isotree 0.2.2 → 0.3.0

data/vendor/isotree/src/python_helpers.hpp

@@ -0,0 +1,134 @@
+/*    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).
+*     [10] https://math.stackexchange.com/questions/3333220/expected-average-depth-in-random-binary-tree-constructed-top-to-bottom
+*     [11] Cortes, David.
+*          "Revisiting randomized choices in isolation forests."
+*          arXiv preprint arXiv:2110.13402 (2021).
+*     [12] Guha, Sudipto, et al.
+*          "Robust random cut forest based anomaly detection on streams."
+*          International conference on machine learning. PMLR, 2016.
+*     [13] Cortes, David.
+*          "Isolation forests: looking beyond tree depth."
+*          arXiv preprint arXiv:2111.11639 (2021).
+*     [14] Ting, Kai Ming, Yue Zhu, and Zhi-Hua Zhou.
+*          "Isolation kernel and its effect on SVM"
+*          Proceedings of the 24th ACM SIGKDD
+*          International Conference on Knowledge Discovery & Data Mining. 2018.
+* 
+*     BSD 2-Clause License
+*     Copyright (c) 2019-2022, 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.
+*/
+
+#ifdef _FOR_PYTHON
+
+#include "isotree.hpp"
+
+template <class T>
+T deepcopy_obj(T obj)
+{
+    T res = obj;
+    return res;
+}
+
+IsoForest get_IsoForest()
+{
+    return IsoForest();
+}
+
+ExtIsoForest get_ExtIsoForest()
+{
+    return ExtIsoForest();
+}
+
+Imputer get_Imputer()
+{
+    return Imputer();
+}
+
+TreesIndexer get_Indexer()
+{
+    return TreesIndexer();
+}
+
+/* Reason behind these functions: 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.
+
+   This is supposed to be already fixed in newer Cython versions:
+   https://github.com/cython/cython/issues/3226
+   But is not yet available in the relase versions at the time of writing */
+
+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();
+}
+
+void dealloc_Indexer(TreesIndexer &indexer)
+{
+    indexer.~TreesIndexer();
+}
+
+bool get_has_openmp(void)
+{
+    #ifdef _OPENMP
+    return true;
+    #else
+    return false;
+    #endif
+}
+
+#endif

data/vendor/isotree/src/ref_indexer.hpp

@@ -0,0 +1,154 @@
+/*    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).
+*     [10] https://math.stackexchange.com/questions/3333220/expected-average-depth-in-random-binary-tree-constructed-top-to-bottom
+*     [11] Cortes, David.
+*          "Revisiting randomized choices in isolation forests."
+*          arXiv preprint arXiv:2110.13402 (2021).
+*     [12] Guha, Sudipto, et al.
+*          "Robust random cut forest based anomaly detection on streams."
+*          International conference on machine learning. PMLR, 2016.
+*     [13] Cortes, David.
+*          "Isolation forests: looking beyond tree depth."
+*          arXiv preprint arXiv:2111.11639 (2021).
+*     [14] Ting, Kai Ming, Yue Zhu, and Zhi-Hua Zhou.
+*          "Isolation kernel and its effect on SVM"
+*          Proceedings of the 24th ACM SIGKDD
+*          International Conference on Knowledge Discovery & Data Mining. 2018.
+* 
+*     BSD 2-Clause License
+*     Copyright (c) 2019-2022, 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"
+
+template <class Model, class real_t, class sparse_ix>
+void set_reference_points(TreesIndexer &indexer, Model &model, const bool with_distances,
+                          real_t *restrict numeric_data, int *restrict categ_data,
+                          bool is_col_major, size_t ld_numeric, size_t ld_categ,
+                          real_t *restrict Xc, sparse_ix *restrict Xc_ind, sparse_ix *restrict Xc_indptr,
+                          real_t *restrict Xr, sparse_ix *restrict Xr_ind, sparse_ix *restrict Xr_indptr,
+                          size_t nrows, int nthreads)
+{
+    if (indexer.indices.empty() || (with_distances && indexer.indices.front().node_distances.empty()))
+    {
+        build_tree_indices(indexer, model, nthreads, with_distances);
+    }
+
+    if (!indexer.indices.front().reference_points.empty())
+    {
+        for (auto &tree : indexer.indices)
+        {
+            tree.reference_points.clear();
+            tree.reference_indptr.clear();
+            tree.reference_mapping.clear();
+        }
+    }
+
+
+    size_t ntrees = get_ntrees(model);
+    std::unique_ptr<double[]> ignored(new double[nrows]);
+    std::unique_ptr<sparse_ix[]> node_indices_predict(new sparse_ix[nrows * ntrees]);
+    void *model_ptr = (std::is_same<Model, IsoForest>::value)? &model : NULL;
+    void *model_ext_ptr = (std::is_same<Model, ExtIsoForest>::value)? &model : NULL;
+    predict_iforest(numeric_data, categ_data,
+                    is_col_major, ld_numeric, ld_categ,
+                    Xc, Xc_ind, Xc_indptr,
+                    Xr, Xr_ind, Xr_indptr,
+                    nrows, nthreads, false,
+                    (IsoForest*)model_ptr, (ExtIsoForest*)model_ext_ptr,
+                    ignored.get(), node_indices_predict.get(),
+                    (double*)NULL,
+                    &indexer);
+    ignored.reset();
+
+    #pragma omp parallel for schedule(dynamic) num_threads(nthreads) \
+            shared(indexer, node_indices_predict, ntrees)
+    for (size_t_for tree = 0; tree < (decltype(tree))ntrees; tree++)
+    {
+        indexer.indices[tree].reference_points.assign(node_indices_predict.get() + tree*nrows,
+                                                      node_indices_predict.get() + (tree+1)*nrows);
+        indexer.indices[tree].reference_points.shrink_to_fit();
+        build_ref_node(indexer.indices[tree]);
+    }
+}
+
+template <class real_t, class sparse_ix>
+void set_reference_points(IsoForest *model_outputs, ExtIsoForest *model_outputs_ext, TreesIndexer *indexer,
+                          const bool with_distances,
+                          real_t *restrict numeric_data, int *restrict categ_data,
+                          bool is_col_major, size_t ld_numeric, size_t ld_categ,
+                          real_t *restrict Xc, sparse_ix *restrict Xc_ind, sparse_ix *restrict Xc_indptr,
+                          real_t *restrict Xr, sparse_ix *restrict Xr_ind, sparse_ix *restrict Xr_indptr,
+                          size_t nrows, int nthreads)
+{
+    try
+    {
+        if (model_outputs != NULL)
+            set_reference_points(*indexer, *model_outputs, with_distances,
+                                 numeric_data, categ_data,
+                                 is_col_major, ld_numeric, ld_categ,
+                                 Xc, Xc_ind, Xc_indptr,
+                                 Xr, Xr_ind, Xr_indptr,
+                                 nrows, nthreads);
+        else
+            set_reference_points(*indexer, *model_outputs_ext, with_distances,
+                                 numeric_data, categ_data,
+                                 is_col_major, ld_numeric, ld_categ,
+                                 Xc, Xc_ind, Xc_indptr,
+                                 Xr, Xr_ind, Xr_indptr,
+                                 nrows, nthreads);
+    }
+
+    catch (...)
+    {
+        for (auto &tree : indexer->indices)
+        {
+            tree.reference_points.clear();
+            tree.reference_indptr.clear();
+            tree.reference_mapping.clear();
+        }
+
+        throw;
+    }
+}

data/vendor/isotree/src/robinmap/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2017 Thibaut Goetghebuer-Planchon <tessil@gmx.com>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.