model_outputs.missing_action == Fail)?  workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
+                                        model_outputs.missing_action, NULL, NULL, false);
+                    ncols_numeric++;
+                    break;
+                }
+
+                case Categorical:
+                {
+                    switch(model_outputs.cat_split_type)
+                    {
+                        case SingleCateg:
+                        {
+                            add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
+                                            prediction_data.categ_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
+                                            (int)0, NULL, hplanes[curr_tree].fill_new[ncols_categ],
+                                            hplanes[curr_tree].chosen_cat[ncols_categ],
+                                            (model_outputs.missing_action == Fail)?  workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
+                                            workspace.comb_val[0], NULL, NULL, model_outputs.new_cat_action,
+                                            model_outputs.missing_action, SingleCateg, false);
+                            break;
+                        }
+
+                        case SubSet:
+                        {
+                            add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
+                                            prediction_data.categ_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
+                                            (int) hplanes[curr_tree].cat_coef[ncols_categ].size(),
+                                            hplanes[curr_tree].cat_coef[ncols_categ].data(), (double) 0, (int) 0,
+                                            (model_outputs.missing_action == Fail)? workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
+                                            hplanes[curr_tree].fill_new[ncols_categ], NULL, NULL,
+                                            model_outputs.new_cat_action, model_outputs.missing_action, SubSet, false);
+                            break;
+                        }
+                    }
+                    ncols_categ++;
+                    break;
+                }
+            } 
+        }
+    }
+
+    
+    else /* faster version for numerical-only */
+    {
+        for (size_t col = 0; col < hplanes[curr_tree].col_num.size(); col++)
+            add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
+                            prediction_data.numeric_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
+                            hplanes[curr_tree].coef[col], (double)0, hplanes[curr_tree].mean[col],
+                            (model_outputs.missing_action == Fail)?  workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
+                            model_outputs.missing_action, NULL, NULL, false);
+    }
+
+    /* divide data */
+    size_t split_ix = divide_subset_split(workspace.ix_arr.data(), workspace.comb_val.data(),
+                                          workspace.st, workspace.end, hplanes[curr_tree].split_point);
+
+    /* continue splitting recursively */
+    size_t orig_end = workspace.end;
+    if (split_ix > workspace.st)
+    {
+        workspace.end = split_ix - 1;
+        traverse_hplane_sim(workspace,
+                            prediction_data,
+                            model_outputs,
+                            hplanes,
+                            hplanes[curr_tree].hplane_left);
+    }
+
+    if (split_ix < orig_end)
+    {
+        workspace.st  = split_ix;
+        workspace.end = orig_end;
+        traverse_hplane_sim(workspace,
+                            prediction_data,
+                            model_outputs,
+                            hplanes,
+                            hplanes[curr_tree].hplane_right);
+    }
+
+}
+
+void gather_sim_result(std::vector<WorkerForSimilarity> *worker_memory,
+                       std::vector<WorkerMemory> *worker_memory_m,
+                       PredictionData *prediction_data, InputData *input_data,
+                       IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                       double *restrict tmat, double *restrict rmat, size_t n_from,
+                       size_t ntrees, bool assume_full_distr,
+                       bool standardize_dist, int nthreads)
+{
+    size_t ncomb = (prediction_data != NULL)?
+                    (prediction_data->nrows * (prediction_data->nrows - 1)) / 2
+                        :
+                    (input_data->nrows * (input_data->nrows - 1)) / 2;
+    size_t n_to  = (prediction_data != NULL)? (prediction_data->nrows - n_from) : 0;
+
+    #ifdef _OPENMP
+    if (nthreads > 1)
+    {
+        if (worker_memory != NULL)
+        {
+            for (WorkerForSimilarity &w : *worker_memory)
+            {
+                if (w.tmat_sep.size())
+                {
+                    #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, w, worker_memory)
+                    for (size_t_for ix = 0; ix < ncomb; ix++)
+                        tmat[ix] += w.tmat_sep[ix];
+                }
+                else if (w.rmat.size())
+                {
+                    #pragma omp parallel for schedule(static) num_threads(nthreads) shared(rmat, w, worker_memory)
+                    for (size_t_for ix = 0; ix < w.rmat.size(); ix++)
+                        rmat[ix] += w.rmat[ix];
+                }
+            }
+        }
+
+        else
+        {
+            for (WorkerMemory &w : *worker_memory_m)
+            {
+                if (w.tmat_sep.size())
+                {
+                    #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, w, worker_memory_m)
+                    for (size_t_for ix = 0; ix < ncomb; ix++)
+                        tmat[ix] += w.tmat_sep[ix];
+                }
+            }
+        }
+    }
+    
+    else
+    #endif
+    {
+        if (worker_memory != NULL)
+        {
+            if ((*worker_memory)[0].tmat_sep.size())
+                std::copy((*worker_memory)[0].tmat_sep.begin(), (*worker_memory)[0].tmat_sep.end(), tmat);
+            else
+                std::copy((*worker_memory)[0].rmat.begin(), (*worker_memory)[0].rmat.end(), rmat);
+        }
+        
+        else
+        {
+            std::copy((*worker_memory_m)[0].tmat_sep.begin(), (*worker_memory_m)[0].tmat_sep.end(), tmat);
+        }
+    }
+
+    double ntrees_dbl = (double) ntrees;
+    if (standardize_dist)
+    {
+        /* Note: the separation distances up this point are missing the first hop, which is always
+           a +1 to every combination. Thus, it needs to be added back for the average separation depth.
+           For the standardized metric, it takes the expected divisor as 2(=3-1) instead of 3, given
+           that every combination will always get a +1 at the beginning. Since what's obtained here
+           is a sum across all trees, adding this +1 means adding the number of trees. */
+        double div_trees = ntrees_dbl;
+        if (assume_full_distr)
+        {
+            div_trees *= 2;
+        }
+
+        else if (input_data != NULL)
+        {
+            div_trees *= (expected_separation_depth(input_data->nrows) - 1);
+        }
+
+        else
+        {
+            div_trees *= ((
+                               (model_outputs != NULL)?
+                                expected_separation_depth_hotstart(model_outputs->exp_avg_sep,
+                                                                    model_outputs->orig_sample_size,
+                                                                    model_outputs->orig_sample_size + prediction_data->nrows)
+                                    :
+                                expected_separation_depth_hotstart(model_outputs_ext->exp_avg_sep,
+                                                                    model_outputs_ext->orig_sample_size,
+                                                                    model_outputs_ext->orig_sample_size + prediction_data->nrows)
+                          ) - 1);
+        }
+
+        
+        if (tmat != NULL)
+            #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, ntrees_dbl, div_trees)
+            for (size_t_for ix = 0; ix < ncomb; ix++)
+                tmat[ix] = exp2( - tmat[ix] / div_trees);
+        else
+            #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, rmat, ntrees_dbl, div_trees)
+            for (size_t_for ix = 0; ix < n_from * n_to; ix++)
+                rmat[ix] = exp2( - rmat[ix] / div_trees);
+    }
+    
+    else
+    {
+        if (tmat != NULL)
+            #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, ntrees_dbl)
+            for (size_t_for ix = 0; ix < ncomb; ix++)
+                tmat[ix] = (tmat[ix] + ntrees) / ntrees_dbl;
+        else
+            #pragma omp parallel for schedule(static) num_threads(nthreads) shared(n_from, rmat, ntrees_dbl)
+            for (size_t_for ix = 0; ix < n_from * n_to; ix++)
+                rmat[ix] = (rmat[ix] + ntrees) / ntrees_dbl;
+    }
+}
+
+void initialize_worker_for_sim(WorkerForSimilarity  &workspace,
+                               PredictionData       &prediction_data,
+                               IsoForest            *model_outputs,
+                               ExtIsoForest         *model_outputs_ext,
+                               size_t                n_from,
+                               bool                  assume_full_distr)
+{
+    workspace.st  = 0;
+    workspace.end = prediction_data.nrows - 1;
+    workspace.n_from = n_from;
+    workspace.assume_full_distr = assume_full_distr; /* doesn't need to have one copy per worker */
+
+    if (!workspace.ix_arr.size())
+    {
+        workspace.ix_arr.resize(prediction_data.nrows);
+        std::iota(workspace.ix_arr.begin(), workspace.ix_arr.end(), (size_t)0);
+        if (!n_from)
+          workspace.tmat_sep.resize((prediction_data.nrows * (prediction_data.nrows - 1)) / 2, 0);
+        else
+          workspace.rmat.resize(prediction_data.nrows * n_from, 0);
+    }
+
+    if (model_outputs != NULL && (model_outputs->missing_action == Divide || model_outputs->new_cat_action == Weighted))
+    {
+        if (!workspace.weights_arr.size())
+            workspace.weights_arr.resize(prediction_data.nrows, 1);
+        else
+            std::fill(workspace.weights_arr.begin(), workspace.weights_arr.end(), 1);
+    }
+
+    if (model_outputs_ext != NULL)
+    {
+        if (!workspace.comb_val.size())
+            workspace.comb_val.resize(prediction_data.nrows, 0);
+        else
+            std::fill(workspace.comb_val.begin(), workspace.comb_val.end(), 0);
+    }
+}
+