isotree 0.2.2 → 0.3.1

data/vendor/isotree/include/isotree.hpp

@@ -0,0 +1,2116 @@
+/*    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) 2019-2021, 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.
+*/
+
+/* Standard headers */
+#include <cmath>
+#include <cstddef>
+#include <cstdint>
+#include <vector>
+#include <cstdio>
+#include <iostream>
+using std::size_t;
+
+/*  The library has overloaded functions supporting different input types.
+    Note that, while 'float' type is supported, it will
+    be slower to fit models to them as the models internally use
+    'double' and 'long double', and it's not recommended to use.
+
+    In order to use the library with different types than the ones
+    suggested here, add something like this before including the
+    library header:
+      #define real_t float
+      #define sparse_ix int
+      #include "isotree.hpp"
+    The header may be included multiple times if required. */
+#ifndef real_t
+    #define real_t double     /* supported: float, double */
+#endif
+#ifndef sparse_ix
+    #define sparse_ix int  /* supported: int, int64_t, size_t */
+#endif
+
+#ifndef ISOTREE_H
+#define ISOTREE_H
+
+#ifdef _WIN32
+    #define ISOTREE_EXPORTED __declspec(dllimport)
+#else
+    #define ISOTREE_EXPORTED 
+#endif
+
+
+/* Types used through the package - zero is the suggested value (when appropriate) */
+typedef enum  NewCategAction {Weighted=0,  Smallest=11,    Random=12}  NewCategAction; /* Weighted means Impute in the extended model */
+typedef enum  MissingAction  {Divide=21,   Impute=22,      Fail=0}     MissingAction;  /* Divide is only for non-extended model */
+typedef enum  ColType        {Numeric=31,  Categorical=32, NotUsed=0}  ColType;
+typedef enum  CategSplit     {SubSet=0,    SingleCateg=41}             CategSplit;
+typedef enum  CoefType       {Uniform=61,  Normal=0}                   CoefType;       /* For extended model */
+typedef enum  UseDepthImp    {Lower=71,    Higher=0,       Same=72}    UseDepthImp;    /* For NA imputation */
+typedef enum  WeighImpRows   {Inverse=0,   Prop=81,        Flat=82}    WeighImpRows;   /* For NA imputation */
+typedef enum  ScoringMetric  {Depth=0,     Density=92,     BoxedDensity=94, BoxedDensity2=96, BoxedRatio=95,
+                              AdjDepth=91, AdjDensity=93}              ScoringMetric;
+
+/* Notes about new categorical action:
+*  - For single-variable case, if using 'Smallest', can then pass data at prediction time
+*    having categories that were never in the training data (as an integer higher than 'ncat'
+*    for that column), but if using 'Random' or 'Weighted', these must be passed as NA (int < 0)
+*  - For extended case, 'Weighted' becomes a weighted imputation instead, and if using either
+*    'Weighted' or 'Smallest', can pass newer, unseen categories at prediction time too.
+*  - If using 'Random', cannot pass new categories at prediction time.
+*  - If using 'Weighted' for single-variable case, cannot predict similarity with a value
+*    for MissingAction other than 'Divide'. */
+
+
+
+/* Structs that are output (modified) from the main function */
+typedef struct IsoTree {
+    ColType  col_type = NotUsed;
+    size_t   col_num;
+    double   num_split;
+    std::vector<char> cat_split;
+    int      chosen_cat;
+    size_t   tree_left;
+    size_t   tree_right;
+    double   pct_tree_left;
+    double   score;        /* will not be integer when there are weights or early stop */
+    double   range_low  = -HUGE_VAL;
+    double   range_high =  HUGE_VAL;
+    double   remainder; /* only used for distance/similarity */
+
+    IsoTree() = default;
+
+} IsoTree;
+
+typedef struct IsoHPlane {
+    std::vector<size_t>   col_num;
+    std::vector<ColType>  col_type;
+    std::vector<double>   coef;
+    std::vector<double>   mean;
+    std::vector<std::vector<double>> cat_coef;
+    std::vector<int>      chosen_cat;
+    std::vector<double>   fill_val;
+    std::vector<double>   fill_new;
+
+    double   split_point;
+    size_t   hplane_left;
+    size_t   hplane_right;
+    double   score;        /* will not be integer when there are weights or early stop */
+    double   range_low  = -HUGE_VAL;
+    double   range_high =  HUGE_VAL;
+    double   remainder; /* only used for distance/similarity */
+
+    IsoHPlane() = default;
+} IsoHPlane;
+
+typedef struct IsoForest {
+    std::vector< std::vector<IsoTree> > trees;
+    NewCategAction    new_cat_action;
+    CategSplit        cat_split_type;
+    MissingAction     missing_action;
+    ScoringMetric     scoring_metric;
+    double            exp_avg_depth;
+    double            exp_avg_sep;
+    size_t            orig_sample_size;
+    bool              has_range_penalty;
+    IsoForest() = default;
+} IsoForest;
+
+typedef struct ExtIsoForest {
+    std::vector< std::vector<IsoHPlane> > hplanes;
+    NewCategAction    new_cat_action;
+    CategSplit        cat_split_type;
+    MissingAction     missing_action;
+    ScoringMetric     scoring_metric;
+    double            exp_avg_depth;
+    double            exp_avg_sep;
+    size_t            orig_sample_size;
+    bool              has_range_penalty;
+    ExtIsoForest() = default;
+} ExtIsoForest;
+
+typedef struct ImputeNode {
+    std::vector<double>  num_sum;
+    std::vector<double>  num_weight;
+    std::vector<std::vector<double>>  cat_sum;
+    std::vector<double>  cat_weight;
+    size_t               parent;
+    ImputeNode() = default;
+} ImputeNode; /* this is for each tree node */
+
+typedef struct Imputer {
+    size_t               ncols_numeric;
+    size_t               ncols_categ;
+    std::vector<int>     ncat;
+    std::vector<std::vector<ImputeNode>> imputer_tree;
+    std::vector<double>  col_means;
+    std::vector<int>     col_modes;
+    Imputer() = default;
+} Imputer;
+
+typedef struct SingleTreeIndex {
+    std::vector<size_t> terminal_node_mappings;
+    std::vector<double> node_distances;
+    std::vector<double> node_depths;
+    std::vector<size_t> reference_points;
+    std::vector<size_t> reference_indptr;
+    std::vector<size_t> reference_mapping;
+    size_t n_terminal;
+} TreeNodeIndex;
+
+typedef struct TreesIndexer {
+    std::vector<SingleTreeIndex> indices;
+    TreesIndexer() = default;
+} TreesIndexer;
+
+#endif /* ISOTREE_H */
+
+/*  Fit Isolation Forest model, or variant of it such as SCiForest
+* 
+* Parameters:
+* ===========
+* - model_outputs (out)
+*       Pointer to already allocated isolation forest model object for single-variable splits.
+*       If fitting the extended model, pass NULL (must pass 'model_outputs_ext'). Can later add
+*       additional trees through function 'add_tree'.
+* - model_outputs_ext (out)
+*       Pointer to already allocated extended isolation forest model object (for multiple-variable splits).
+*       Note that if 'ndim' = 1, must use instead the single-variable model object.
+*       If fitting the single-variable model, pass NULL (must pass 'model_outputs'). Can later add
+*       additional trees through function 'add_tree'.
+* - numeric_data[nrows * ncols_numeric]
+*       Pointer to numeric data to which to fit the model. 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.).
+*       Pass NULL if there are no dense numeric columns (must also pass 'ncols_numeric' = 0 if there's
+*       no sparse numeric data either).
+*       Can only pass one of 'numeric_data' or 'Xc' + 'Xc_ind' + 'Xc_indptr'.
+* - ncols_numeric
+*       Number of numeric columns in the data (whether they come in a sparse matrix or dense array).
+* - categ_data[nrows * ncols_categ]
+*       Pointer to categorical data to which to fit the model. 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.).
+*       Pass NULL if there are no categorical columns (must also pass 'ncols_categ' = 0).
+*       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 also be present
+*       (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).
+* - ncols_categ
+*       Number of categorical columns in the data.
+* - ncat[ncols_categ]
+*       Number of categories in each categorical column. E.g. if the highest code for a column is '4',
+*       the number of categories for that column is '5' (zero is one category).
+* - 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.
+*       Must be in sorted order, otherwise results will be incorrect.
+*       The largest value here should be smaller than the largest possible value of 'size_t'.
+*       Pass NULL if there are no sparse numeric columns.
+* - Xc_indptr[ncols_numeric + 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.
+* - ndim
+*       How many dimensions (columns) to use for making a split. Must pass 'ndim' = 1 for
+*       the single-variable model. Note that the model object pointer passed must also
+*       agree with the value passed to 'ndim'.
+* - ntry
+*       When using any of 'prob_pick_by_gain_pl', 'prob_pick_by_gain_avg', 'prob_pick_by_full_gain', 'prob_pick_by_dens', how many variables (with 'ndim=1')
+*       or linear combinations (with 'ndim>1') to try for determining the best one according to gain.
+*       Recommended value in reference [4] is 10 (with 'prob_pick_by_gain_avg', for outlier detection), while the
+*       recommended value in reference [11] is 1 (with 'prob_pick_by_gain_pl', for outlier detection), and the
+*       recommended value in reference [9] is 10 to 20 (with 'prob_pick_by_gain_pl', for missing value imputations).
+* - coef_type
+*       For the extended model, whether to sample random coefficients according to a normal distribution ~ N(0, 1)
+*       (as proposed in [4]) or according to a uniform distribution ~ Unif(-1, +1) as proposed in [3]. Ignored for the
+*       single-variable model.
+* - sample_weights[nrows]
+*       Weights for the rows when building a tree, either as sampling importances when using
+*       sub-samples for each tree (i.e. passing weight '2' makes a row twice as likely to be included
+*       in a random sub-sample), or as density measurement (i.e. passing weight '2' is the same as if
+*       the row appeared twice, thus it's less of an outlier) - how this is taken is determined
+*       through parameter 'weight_as_sample'.
+*       Pass NULL if the rows all have uniform weights.
+* - with_replacement
+*       Whether to sample rows with replacement or not (not recommended). Note that distance calculations,
+*       if desired, don't work well with duplicate rows.
+* - weight_as_sample
+*       If passing sample (row) weights when fitting the model, whether to consider those weights as row
+*       sampling weights (i.e. the higher the weights, the more likely the observation will end up included
+*       in each tree sub-sample), or as distribution density weights (i.e. putting a weight of two is the same
+*       as if the row appeared twice, thus higher weight makes it less of an outlier, but does not give it a
+*       higher chance of being sampled if the data uses sub-sampling).
+* - nrows
+*       Number of rows in 'numeric_data', 'Xc', 'categ_data'.
+* - sample_size
+*       Sample size of the data sub-samples with which each binary tree will be built. When a terminal node has more than
+*       1 observation, the remaining isolation depth for them is estimated assuming the data and splits are both uniformly
+*       random (separation depth follows a similar process with expected value calculated as in [6]). If passing zero,
+*       will set it to 'nrows'. Recommended value in [1], [2], [3] is 256, while the default value in the author's code
+*       in [5] is 'nrows' here.
+* - ntrees
+*       Number of binary trees to build for the model. Recommended value in [1] is 100, while the default value in the
+*       author's code in [5] is 10.
+* - max_depth
+*       Maximum depth of the binary trees to grow. Will get overwritten if passing 'limit_depth' = 'true'.
+*       Models that use 'prob_pick_by_gain_pl' or 'prob_pick_by_gain_avg' are likely to benefit from
+*       deeper trees (larger 'max_depth'), but deeper trees can result in much slower model fitting and
+*       predictions.
+*       Note that models that use 'prob_pick_by_gain_pl' or 'prob_pick_by_gain_avg' are likely to benefit from
+*       deeper trees (larger 'max_depth'), but deeper trees can result in much slower model fitting and
+*       predictions.
+*       If using pooled gain, one might want to substitute 'max_depth' with 'min_gain'.
+* - ncols_per_tree
+*       Number of columns to use (have as potential candidates for splitting at each iteration) in each tree,
+*       similar to the 'mtry' parameter of random forests.
+*       In general, this is only relevant when using non-random splits and/or weighted column choices.
+*       If passing zero, will use the full number of available columns.
+*       Recommended value: 0.
+* - limit_depth
+*       Whether to automatically set the maximum depth to the corresponding depth of a balanced binary tree with number of
+*       terminal nodes corresponding to the sub-sample size (the reason being that, if trying to detect outliers, an outlier
+*       will only be so if it turns out to be isolated with shorter average depth than usual, which corresponds to a balanced
+*       tree depth). Default setting for [1], [2], [3], [4] is 'true', but it's recommended to pass 'false' here
+*       and higher values for 'max_depth' if using the model for purposes other than outlier detection.
+*       Note that, if passing 'limit_depth=true', then 'max_depth' is ignored.
+* - penalize_range
+*       Whether to penalize (add -1 to the terminal depth) observations at prediction time that have a value
+*       of the chosen split variable (linear combination in extended model) that falls outside of a pre-determined
+*       reasonable range in the data being split (given by 2 * range in data and centered around the split point),
+*       as proposed in [4] and implemented in the authors' original code in [5]. Not used in single-variable model
+*       when splitting by categorical variables. Note that this can make a very large difference in the results
+*       when using 'prob_pick_by_gain_pl'.
+*       This option is not supported when using density-based outlier scoring metrics.
+* - standardize_data
+*       Whether to standardize the features at each node before creating a linear combination of them as suggested
+*       in [4]. This is ignored when using 'ndim=1'.
+* - scoring_metric
+*       Metric to use for determining outlier scores (see reference [13]).
+*       If passing 'Depth', will use isolation depth as proposed in reference [1]. This is typically the safest choice
+*       and plays well with all model types offered by this library.
+*       If passing 'Density', will set scores for each terminal node as the ratio between the fraction of points in the sub-sample
+*       that end up in that node and the fraction of the volume in the feature space which defines
+*       the node according to the splits that lead to it.
+*       If using 'ndim=1', for categorical variables, 'Density' is defined in terms
+*       of number of categories that go towards each side of the split divided by number of categories
+*       in the observations that reached that node.
+*       The standardized outlier score from 'Density' for a given observation is calculated as the
+*       negative of the logarithm of the geometric mean from the per-tree densities, which unlike
+*       the standardized score produced from 'Depth', is unbounded, but just like the standardized
+*       score form 'Depth', has a natural threshold for definining outlierness, which in this case
+*       is zero is instead of 0.5. The non-standardized outlier score for 'Density' is calculated as the
+*       geometric mean, while the per-tree scores are calculated as the density values.
+*       'Density' might lead to better predictions when using 'ndim=1', particularly in the presence
+*       of categorical variables. Note however that using 'Density' requires more trees for convergence
+*       of scores (i.e. good results) compared to isolation-based metrics.
+*       'Density' is incompatible with 'penalize_range=true'.
+*       If passing 'AdjDepth', will use an adjusted isolation depth that takes into account the number of points that
+*       go to each side of a given split vs. the fraction of the range of that feature that each
+*       side of the split occupies, by a metric as follows: 'd = 2/ (1 + 1/(2*p))'
+*       where 'p' is defined as 'p = (n_s / n_t) / (r_s / r_t)
+*       with 'n_t' being the number of points that reach a given node, 'n_s' the
+*       number of points that are sent to a given side of the split/branch at that node,
+*       'r_t' being the range (maximum minus minimum) of the splitting feature or
+*       linear combination among the points that reached the node, and 'r_s' being the
+*       range of the same feature or linear combination among the points that are sent to this
+*       same side of the split/branch. This makes each split add a number between zero and two
+*       to the isolation depth, with this number's probabilistic distribution being centered
+*       around 1 and thus the expected isolation depth remaing the same as in the original
+*       'Depth' metric, but having more variability around the extremes.
+*       Scores (standardized, non-standardized, per-tree) for 'AdjDepth' are aggregated in the same way
+*       as for 'Depth'.
+*       'AdjDepth' might lead to better predictions when using 'ndim=1', particularly in the prescence
+*       of categorical variables and for smaller datasets, and for smaller datasets, might make
+*       sense to combine it with 'penalize_range=true'.
+*       If passing 'AdjDensity', will use the same metric from 'AdjDepth', but applied multiplicatively instead
+*       of additively. The expected value for 'AdjDepth' is not strictly the same
+*       as for isolation, but using the expected isolation depth as standardizing criterion
+*       tends to produce similar standardized score distributions (centered around 0.5).
+*       Scores (standardized, non-standardized, per-tree) from 'AdjDensity' are aggregated in the same way
+*       as for 'Depth'.
+*       'AdjDepth' is incompatible with 'penalize_range=true'.
+*       If passing 'BoxedRatio', will set the scores for each terminal node as the ratio between the volume of the boxed
+*       feature space for the node as defined by the smallest and largest values from the split
+*       conditions for each column (bounded by the variable ranges in the sample) and the
+*       variable ranges in the tree sample.
+*       If using 'ndim=1', for categorical variables 'BoxedRatio' is defined in terms of number of categories.
+*       If using 'ndim=>1', 'BoxedRatio' is defined in terms of the maximum achievable value for the
+*       splitting linear combination determined from the minimum and maximum values for each
+*       variable among the points in the sample, and as such, it has a rather different meaning
+*       compared to the score obtained with 'ndim=1' - 'BoxedRatio' scores with 'ndim>1'
+*       typically provide very poor quality results and this metric is thus not recommended to
+*       use in the extended model. With 'ndim>1', 'BoxedRatio' also has a tendency of producing too small
+*       values which round to zero.
+*       The standardized outlier score from 'BoxedRatio' for a given observation is calculated
+*       simply as the the average from the per-tree boxed ratios. 'BoxedRatio' metric
+*       has a lower bound of zero and a theorical upper bound of one, but in practice the scores
+*       tend to be very small numbers close to zero, and its distribution across
+*       different datasets is rather unpredictable. In order to keep rankings comparable with
+*       the rest of the metrics, the non-standardized outlier scores for 'BoxedRatio' are calculated as the
+*       negative of the average instead. The per-tree 'BoxedRatio' scores are calculated as the ratios.
+*       'BoxedRatio' can be calculated in a fast-but-not-so-precise way, and in a low-but-precise
+*       way, which is controlled by parameter 'fast_bratio'. Usually, both should give the
+*       same results, but in some fatasets, the fast way can lead to numerical inaccuracies
+*       due to roundoffs very close to zero.
+*       'BoxedRatio' might lead to better predictions in datasets with many rows when using 'ndim=1'
+*       and a relatively small 'sample_size'. Note that more trees are required for convergence
+*       of scores when using 'BoxedRatio'. In some datasets, 'BoxedRatio' metric might result in very bad
+*       predictions, to the point that taking its inverse produces a much better ranking of outliers.
+*       'BoxedRatio' option is incompatible with 'penalize_range'.
+*       If passing 'BoxedDensity2', will set the score as the ratio between the fraction of points within the sample that
+*       end up in a given terminal node and the 'BoxedRatio' metric.
+*       Aggregation of scores (standardized, non-standardized, per-tree) for 'BoxedDensity2' is done in the same
+*       way as for 'Density', and it also has a natural threshold at zero for determining
+*       outliers and inliers.
+*       'BoxedDensity2' is typically usable with 'ndim>1', but tends to produce much bigger values
+*       compared to 'ndim=1'.
+*       Albeit unintuitively, in many datasets, one can usually get better results with metric
+*       'BoxedDensity' instead.
+*       The calculation of 'BoxedDensity2' is also controlled by 'fast_bratio'.
+*       'BoxedDensity2' incompatible with 'penalize_range'.
+*       If passing 'BoxedDensity', will set the score as the ratio between the fraction of points within the sample that
+*       end up in a  given terminal node and the ratio between the boxed volume of the feature
+*       space in the sample and the boxed volume of a node given by the split conditions (inverse
+*       as in 'BoxedDensity2'). This metric does not have any theoretical or intuitive
+*       justification behind its existence, and it is perhaps ilogical to use it as a
+*       scoring metric, but tends to produce good results in some datasets.
+*       The standardized outlier scores for 'BoxedDensity' are defined as the negative of the geometric mean,
+*       while the non-standardized scores are the geometric mean, and the per-tree scores are simply the 'density' values.
+*       The calculation of 'BoxedDensity' is also controlled by 'fast_bratio'.
+*       'BoxedDensity' option is incompatible with 'penalize_range'.
+* - fast_bratio
+*       When using "boxed" metrics for scoring, whether to calculate them in a fast way through
+*       cumulative sum of logarithms of ratios after each split, or in a slower way as sum of
+*       logarithms of a single ratio per column for each terminal node.
+*       Usually, both methods should give the same results, but in some datasets, particularly
+*       when variables have too small or too large ranges, the first method can be prone to
+*       numerical inaccuracies due to roundoff close to zero.
+*       Note that this does not affect calculations for models with 'ndim>1', since given the
+*       split types, the calculation for them is different.
+* - standardize_dist
+*       If passing 'tmat' (see documentation for it), whether to standardize the resulting average separation
+*       depths in order to produce a distance metric or not, in the same way this is done for the outlier score.
+* - tmat[nrows * (nrows - 1) / 2]
+*       Array in which to calculate average separation depths or standardized distance metric (see documentation
+*       for 'standardize_dist') as the model is being fit. Pass NULL to avoid doing these calculations alongside
+*       the regular model process. If passing this output argument, the sample size must be the same as the number
+*       of rows, and there cannot be sample weights. If not NULL, must already be initialized to zeros. 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'.
+* - output_depths[nrows]
+*       Array in which to calculate average path depths or standardized outlierness metric (see documentation
+*       for 'standardize_depth') as the model is being fit. Pass NULL to avoid doing these calculations alongside
+*       the regular model process. If passing this output argument, the sample size must be the same as the number
+*       of rows. If not NULL, must already be initialized to zeros.
+* - standardize_depth
+*       If passing 'output_depths', whether to standardize the results as proposed in [1], in order to obtain
+*       a metric in which the more outlier is an observation, the closer this standardized metric will be to 1,
+*       with average observations obtaining 0.5. If passing 'false' here, the numbers in 'output_depths' will be
+*       the average depth of each row across all trees.
+* - col_weights[ncols_numeric + ncols_categ]
+*       Sampling weights for each column, assuming all the numeric columns come before the categorical columns.
+*       Ignored when picking columns by deterministic criterion.
+*       If passing NULL, each column will have a uniform weight. If used along with kurtosis weights, the
+*       effect is multiplicative.
+* - weigh_by_kurt
+*       Whether to weigh each column according to the kurtosis obtained in the sub-sample that is selected
+*       for each tree as briefly proposed in [1]. Note that this is only done at the beginning of each tree
+*       sample. For categorical columns, will calculate expected kurtosis if the column were converted to
+*       numerical by assigning to each category a random number ~ Unif(0, 1).
+*       This is intended as a cheap feature selector, while the parameter 'prob_pick_col_by_kurt'
+*       provides the option to do this at each node in the tree for a different overall type of model.
+*       If passing column weights or weighted column choices ('prob_pick_col_by_range', 'prob_pick_col_by_var'),
+*       the effect will be multiplicative. This option is not compatible with 'prob_pick_col_by_kurt'.
+*       If passing 'missing_action=fail' and the data has infinite values, columns with rows
+*       having infinite values will get a weight of zero. If passing a different value for missing
+*       action, infinite values will be ignored in the kurtosis calculation.
+*       If using 'missing_action=Impute', the calculation of kurtosis will not use imputed values
+*       in order not to favor columns with missing values (which would increase kurtosis by all having
+*       the same central value).
+* - prob_pick_by_gain_pl
+*       This parameter indicates the probability of choosing the threshold on which to split a variable
+*       (with 'ndim=1') or a linear combination of variables (when using 'ndim>1') as the threshold
+*       that maximizes a pooled standard deviation gain criterion (see references [9] and [11]) on the
+*       same variable or linear combination, similarly to regression trees such as CART.
+*       If using 'ntry>1', will try several variables or linear combinations thereof and choose the one
+*       in which the largest standardized gain can be achieved.
+*       For categorical variables with 'ndim=1', will use shannon entropy instead (like in [7]).
+*       Compared to a simple averaged gain, this tends to result in more evenly-divided splits and more clustered
+*       groups when they are smaller. Recommended to pass higher values when used for imputation of missing values.
+*       When used for outlier detection, datasets with multimodal distributions usually see better performance
+*       under this type of splits.
+*       Note that, since this makes the trees more even and thus it takes more steps to produce isolated nodes,
+*       the resulting object will be heavier. When splits are not made according to any of 'prob_pick_by_gain_avg',
+*       'prob_pick_by_gain_pl', 'prob_pick_by_full_gain', 'prob_pick_by_dens', both the column and the split point are decided at random.
+*       Note that, if passing value 1 (100%) with no sub-sampling and using the single-variable model,
+*       every single tree will have the exact same splits.
+*       Be aware that 'penalize_range' can also have a large impact when using 'prob_pick_by_gain_pl'.
+*       Be aware also that, if passing a value of 1 (100%) with no sub-sampling and using the single-variable
+*       model, every single tree will have the exact same splits.
+*       Under this option, models are likely to produce better results when increasing 'max_depth'.
+*       Alternatively, one can also control the depth through 'min_gain' (for which one might want to
+*       set 'max_depth=0').
+*       Important detail: if using any of 'prob_pick_by_gain_avg', 'prob_pick_by_gain_pl', 'prob_pick_by_full_gain',
+*       'prob_pick_by_dens', the distribution of outlier scores is unlikely to be centered around 0.5.
+* - prob_pick_by_gain_avg
+*       This parameter indicates the probability of choosing the threshold on which to split a variable
+*       (with 'ndim=1') or a linear combination of variables (when using 'ndim>1') as the threshold
+*       that maximizes an averaged standard deviation gain criterion (see references [4] and [11]) on the
+*       same variable or linear combination.
+*       If using 'ntry>1', will try several variables or linear combinations thereof and choose the one
+*       in which the largest standardized gain can be achieved.
+*       For categorical variables with 'ndim=1', will take the expected standard deviation that would be
+*       gotten if the column were converted to numerical by assigning to each category a random
+*       number ~ Unif(0, 1) and calculate gain with those assumed standard deviations.
+*       Compared to a pooled gain, this tends to result in more cases in which a single observation or very
+*       few of them are put into one branch. Typically, datasets with outliers defined by extreme values in
+*       some column more or less independently of the rest, usually see better performance under this type
+*       of split. Recommended to use sub-samples (parameter 'sample_size') when
+*       passing this parameter. Note that, since this will create isolated nodes faster, the resulting object
+*       will be lighter (use less memory).
+*       When splits are not made according to any of 'prob_pick_by_gain_avg', 'prob_pick_by_gain_pl',
+*       'prob_pick_by_full_gain', 'prob_pick_by_dens', both the column and the split point are decided at random.
+*       Default setting for [1], [2], [3] is zero, and default for [4] is 1.
+*       This is the randomization parameter that can be passed to the author's original code in [5],
+*       but note that the code in [5] suffers from a mathematical error in the calculation of running standard deviations,
+*       so the results from it might not match with this library's.
+*       Be aware that, if passing a value of 1 (100%) with no sub-sampling and using the single-variable model,
+*       every single tree will have the exact same splits.
+*       Under this option, models are likely to produce better results when increasing 'max_depth'.
+*       Important detail: if using any of 'prob_pick_by_gain_avg', 'prob_pick_by_gain_pl',
+*       'prob_pick_by_full_gain', 'prob_pick_by_dens', the distribution of outlier scores is unlikely to be centered around 0.5.
+* - prob_pick_by_full_gain
+*       This parameter indicates the probability of choosing the threshold on which to split a variable
+*       (with 'ndim=1') or a linear combination of variables (when using 'ndim>1') as the threshold
+*       that minimizes the pooled sums of variances of all columns (or a subset of them if using
+*       'ncols_per_tree').
+*       In general, 'prob_pick_by_full_gain' is much slower to evaluate than the other gain types, and does not tend to
+*       lead to better results. When using 'prob_pick_by_full_gain', one might want to use a different scoring
+*       metric (particulatly 'Density', 'BoxedDensity2' or 'BoxedRatio'). Note that
+*       the variance calculations are all done through the (exact) sorted-indices approach, while is much
+*       slower than the (approximate) histogram approach used by other decision tree software.
+*       Be aware that the data is not standardized in any way for the range calculations, thus the scales
+*       of features will make a large difference under 'prob_pick_by_full_gain', which might not make it suitable for
+*       all types of data.
+*       'prob_pick_by_full_gain' is not compatible with categorical data, and 'min_gain' does not apply to it.
+*       When splits are not made according to any of 'prob_pick_by_gain_avg', 'prob_pick_by_gain_pl',
+*       'prob_pick_by_full_gain', 'prob_pick_by_dens', both the column and the split point are decided at random.
+*       Default setting for [1], [2], [3], [4] is zero.
+* - prob_pick_dens
+*       This parameter indicates the probability of choosing the threshold on which to split a variable
+*       (with 'ndim=1') or a linear combination of variables (when using 'ndim>1') as the threshold
+*       that maximizes the pooled densities of the branch distributions.
+*       The 'min_gain' option does not apply to this type of splits.
+*       When splits are not made according to any of 'prob_pick_by_gain_avg', 'prob_pick_by_gain_pl',
+*       'prob_pick_by_full_gain', 'prob_pick_by_dens', both the column and the split point are decided at random.
+*       Default setting for [1], [2], [3], [4] is zero.
+* - prob_pick_col_by_range
+*       When using 'ndim=1', this denotes the probability of choosing the column to split with a probability
+*       proportional to the range spanned by each column within a node as proposed in reference [12].
+*       When using 'ndim>1', this denotes the probability of choosing columns to create a hyperplane with a
+*       probability proportional to the range spanned by each column within a node.
+*       This option is not compatible with categorical data. If passing column weights, the
+*       effect will be multiplicative.
+*       Be aware that the data is not standardized in any way for the range calculations, thus the scales
+*       of features will make a large difference under this option, which might not make it suitable for
+*       all types of data.
+*       Note that the proposed RRCF model from [12] uses a different scoring metric for producing anomaly
+*       scores, while this library uses isolation depth regardless of how columns are chosen, thus results
+*       are likely to be different from those of other software implementations. Nevertheless, as explored
+*       in [11], isolation depth as a scoring metric typically provides better results than the
+*       "co-displacement" metric from [12] under these split types.
+* - prob_pick_col_by_var
+*       When using 'ndim=1', this denotes the probability of choosing the column to split with a probability
+*       proportional to the variance of each column within a node.
+*       When using 'ndim>1', this denotes the probability of choosing columns to create a hyperplane with a
+*       probability proportional to the variance of each column within a node.
+*       For categorical data, it will calculate the expected variance if the column were converted to
+*       numerical by assigning to each category a random number ~ Unif(0, 1), which depending on the number of
+*       categories and their distribution, produces numbers typically a bit smaller than standardized numerical
+*       variables.
+*       Note that when using sparse matrices, the calculation of variance will rely on a procedure that
+*       uses sums of squares, which has less numerical precision than the
+*       calculation used for dense inputs, and as such, the results might differ slightly.
+*       Be aware that this calculated variance is not standardized in any way, so the scales of
+*       features will make a large difference under this option.
+*       If there are infinite values, all columns having infinite values will be treated as having the
+*       same weight, and will be chosen before every other column with non-infinite values.
+*       If passing column weights , the effect will be multiplicative.
+*       If passing a 'missing_action' different than 'fail', infinite values will be ignored for the
+*       variance calculation. Otherwise, all columns with infinite values will have the same probability
+*       and will be chosen before columns with non-infinite values.
+* - prob_pick_col_by_kurt
+*       When using 'ndim=1', this denotes the probability of choosing the column to split with a probability
+*       proportional to the kurtosis of each column **within a node** (unlike the option 'weigh_by_kurtosis'
+*       which calculates this metric only at the root).
+*       When using 'ndim>1', this denotes the probability of choosing columns to create a hyperplane with a
+*       probability proportional to the kurtosis of each column within a node.
+*       For categorical data, it will calculate the expected kurtosis if the column were converted to
+*       numerical by assigning to each category a random number ~ Unif(0, 1).
+*       Note that when using sparse matrices, the calculation of kurtosis will rely on a procedure that
+*       uses sums of squares and higher-power numbers, which has less numerical precision than the
+*       calculation used for dense inputs, and as such, the results might differ slightly.
+*       If passing column weights, the effect will be multiplicative. This option is not compatible
+*       with 'weigh_by_kurtosis'.
+*       If passing a 'missing_action' different than 'fail', infinite values will be ignored for the
+*       variance calculation. Otherwise, all columns with infinite values will have the same probability
+*       and will be chosen before columns with non-infinite values.
+*       If using 'missing_action=Impute', the calculation of kurtosis will not use imputed values
+*       in order not to favor columns with missing values (which would increase kurtosis by all having
+*       the same central value).
+*       Be aware that kurtosis can be a rather slow metric to calculate.
+* - min_gain
+*       Minimum gain that a split threshold needs to produce in order to proceed with a split.
+*       Only used when the splits are decided by a variance gain criterion ('prob_pick_by_gain_pl' or
+*       'prob_pick_by_gain_avg', but not 'prob_pick_by_full_gain' nor 'prob_pick_by_dens').
+*       If the highest possible gain in the evaluated splits at a node is below this  threshold,
+*       that node becomes a terminal node.
+*       This can be used as a more sophisticated depth control when using pooled gain (note that 'max_depth'
+*       still applies on top of this heuristic).
+* - missing_action
+*       How to handle missing data at both fitting and prediction time. Options are a) 'Divide' (for the single-variable
+*       model only, recommended), which will follow both branches and combine the result with the weight given by the fraction of
+*       the data that went to each branch when fitting the model, b) 'Impute', which will assign observations to the
+*       branch with the most observations in the single-variable model (but imputed values will also be used for
+*       gain calculations), or fill in missing values with the median of each column of the sample from which the
+*       split was made in the extended model (recommended) (but note that the calculation of medians does not take 
+*       into account sample weights when using 'weights_as_sample_prob=false', and note that when using a gain
+*       criterion for splits with 'ndim=1', it will use the imputed values in the calculation), c) 'Fail' which will
+*       assume that there are no missing values and will trigger undefined behavior if it encounters any.
+*       In the extended model, infinite values will be treated as missing.
+*       Note that passing 'Fail' might crash the process if there turn out to be missing values, but will otherwise
+*       produce faster fitting and prediction times along with decreased model object sizes.
+*       Models from [1], [2], [3], [4] correspond to 'Fail' here.
+* - cat_split_type
+*       Whether to split categorical features by assigning sub-sets of them to each branch, or by assigning
+*       a single category to a branch and the rest to the other branch. For the extended model, whether to
+*       give each category a coefficient, or only one while the rest get zero.
+* - new_cat_action
+*       What to do after splitting a categorical feature when new data that reaches that split has categories that
+*       the sub-sample from which the split was done did not have. Options are a) "Weighted" (recommended), which
+*       in the single-variable model will follow both branches and combine the result with weight given by the fraction of the
+*       data that went to each branch when fitting the model, and in the extended model will assign
+*       them the median value for that column that was added to the linear combination of features (but note that
+*       this median calculation does not use sample weights when using 'weights_as_sample_prob=false'),
+*       b) "Smallest", which will assign all observations with unseen categories in the split to the branch that
+*       had fewer observations when fitting the model, c) "Random", which will assing a branch (coefficient in the
+*       extended model) at random for each category beforehand, even if no observations had that category when
+*       fitting the model. Ignored when passing 'cat_split_type' = 'SingleCateg'.
+* - all_perm
+*       When doing categorical variable splits by pooled gain with 'ndim=1' (regular model),
+*       whether to consider all possible permutations of variables to assign to each branch or not. If 'false',
+*       will sort the categories by their frequency and make a grouping in this sorted order. Note that the
+*       number of combinations evaluated (if 'true') is the factorial of the number of present categories in
+*       a given column (minus 2). For averaged gain, the best split is always to put the second most-frequent
+*       category in a separate branch, so not evaluating all  permutations (passing 'false') will make it
+*       possible to select other splits that respect the sorted frequency order.
+*       The total number of combinations must be a number that can fit into a 'size_t' variable - for x64-64
+*       systems, this means no column can have more than 20 different categories if using 'all_perm=true',
+*       but note that this is not checked within the function.
+*       Ignored when not using categorical variables or not doing splits by pooled gain or using 'ndim>1'.
+* - coef_by_prop
+*       In the extended model, whether to sort the randomly-generated coefficients for categories
+*       according to their relative frequency in the tree node. This might provide better results when using
+*       categorical variables with too many categories, but is not recommended, and not reflective of
+*       real "categorical-ness". Ignored for the regular model ('ndim=1') and/or when not using categorical
+*       variables.
+* - imputer (out)
+*       Pointer to already-allocated imputer object, which can be used to produce missing value imputations
+*       in new data. Pass NULL if no missing value imputations are required. Note that this is not related to
+*       'missing_action' as missing values inside the model are treated differently and follow their own imputation
+*       or division strategy.
+* - min_imp_obs
+*       Minimum number of observations with which an imputation value can be produced. Ignored if passing
+*       'build_imputer' = 'false'.
+* - depth_imp
+*       How to weight observations according to their depth when used for imputing missing values. Passing
+*       "Higher" will weigh observations higher the further down the tree (away from the root node) the
+*       terminal node is, while "lower" will do the opposite, and "Sane" will not modify the weights according
+*       to node depth in the tree. Implemented for testing purposes and not recommended to change
+*       from the default. Ignored when not passing 'impute_nodes'.
+* - weigh_imp_rows
+*       How to weight node sizes when used for imputing missing values. Passing "Inverse" will weigh
+*       a node inversely proportional to the number of observations that end up there, while "Proportional"
+*       will weight them heavier the more observations there are, and "Flat" will weigh all nodes the same
+*       in this regard regardless of how many observations end up there. Implemented for testing purposes
+*       and not recommended to change from the default. Ignored when not passing 'impute_nodes'.
+* - impute_at_fit
+*       Whether to impute missing values in the input data as the model is being built. If passing 'true',
+*       then 'sample_size' must be equal to 'nrows'. Values in the arrays passed to 'numeric_data',
+*       'categ_data', and 'Xc', will get overwritten with the imputations produced.
+* - random_seed
+*       Seed that will be used to generate random numbers used by the model.
+* - use_long_double
+*       Whether to use 'long double' (extended precision) type for more precise calculations about
+*       standard deviations, means, ratios, weights, gain, and other potential aggregates. This makes
+*       such calculations accurate to a larger number of decimals (provided that the compiler used has
+*       wider long doubles than doubles) and it is highly recommended to use when the input data has
+*       a number of rows or columns exceeding 2^53 (an unlikely scenario), and also highly recommended
+*       to use when the input data has problematic scales (e.g. numbers that differ from each other by
+*       something like 10^-100 or columns that include values like 10^100 and 10^-100 and still need to
+*       be sensitive to a difference of 10^-100), but will make the calculations slower, the more so in
+*       platforms in which 'long double' is a software-emulated type (e.g. Power8 platforms).
+*       Note that some platforms (most notably windows with the msvc compiler) do not make any difference
+*       between 'double' and 'long double'.
+* - 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.
+*       Be aware that most of the operations are bound by memory bandwidth, which means that
+*       adding more threads will not result in a linear speed-up. For some types of data
+*       (e.g. large sparse matrices with small sample sizes), adding more threads might result
+*       in only a very modest speed up (e.g. 1.5x faster with 4x more threads),
+*       even if all threads look fully utilized.
+*       Ignored when not building with OpenMP support.
+* 
+* Returns
+* =======
+* Will return macro 'EXIT_SUCCESS' (typically =0) upon completion.
+* If the process receives an interrupt signal, will return instead
+* 'EXIT_FAILURE' (typically =1). If you do not have any way of determining
+* what these values correspond to, you can use the functions
+* 'return_EXIT_SUCESS' and 'return_EXIT_FAILURE', which will return them
+* as integers.
+*/
+ISOTREE_EXPORTED
+int fit_iforest(IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                real_t numeric_data[],  size_t ncols_numeric,
+                int    categ_data[],    size_t ncols_categ,    int ncat[],
+                real_t Xc[], sparse_ix Xc_ind[], sparse_ix Xc_indptr[],
+                size_t ndim, size_t ntry, CoefType coef_type, bool coef_by_prop,
+                real_t sample_weights[], bool with_replacement, bool weight_as_sample,
+                size_t nrows, size_t sample_size, size_t ntrees,
+                size_t max_depth,   size_t ncols_per_tree,
+                bool   limit_depth, bool penalize_range, bool standardize_data,
+                ScoringMetric scoring_metric, bool fast_bratio,
+                bool   standardize_dist, double tmat[],
+                double output_depths[], bool standardize_depth,
+                real_t col_weights[], bool weigh_by_kurt,
+                double prob_pick_by_gain_pl, double prob_pick_by_gain_avg,
+                double prob_pick_by_full_gain, double prob_pick_by_dens,
+                double prob_pick_col_by_range, double prob_pick_col_by_var,
+                double prob_pick_col_by_kurt,
+                double min_gain, MissingAction missing_action,
+                CategSplit cat_split_type, NewCategAction new_cat_action,
+                bool   all_perm, Imputer *imputer, size_t min_imp_obs,
+                UseDepthImp depth_imp, WeighImpRows weigh_imp_rows, bool impute_at_fit,
+                uint64_t random_seed, bool use_long_double, int nthreads);
+
+
+
+/* Add additional trees to already-fitted isolation forest model
+* 
+* Parameters
+* ==========
+* - model_outputs
+*       Pointer to fitted single-variable model object from function 'fit_iforest'. Pass NULL
+*       if the trees are are to be added to an extended model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'. Note that this function is not thread-safe,
+*       so it cannot be run in parallel for the same model object.
+* - model_outputs_ext
+*       Pointer to fitted extended model object from function 'fit_iforest'. Pass NULL
+*       if the trees are are to be added to an single-variable model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'. Note that this function is not thread-safe,
+*       so it cannot be run in parallel for the same model object.
+* - numeric_data[nrows * ncols_numeric]
+*       Pointer to numeric data to which to fit this additional tree. 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.).
+*       Pass NULL if there are no dense numeric columns.
+*       Can only pass one of 'numeric_data' or 'Xc' + 'Xc_ind' + 'Xc_indptr'.
+*       If the model from 'fit_iforest' was fit to numeric data, must pass numeric data with the same number
+*       of columns, either as dense or as sparse arrays.
+* - ncols_numeric
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - categ_data[nrows * ncols_categ]
+*       Pointer to categorical data to which to fit this additional tree. 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.).
+*       Pass NULL if there are no categorical columns. The encoding must be the same as was used
+*       in the data to which the model was fit.
+*       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 the model from 'fit_iforest' was fit to categorical data, must pass categorical data with the same number
+*       of columns and the same category encoding.
+* - ncols_categ
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - ncat[ncols_categ]
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). May contain new categories,
+*       but should keep the same encodings that were used for previous categories.
+* - 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.
+*       Must be in sorted order, otherwise results will be incorrect.
+*       Pass NULL if there are no sparse numeric columns.
+* - Xc_indptr[ncols_numeric + 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.
+* - ndim
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - ntry
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - coef_type
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - sample_weights
+*       Weights for the rows when adding this tree, either as sampling importances when using
+*       sub-samples for each tree (i.e. passing weight '2' makes a row twice as likely to be included
+*       in a random sub-sample), or as density measurement (i.e. passing weight '2' is the same as if
+*       the row appeared twice, thus it's less of an outlier) - how this is taken is determined
+*       through parameter 'weight_as_sample' that was passed to 'fit_iforest.
+*       Pass NULL if the rows all have uniform weights.
+* - nrows
+*       Number of rows in 'numeric_data', 'Xc', 'categ_data'.
+* - max_depth
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - ncols_per_tree
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - limit_depth
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - penalize_range
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - standardize_data
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - fast_bratio
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - col_weights
+*       Sampling weights for each column, assuming all the numeric columns come before the categorical columns.
+*       Ignored when picking columns by deterministic criterion.
+*       If passing NULL, each column will have a uniform weight. If used along with kurtosis weights, the
+*       effect is multiplicative.
+* - weigh_by_kurt
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - prob_pick_by_gain_pl
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - prob_pick_by_gain_avg
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - prob_pick_by_full_gain
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - prob_pick_by_dens
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - prob_pick_col_by_range
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - prob_pick_col_by_var
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - prob_pick_col_by_kurt
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - min_gain
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - missing_action
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - cat_split_type
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - new_cat_action
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - depth_imp
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - weigh_imp_rows
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Cannot be changed from
+*       what was originally passed to 'fit_iforest'.
+* - all_perm
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - coef_by_prop
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - imputer
+*       Pointer to already-allocated imputer object, as it was output from function 'fit_model' while
+*       producing either 'model_outputs' or 'model_outputs_ext'.
+*       Pass NULL if the model was built without imputer.
+* - min_imp_obs
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+* - indexer
+*       Indexer object associated to the model object ('model_outputs' or 'model_outputs_ext'), which will
+*       be updated with the new tree to add.
+*       If 'indexer' has reference points, these must be passed again here in order to index them.
+*       Pass NULL if the model has no associated indexer.
+* - ref_numeric_data[nref * ncols_numeric]
+*       Pointer to numeric data for reference points. May be ordered by rows
+*       (i.e. entries 1..n contain row 0, n+1..2n row 1, etc.) - a.k.a. row-major - or by
+*       columns (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.) - a.k.a. column-major
+*       (see parameter 'ref_is_col_major').
+*       Pass NULL if there are no dense numeric columns or no reference points.
+*       Can only pass one of 'ref_numeric_data' or 'ref_Xc' + 'ref_Xc_ind' + 'ref_Xc_indptr'.
+*       If 'indexer' is passed, it has reference points, and the data to which the model was fit had
+*       numeric columns, then numeric data for reference points must be passed (in either dense or sparse format).
+* - ref_categ_data[nref * ncols_categ]
+*       Pointer to categorical data for reference points. May be ordered by rows
+*       (i.e. entries 1..n contain row 0, n+1..2n row 1, etc.) - a.k.a. row-major - or by
+*       columns (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.) - a.k.a. column-major
+*       (see parameter 'ref_is_col_major').
+*       Pass NULL if there are no categorical columns or no reference points.
+*       If 'indexer' is passed, it has reference points, and the data to which the model was fit had
+*       categorical columns, then 'ref_categ_data' must be passed.
+* - ref_is_col_major
+*       Whether 'ref_numeric_data' and/or 'ref_categ_data' are in column-major order. If numeric data is
+*       passed in sparse format, categorical data must be passed in column-major format. If passing dense
+*       data, row-major format is preferred as it will be faster. If the data is passed in row-major format,
+*       must also pass 'ref_ld_numeric' and/or 'ref_ld_categ'.
+*       If both 'ref_numeric_data' and 'ref_categ_data' are passed, they must have the same orientation
+*       (row-major or column-major).
+* - ref_ld_numeric
+*       Leading dimension of the array 'ref_numeric_data', if it is passed in row-major format.
+*       Typically, this corresponds to the number of columns, but may be larger (the array will
+*       be accessed assuming that row 'n' starts at 'ref_numeric_data + n*ref_ld_numeric'). If passing
+*       'ref_numeric_data' in column-major order, this is ignored and will be assumed that the
+*       leading dimension corresponds to the number of rows. This is ignored when passing numeric
+*       data in sparse format.
+* - ref_ld_categ
+*       Leading dimension of the array 'ref_categ_data', if it is passed in row-major format.
+*       Typically, this corresponds to the number of columns, but may be larger (the array will
+*       be accessed assuming that row 'n' starts at 'ref_categ_data + n*ref_ld_categ'). If passing
+*       'ref_categ_data' in column-major order, this is ignored and will be assumed that the
+*       leading dimension corresponds to the number of rows.
+* - ref_Xc[ref_nnz]
+*       Pointer to numeric data for reference points in sparse numeric matrix in CSC format (column-compressed).
+*       Pass NULL if there are no sparse numeric columns for reference points or no reference points.
+*       Can only pass one of 'ref_numeric_data' or 'ref_Xc' + 'ref_Xc_ind' + 'ref_Xc_indptr'.
+* - ref_Xc_ind[ref_nnz]
+*       Pointer to row indices to which each non-zero entry in 'ref_Xc' corresponds.
+*       Must be in sorted order, otherwise results will be incorrect.
+*       Pass NULL if there are no sparse numeric columns in CSC format for reference points or no reference points.
+* - ref_Xc_indptr[ref_nnz]
+*       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 for reference points or no reference points.
+* - random_seed
+*       Seed that will be used to generate random numbers used by the model.
+* - use_long_double
+*       Same parameter as for 'fit_iforest' (see the documentation in there for details). Can be changed from
+*       what was originally passed to 'fit_iforest'.
+*/
+ISOTREE_EXPORTED
+int add_tree(IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+             real_t numeric_data[],  size_t ncols_numeric,
+             int    categ_data[],    size_t ncols_categ,    int ncat[],
+             real_t Xc[], sparse_ix Xc_ind[], sparse_ix Xc_indptr[],
+             size_t ndim, size_t ntry, CoefType coef_type, bool coef_by_prop,
+             real_t sample_weights[], size_t nrows,
+             size_t max_depth,     size_t ncols_per_tree,
+             bool   limit_depth,   bool penalize_range, bool standardize_data,
+             bool   fast_bratio,
+             real_t col_weights[], bool weigh_by_kurt,
+             double prob_pick_by_gain_pl, double prob_pick_by_gain_avg,
+             double prob_pick_by_full_gain, double prob_pick_by_dens,
+             double prob_pick_col_by_range, double prob_pick_col_by_var,
+             double prob_pick_col_by_kurt,
+             double min_gain, MissingAction missing_action,
+             CategSplit cat_split_type, NewCategAction new_cat_action,
+             UseDepthImp depth_imp, WeighImpRows weigh_imp_rows,
+             bool   all_perm, Imputer *imputer, size_t min_imp_obs,
+             TreesIndexer *indexer,
+             real_t ref_numeric_data[], int ref_categ_data[],
+             bool ref_is_col_major, size_t ref_ld_numeric, size_t ref_ld_categ,
+             real_t ref_Xc[], sparse_ix ref_Xc_ind[], sparse_ix ref_Xc_indptr[],
+             uint64_t random_seed, bool use_long_double);
+
+
+/* Predict outlier score, average depth, or terminal node numbers
+* 
+* Parameters
+* ==========
+* - numeric_data[nrows * ncols_numeric]
+*       Pointer to numeric data for which to make predictions. May be ordered by rows
+*       (i.e. entries 1..n contain row 0, n+1..2n row 1, etc.) - a.k.a. row-major - or by
+*       columns (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.) - a.k.a. column-major
+*       (see parameter 'is_col_major').
+*       Pass NULL if there are no dense numeric columns.
+*       Can only pass one of 'numeric_data', 'Xc' + 'Xc_ind' + 'Xc_indptr', 'Xr' + 'Xr_ind' + 'Xr_indptr'.
+* - categ_data[nrows * ncols_categ]
+*       Pointer to categorical data for which to make predictions. May be ordered by rows
+*       (i.e. entries 1..n contain row 0, n+1..2n row 1, etc.) - a.k.a. row-major - or by
+*       columns (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.) - a.k.a. column-major
+*       (see parameter 'is_col_major').
+*       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.
+* - is_col_major
+*       Whether 'numeric_data' and 'categ_data' come in column-major order, like the data to which the
+*       model was fit. If passing 'false', will assume they are in row-major order. Note that most of
+*       the functions in this library work only with column-major order, but here both are suitable
+*       and row-major is preferred. Both arrays must have the same orientation (row/column major).
+*       If there is numeric sparse data in combination with categorical dense data and there are many
+*       rows, it is recommended to pass the categorical data in column major order, as it will take
+*       a faster route.
+*       If passing 'is_col_major=true', must also provide 'ld_numeric' and/or 'ld_categ'.
+* - ld_numeric
+*       Leading dimension of the array 'numeric_data', if it is passed in row-major format.
+*       Typically, this corresponds to the number of columns, but may be larger (the array will
+*       be accessed assuming that row 'n' starts at 'numeric_data + n*ld_numeric'). If passing
+*       'numeric_data' in column-major order, this is ignored and will be assumed that the
+*       leading dimension corresponds to the number of rows. This is ignored when passing numeric
+*       data in sparse format.
+* - ld_categ
+*       Leading dimension of the array 'categ_data', if it is passed in row-major format.
+*       Typically, this corresponds to the number of columns, but may be larger (the array will
+*       be accessed assuming that row 'n' starts at 'categ_data + n*ld_categ'). If passing
+*       'categ_data' in column-major order, this is ignored and will be assumed that the
+*       leading dimension corresponds to the number of rows.
+* - 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', 'Xc' + 'Xc_ind' + 'Xc_indptr', 'Xr' + 'Xr_ind' + 'Xr_indptr'.
+* - Xc_ind[nnz]
+*       Pointer to row indices to which each non-zero entry in 'Xc' corresponds.
+*       Must be in sorted order, otherwise results will be incorrect.
+*       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.
+* - Xr[nnz]
+*       Pointer to numeric data in sparse numeric matrix in CSR format (row-compressed).
+*       Pass NULL if there are no sparse numeric columns.
+*       Can only pass one of 'numeric_data', 'Xc' + 'Xc_ind' + 'Xc_indptr', 'Xr' + 'Xr_ind' + 'Xr_indptr'. 
+* - Xr_ind[nnz]
+*       Pointer to column indices to which each non-zero entry in 'Xr' corresponds.
+*       Must be in sorted order, otherwise results will be incorrect.
+*       Pass NULL if there are no sparse numeric columns in CSR format.
+* - Xr_indptr[nrows + 1]
+*       Pointer to row index pointers that tell at entry [row] where does row 'row'
+*       start and at entry [row + 1] where does row 'row' end.
+*       Pass NULL if there are no sparse numeric columns in CSR format.
+* - 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.
+* - standardize
+*       Whether to standardize the average depths for each row according to their relative magnitude
+*       compared to the expected average, in order to obtain an outlier score. If passing 'false',
+*       will output the average depth instead.
+*       Ignored when not passing 'output_depths'.
+* - model_outputs
+*       Pointer to fitted single-variable model object from function 'fit_iforest'. Pass NULL
+*       if the predictions 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 predictions are to be made from a single-variable model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'.
+* - output_depths[nrows] (out)
+*       Pointer to array where the output average depths or outlier scores will be written into
+*       (the return type is controlled according to parameter 'standardize').
+*       Should always be passed when calling this function (it is not optional).
+* - tree_num[nrows * ntrees] (out)
+*       Pointer to array where the output terminal node numbers will be written into.
+*       Note that the mapping between tree node and terminal tree node is not stored in
+*       the model object for efficiency reasons, so this mapping will be determined on-the-fly
+*       when passing this parameter, and as such, there will be some overhead regardless of
+*       the actual number of rows. Output will be in column-major order ([nrows, ntrees]).
+*       This will not be calculable when using 'ndim==1' alongside with either
+*       'missing_action==Divide' or 'new_categ_action=Weighted'.
+*       Pass NULL if this type of output is not needed.
+* - per_tree_depths[nrows * ntrees] (out)
+*       Pointer to array where to output per-tree depths or expected depths for each row.
+*       Note that these will not include range penalities ('penalize_range=true').
+*       Output will be in row-major order ([nrows, ntrees]).
+*       This will not be calculable when using 'ndim==1' alongside with either
+*       'missing_action==Divide' or 'new_categ_action=Weighted'.
+*       Pass NULL if this type of output is not needed.
+* - indexer
+*       Pointer to associated tree indexer for the model being used, if it was constructed,
+*       which can be used to speed up tree numbers/indices predictions.
+*       This is ignored when not passing 'tree_num'.
+*       Pass NULL if the indexer has not been constructed.
+*/
+ISOTREE_EXPORTED
+void predict_iforest(real_t numeric_data[], int categ_data[],
+                     bool is_col_major, size_t ld_numeric, size_t ld_categ,
+                     real_t Xc[], sparse_ix Xc_ind[], sparse_ix Xc_indptr[],
+                     real_t Xr[], sparse_ix Xr_ind[], sparse_ix Xr_indptr[],
+                     size_t nrows, int nthreads, bool standardize,
+                     IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                     double output_depths[],   sparse_ix tree_num[],
+                     double per_tree_depths[],
+                     TreesIndexer *indexer);
+
+
+
+/* Get the number of nodes present in a given model, per tree
+* 
+* Parameters
+* ==========
+* - model_outputs
+*       Pointer to fitted single-variable model object from function 'fit_iforest'.
+* - model_outputs_ext
+*       Pointer to fitted extended model object from function 'fit_iforest'.
+* - n_nodes[ntrees] (out)
+*       Number of nodes in tree of the model, including non-terminal nodes.
+* - n_terminal[ntrees] (out)
+*       Number of terminal nodes in each tree of the model.
+* - nthreads
+*       Number of parallel threads to use.
+*/
+ISOTREE_EXPORTED void get_num_nodes(IsoForest &model_outputs, sparse_ix *n_nodes, sparse_ix *n_terminal, int nthreads) noexcept;
+ISOTREE_EXPORTED void get_num_nodes(ExtIsoForest &model_outputs, sparse_ix *n_nodes, sparse_ix *n_terminal, int nthreads) noexcept;
+
+
+
+/* Calculate distance or similarity or kernel/proximity between data points
+* 
+* Parameters
+* ==========
+* - numeric_data[nrows * ncols_numeric]
+*       Pointer to numeric data for which to make calculations. If not using 'indexer', 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.), while if using 'indexer', may be passed in either
+*       row-major or column-major format (with row-major being faster).
+*       If categorical data is passed, must be in the same storage order (row-major / column-major)
+*       as numerical data (whether dense or sparse).
+*       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. If not using 'indexer', 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.), while if using 'indexer', may be passed in either
+*       row-major or column-major format (with row-major being faster).
+*       If numerical data is passed, must be in the same storage order (row-major / column-major)
+*       as categorical data (whether the numerical data is dense or sparse).
+*       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.
+*       Pass NULL if there are no categorical columns.
+*       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),
+*       or optionally in CSR format (row-compressed) if using 'indexer' and passing 'is_col_major=false'
+*       (not recommended as the calculations will be slower if sparse data is passed as CSR).
+*       If categorical data is passed, must be in the same storage order (row-major or CSR / column-major or CSC)
+*       as numerical data (whether dense or sparse).
+*       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
+*       (column indices if 'Xc' is in CSR format).
+*       Must be in sorted order, otherwise results will be incorrect.
+*       Pass NULL if there are no sparse numeric columns in CSC or CSR 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
+*       (row index pointers if 'Xc' is passed in CSR format).
+*       Pass NULL if there are no sparse numeric columns in CSC or CSR 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', 'categ_data'.
+* - use_long_double
+*       Whether to use 'long double' (extended precision) type for the calculations. This makes them
+*       more accurate (provided that the compiler used has wider long doubles than doubles), but
+*       slower - especially in platforms in which 'long double' is a software-emulated type (e.g.
+*       Power8 platforms).
+* - 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 (with one exception being kernel calculations
+*       with respect to reference points in an idexer). 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.
+*       This was added for experimentation purposes only and it's not recommended to pass 'false'.
+*       Note that when calculating distances using 'indexer', there
+*       might be slight discrepancies between the numbers produced with or without the indexer due to what
+*       are considered "additional" observations in this calculation.
+*       This is ignored when passing 'as_kernel=true'.
+* - 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.
+*       If passing 'as_kernel=true', this indicates whether to output a fraction (if 'true') or
+*       the raw number of matching trees (if 'false').
+* - as_kernel
+*       Whether to calculate the "similarities" as isolation kernel or proximity matrix, which counts
+*       the proportion of trees in which two observations end up in the same terminal node. This is
+*       typically much faster than separation-based distance, but is typically not as good quality.
+*       Note that, for kernel calculations, the indexer is only used if it has reference points stored on it.
+* - 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 or kernels 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 or kernels 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 'tmat' 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..nrows2 contain the first row from nrows1).
+*       Must be already initialized to zeros.
+*       If passing 'use_indexed_references=true' plus an indexer object with reference points, this
+*       array should have dimension [nrows, n_references].
+*       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 or when 'use_indexed_references=true' plus an indexer with
+*       references are passed.
+* - use_indexed_references
+*       Whether to calculate distances with respect to reference points stored in the indexer
+*       object, if it has any. This is only supported with 'assume_full_distr=true' or with 'as_kernel=true'.
+*       If passing 'use_indexed_references=true', then 'tmat' must be NULL, and 'rmat' must
+*       be of dimension [nrows, n_references].
+* - indexer
+*       Pointer to associated tree indexer for the model being used, if it was constructed,
+*       which can be used to speed up distance calculations, assuming that it was built with
+*       option 'with_distances=true'. If it does not contain node distances, it will not be used.
+*       Pass NULL if the indexer has not been constructed or was constructed with 'with_distances=false'.
+*       If it contains reference points and passing 'use_indexed_references=true', distances will be
+*       calculated between between the input data passed here and the reference points stored in this object.
+*       If passing 'as_kernel=true', the indexer can only be used for calculating kernels with respect to
+*       reference points in the indexer, otherwise it will not be used (which also means that the data must be
+*       passed in column-major order for all kernel calculations that are not with respect to reference points
+*       from an indexer).
+* - is_col_major
+*       Whether the data comes in column-major order. If using 'indexer', predictions are also possible
+*       (and are even faster for the case of dense-only data) if passing the data in row-major format.
+*       Without 'indexer' (and with 'as_kernel=true' but without reference points in the idnexer), data
+*       may only be passed in column-major format.
+*       If there is sparse numeric data, it is highly suggested to pass it in CSC/column-major format.
+* - ld_numeric
+*       If passing 'is_col_major=false', this indicates the leading dimension of the array 'numeric_data'.
+*       Typically, this corresponds to the number of columns, but may be larger (the array will
+*       be accessed assuming that row 'n' starts at 'numeric_data + n*ld_numeric'). If passing
+*       'numeric_data' in column-major order, this is ignored and will be assumed that the
+*       leading dimension corresponds to the number of rows. This is ignored when passing numeric
+*       data in sparse format.
+*       Note that data in row-major order is only accepted when using 'indexer'.
+* - ld_categ
+*       If passing 'is_col_major=false', this indicates the leading dimension of the array 'categ_data'.
+*       Typically, this corresponds to the number of columns, but may be larger (the array will
+*       be accessed assuming that row 'n' starts at 'categ_data + n*ld_categ'). If passing
+*       'categ_data' in column-major order, this is ignored and will be assumed that the
+*       leading dimension corresponds to the number of rows.
+*       Note that data in row-major order is only accepted when using 'indexer'.
+*/
+ISOTREE_EXPORTED
+void calc_similarity(real_t numeric_data[], int categ_data[],
+                     real_t Xc[], sparse_ix Xc_ind[], sparse_ix Xc_indptr[],
+                     size_t nrows, bool use_long_double, int nthreads,
+                     bool assume_full_distr, bool standardize_dist, bool as_kernel,
+                     IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                     double tmat[], double rmat[], size_t n_from, bool use_indexed_references,
+                     TreesIndexer *indexer, bool is_col_major, size_t ld_numeric, size_t ld_categ);
+
+/* Impute missing values in new data
+* 
+* Parameters
+* ==========
+* - numeric_data[nrows * ncols_numeric] (in, out)
+*       Pointer to numeric data in which missing values will be imputed. May be ordered by rows
+*       (i.e. entries 1..n contain row 0, n+1..2n row 1, etc.) - a.k.a. row-major - or by
+*       columns (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.) - a.k.a. column-major
+*       (see parameter 'is_col_major').
+*       Pass NULL if there are no dense numeric columns.
+*       Can only pass one of 'numeric_data', 'Xr' + 'Xr_ind' + 'Xr_indptr'.
+*       Imputations will overwrite values in this same array.
+* - categ_data[nrows * ncols_categ]
+*       Pointer to categorical data in which missing values will be imputed. May be ordered by rows
+*       (i.e. entries 1..n contain row 0, n+1..2n row 1, etc.) - a.k.a. row-major - or by
+*       columns (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.) - a.k.a. column-major
+*       (see parameter 'is_col_major').
+*       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.
+*       Imputations will overwrite values in this same array.
+* - is_col_major
+*       Whether 'numeric_data' and 'categ_data' come in column-major order, like the data to which the
+*       model was fit. If passing 'false', will assume they are in row-major order. Note that most of
+*       the functions in this library work only with column-major order, but here both are suitable
+*       and row-major is preferred. Both arrays must have the same orientation (row/column major).
+* - ncols_categ
+*       Number of categorical columns in the data.
+* - ncat[ncols_categ]
+*       Number of categories in each categorical column. E.g. if the highest code for a column is '4',
+*       the number of categories for that column is '5' (zero is one category).
+*       Must be the same as was passed to 'fit_iforest'.
+* - Xr[nnz] (in, out)
+*       Pointer to numeric data in sparse numeric matrix in CSR format (row-compressed).
+*       Pass NULL if there are no sparse numeric columns.
+*       Can only pass one of 'numeric_data', 'Xr' + 'Xr_ind' + 'Xr_indptr'.
+*       Imputations will overwrite values in this same array.
+* - Xr_ind[nnz]
+*       Pointer to column indices to which each non-zero entry in 'Xr' corresponds.
+*       Must be in sorted order, otherwise results will be incorrect.
+*       Pass NULL if there are no sparse numeric columns in CSR format.
+* - Xr_indptr[nrows + 1]
+*       Pointer to row index pointers that tell at entry [row] where does row 'row'
+*       start and at entry [row + 1] where does row 'row' end.
+*       Pass NULL if there are no sparse numeric columns in CSR format.
+* - nrows
+*       Number of rows in 'numeric_data', 'Xc', 'Xr, 'categ_data'.
+* - use_long_double
+*       Whether to use 'long double' (extended precision) type for the calculations. This makes them
+*       more accurate (provided that the compiler used has wider long doubles than doubles), but
+*       slower - especially in platforms in which 'long double' is a software-emulated type (e.g.
+*       Power8 platforms).
+* - 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.
+* - model_outputs
+*       Pointer to fitted single-variable model object from function 'fit_iforest'. Pass NULL
+*       if the predictions 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 predictions are to be made from a single-variable model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'.
+* - impute_nodes
+*       Pointer to fitted imputation node obects for the same trees as in 'model_outputs' or 'model_outputs_ext',
+*       as produced from function 'fit_iforest',
+*/
+ISOTREE_EXPORTED
+void impute_missing_values(real_t numeric_data[], int categ_data[], bool is_col_major,
+                           real_t Xr[], sparse_ix Xr_ind[], sparse_ix Xr_indptr[],
+                           size_t nrows, bool use_long_double, int nthreads,
+                           IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                           Imputer &imputer);
+
+
+/* Append trees from one model into another
+* 
+* Parameters
+* ==========
+* - model (in, out)
+*       Pointer to isolation forest model wich has already been fit through 'fit_iforest'.
+*       The trees from 'other' will be merged into this (will be at the end of vector member 'trees').
+*       Both 'model' and 'other' must have been fit with the same hyperparameters
+*       in order for this merge to work correctly - at the very least, should have
+*       the same 'missing_action', 'cat_split_type', 'new_cat_action'.
+*       Should only pass one of 'model'+'other' or 'ext_model'+'ext_other'.
+*       Pass NULL if this is not to be used.
+* - other
+*       Pointer to isolation forest model which has already been fit through 'fit_iforest'.
+*       The trees from this object will be added into 'model' (this object will not be modified).
+*       Both 'model' and 'other' must have been fit with the same hyperparameters
+*       in order for this merge to work correctly - at the very least, should have
+*       the same 'missing_action', 'cat_split_type', 'new_cat_action'.
+*       Should only pass one of 'model'+'other' or 'ext_model'+'ext_other'.
+*       Pass NULL if this is not to be used.
+* - ext_model (in, out)
+*       Pointer to extended isolation forest model which has already been fit through 'fit_iforest'.
+*       The trees/hyperplanes from 'ext_other' will be merged into this (will be at the end of vector member 'hplanes').
+*       Both 'ext_model' and 'ext_other' must have been fit with the same hyperparameters
+*       in order for this merge to work correctly - at the very least, should have
+*       the same 'missing_action', 'cat_split_type', 'new_cat_action'.
+*       Should only pass one of 'model'+'other' or 'ext_model'+'ext_other'.
+*       Pass NULL if this is not to be used.
+* - ext_other
+*       Pointer to extended isolation forest model which has already been fit through 'fit_iforest'.
+*       The trees/hyperplanes from this object will be added into 'ext_model' (this object will not be modified).
+*       Both 'ext_model' and 'ext_other' must have been fit with the same hyperparameters
+*       in order for this merge to work correctly - at the very least, should have
+*       the same 'missing_action', 'cat_split_type', 'new_cat_action'.
+*       Should only pass one of 'model'+'other' or 'ext_model'+'ext_other'.
+*       Pass NULL if this is not to be used.
+* - imputer (in, out)
+*       Pointer to imputation object which has already been fit through 'fit_iforest' along with
+*       either 'model' or 'ext_model' in the same call to 'fit_iforest'.
+*       The imputation nodes from 'iother' will be merged into this (will be at the end of vector member 'imputer_tree').
+*       Hyperparameters related to imputation might differ between 'imputer' and 'iother' ('imputer' will preserve its
+*       hyperparameters after the merge).
+*       Pass NULL if this is not to be used.
+* - iother
+*       Pointer to imputation object which has already been fit through 'fit_iforest' along with
+*       either 'model' or 'ext_model' in the same call to 'fit_iforest'.
+*       The imputation nodes from this object will be added into 'imputer' (this object will not be modified).
+*       Hyperparameters related to imputation might differ between 'imputer' and 'iother' ('imputer' will preserve its
+*       hyperparameters after the merge).
+*       Pass NULL if this is not to be used.
+* - indexer (in, out)
+*       Pointer to indexer object which has already been fit through 'fit_iforest' along with
+*       either 'model' or 'ext_model' in the same call to 'fit_iforest' or through another specialized function.
+*       The imputation nodes from 'ind_other' will be merged into this (will be at the end of vector member 'indices').
+*       Reference points should not differ between 'indexer' and 'ind_other'.
+*       Pass NULL if this is not to be used.
+* - ind_other
+*       Pointer to indexer object which has already been fit through 'fit_iforest' along with
+*       either 'model' or 'ext_model' in the same call to 'fit_iforest' or through another specialized function.
+*       The imputation nodes from this object will be added into 'imputer' (this object will not be modified).
+*       Reference points should not differ between 'indexer' and 'ind_other'.
+*       Pass NULL if this is not to be used.
+*/
+ISOTREE_EXPORTED
+void merge_models(IsoForest*     model,      IsoForest*     other,
+                  ExtIsoForest*  ext_model,  ExtIsoForest*  ext_other,
+                  Imputer*       imputer,    Imputer*       iother,
+                  TreesIndexer*  indexer,    TreesIndexer*  ind_other);
+
+/* Create a model containing a sub-set of the trees from another model
+* 
+* Parameters
+* ==========
+* - model (in)
+*       Pointer to isolation forest model wich has already been fit through 'fit_iforest',
+*       from which the desired trees will be copied into a new model object.
+*       Pass NULL if using the extended model.
+* - ext_model (in)
+*       Pointer to extended isolation forest model which has already been fit through 'fit_iforest',
+*       from which the desired trees will be copied into a new model object.
+*       Pass NULL if using the single-variable model.
+* - imputer (in)
+*       Pointer to imputation object which has already been fit through 'fit_iforest' along with
+*       either 'model' or 'ext_model' in the same call to 'fit_iforest'.
+*       Pass NULL if the model was built without an imputer.
+* - indexer (in)
+*       Pointer to indexer object which has already been fit through 'fit_iforest' along with
+*       either 'model' or 'ext_model' in the same call to 'fit_iforest' or through another specialized funcction.
+*       Pass NULL if the model was built without an indexer.
+* - model_new (out)
+*       Pointer to already-allocated isolation forest model, which will be reset and to
+*       which the selected trees from 'model' will be copied.
+*       Pass NULL if using the extended model.
+* - ext_model_new (out)
+*       Pointer to already-allocated extended isolation forest model, which will be reset and to
+*       which the selected hyperplanes from 'ext_model' will be copied.
+*       Pass NULL if using the single-variable model.
+* - imputer_new (out)
+*       Pointer to already-allocated imputation object, which will be reset and to
+*       which the selected nodes from 'imputer' (matching to those of either 'model'
+*       or 'ext_model') will be copied.
+*       Pass NULL if the model was built without an imputer.
+* - indexer_new (out)
+*       Pointer to already-allocated indexer object, which will be reset and to
+*       which the selected nodes from 'indexer' (matching to those of either 'model'
+*       or 'ext_model') will be copied.
+*       Pass NULL if the model was built without an indexer.
+*/
+ISOTREE_EXPORTED
+void subset_model(IsoForest*     model,      IsoForest*     model_new,
+                  ExtIsoForest*  ext_model,  ExtIsoForest*  ext_model_new,
+                  Imputer*       imputer,    Imputer*       imputer_new,
+                  TreesIndexer*  indexer,    TreesIndexer*  indexer_new,
+                  size_t *trees_take, size_t ntrees_take);
+
+/* Build indexer for faster terminal node predictions and/or distance calculations
+* 
+* Parameters
+* ==========
+* - indexer
+*       Pointer or reference to an indexer object which will be associated to a fitted model and in
+*       which indices for terminal nodes and potentially node distances will be stored.
+* - model / model_outputs / model_outputs_ext
+*       Pointer or reference to a fitted model object for which an indexer will be built.
+* - nthreads
+*       Number of parallel threads to use. This operation will only be multi-threaded when passing
+*       'with_distances=true'.
+* - with_distances
+*       Whether to also pre-calculate node distances in order to speed up 'calc_similarity' (distances).
+*       Note that this will consume a lot more memory and make the resulting object significantly
+*       heavier.
+*/
+ISOTREE_EXPORTED
+void build_tree_indices(TreesIndexer &indexer, const IsoForest &model, int nthreads, const bool with_distances);
+ISOTREE_EXPORTED
+void build_tree_indices(TreesIndexer &indexer, const ExtIsoForest &model, int nthreads, const bool with_distances);
+ISOTREE_EXPORTED
+void build_tree_indices
+(
+    TreesIndexer *indexer,
+    const IsoForest *model_outputs,
+    const ExtIsoForest *model_outputs_ext,
+    int nthreads,
+    const bool with_distances
+);
+/* Gets the number of reference points stored in an indexer object */
+ISOTREE_EXPORTED
+size_t get_number_of_reference_points(const TreesIndexer &indexer) noexcept;
+
+
+/* Functions to inspect serialized objects
+* 
+* Parameters
+* ==========
+* - serialized_bytes (in)
+*       A model from this library, serialized through the functions available since
+*       version 0.3.0, in any of the varieties offered by the library (as separate
+*       objects or as combined objects with metadata).
+* - is_isotree_model (out)
+*       Whether the input 'serialized_bytes' is a serialized model from this library.
+* - is_compatible (out)
+*       Whether the serialized model is compatible (i.e. can be de-serialized) with the
+*       current setup.
+*       Serialized models are compatible between:
+*        - Different operating systems.
+*        - Different compilers.
+*        - Systems with different 'size_t' width (e.g. 32-bit and 64-bit),
+*          as long as the file was produced on a system that was either 32-bit or 64-bit,
+*          and as long as each saved value fits within the range of the machine's 'size_t' type.
+*        - Systems with different 'int' width,
+*          as long as the file was produced on a system that was 16-bit, 32-bit, or 64-bit,
+*          and as long as each saved value fits within the range of the machine's int type.
+*        - Systems with different bit endianness (e.g. x86 and PPC64 in non-le mode).
+*        - Versions of this package from 0.3.0 onwards.
+*       But are not compatible between:
+*        - Systems with different floating point numeric representations
+*          (e.g. standard IEEE754 vs. a base-10 system).
+*        - Versions of this package earlier than 0.3.0.
+*       This pretty much guarantees that a given file can be serialized and de-serialized
+*       in the same machine in which it was built, regardless of how the library was compiled.
+*       Reading a serialized model that was produced in a platform with different
+*       characteristics (e.g. 32-bit vs. 64-bit) will be much slower however.
+* - has_combined_objects (out)
+*       Whether the serialized model is in the format of combined objects (as produced by the
+*       functions named 'serialized_combined') or in the format of separate objects (as produced
+*       by the functions named 'serialized_<model>').
+*       If if is in the format of combined objects, must be de-serialized through the functions
+*       named 'deserialize_combined'; ohterwise, must be de-serialized through the functions
+*       named 'deserialize_<model>'.
+*       Note that the Python and R interfaces of this library use the combined objects format
+*       when serializing to files.
+* - has_IsoForest (out)
+*       Whether the serialized bytes include an 'IsoForest' object. If it has 'has_combined_objects=true',
+*       might include additional objects.
+* - has_ExtIsoForest (out)
+*       Whether the serialized bytes include an 'ExtIsoForest' object. If it has 'has_combined_objects=true',
+*       might include additional objects.
+* - has_Imputer (out)
+*       Whether the serialized bytes include an 'Imputer' object. If it has 'has_combined_objects=true',
+*       might include additional objects.
+* - has_metadata (out)
+*       Whether the serialized bytes include additional metadata in the form of a 'char' array.
+*       This can only be present when having 'has_combined_objects=true'.
+* - size_metadata (out)
+*       When the serialized bytes contain metadata, this denotes the size of the metadata (number
+*       of bytes that it contains).
+*/
+ISOTREE_EXPORTED
+void inspect_serialized_object
+(
+    const char *serialized_bytes,
+    bool &is_isotree_model,
+    bool &is_compatible,
+    bool &has_combined_objects,
+    bool &has_IsoForest,
+    bool &has_ExtIsoForest,
+    bool &has_Imputer,
+    bool &has_Indexer,
+    bool &has_metadata,
+    size_t &size_metadata
+);
+ISOTREE_EXPORTED
+void inspect_serialized_object
+(
+    FILE *serialized_bytes,
+    bool &is_isotree_model,
+    bool &is_compatible,
+    bool &has_combined_objects,
+    bool &has_IsoForest,
+    bool &has_ExtIsoForest,
+    bool &has_Imputer,
+    bool &has_Indexer,
+    bool &has_metadata,
+    size_t &size_metadata
+);
+ISOTREE_EXPORTED
+void inspect_serialized_object
+(
+    std::istream &serialized_bytes,
+    bool &is_isotree_model,
+    bool &is_compatible,
+    bool &has_combined_objects,
+    bool &has_IsoForest,
+    bool &has_ExtIsoForest,
+    bool &has_Imputer,
+    bool &has_Indexer,
+    bool &has_metadata,
+    size_t &size_metadata
+);
+ISOTREE_EXPORTED
+void inspect_serialized_object
+(
+    const std::string &serialized_bytes,
+    bool &is_isotree_model,
+    bool &is_compatible,
+    bool &has_combined_objects,
+    bool &has_IsoForest,
+    bool &has_ExtIsoForest,
+    bool &has_Imputer,
+    bool &has_Indexer,
+    bool &has_metadata,
+    size_t &size_metadata
+);
+
+/* Serialization and de-serialization functions (individual objects)
+*
+* Parameters
+* ==========
+* - model (in or out depending on function)
+*       A model object to serialize (when it has 'const' qualifier), after being fitted through
+*       function 'fit_iforest'; or an already-allocated object (should be initialized through
+*       the default constructor) into which a serialized object of the same class will be
+*       de-serialized. In the latter case, the contents of this object will be overwritten.
+*       Note that this will only be able to load models generated with isotree version 0.3.0
+*       and later, and that these serialized models are forwards compatible but not backwards
+*       compatible (that is, a model saved with 0.3.0 can be loaded with 0.3.6, but not the other
+*       way around).
+* - output (out)
+*       A writable object or stream in which to save/persist/serialize the
+*       model or imputer object. In the functions that do not take this as a parameter,
+*       it will be returned as a string containing the raw bytes.
+*       Should be opened in binary mode.
+*       Note: on Windows, if compiling this library with a compiler other than MSVC or MINGW,
+*       there might be issues writing models to FILE pointers if the models are larger than 2GB.
+* - in (in)
+*       An readable object or stream which contains the serialized/persisted model or
+*       imputer object which will be de-serialized. Should be opened in binary mode.
+* 
+* Returns
+* =======
+* (Only for functions 'determine_serialized_size')
+* Size that the model or imputer object will use when serialized, intended to be
+* used for allocating arrays beforehand when serializing to 'char'.
+*/
+ISOTREE_EXPORTED
+size_t determine_serialized_size(const IsoForest &model) noexcept;
+ISOTREE_EXPORTED
+size_t determine_serialized_size(const ExtIsoForest &model) noexcept;
+ISOTREE_EXPORTED
+size_t determine_serialized_size(const Imputer &model) noexcept;
+ISOTREE_EXPORTED
+size_t determine_serialized_size(const TreesIndexer &model) noexcept;
+ISOTREE_EXPORTED
+void serialize_IsoForest(const IsoForest &model, char *out);
+ISOTREE_EXPORTED
+void serialize_IsoForest(const IsoForest &model, FILE *out);
+ISOTREE_EXPORTED
+void serialize_IsoForest(const IsoForest &model, std::ostream &out);
+ISOTREE_EXPORTED
+std::string serialize_IsoForest(const IsoForest &model);
+ISOTREE_EXPORTED
+void deserialize_IsoForest(IsoForest &model, const char *in);
+ISOTREE_EXPORTED
+void deserialize_IsoForest(IsoForest &model, FILE *in);
+ISOTREE_EXPORTED
+void deserialize_IsoForest(IsoForest &model, std::istream &in);
+ISOTREE_EXPORTED
+void deserialize_IsoForest(IsoForest &model, const std::string &in);
+ISOTREE_EXPORTED
+void serialize_ExtIsoForest(const ExtIsoForest &model, char *out);
+ISOTREE_EXPORTED
+void serialize_ExtIsoForest(const ExtIsoForest &model, FILE *out);
+ISOTREE_EXPORTED
+void serialize_ExtIsoForest(const ExtIsoForest &model, std::ostream &out);
+ISOTREE_EXPORTED
+std::string serialize_ExtIsoForest(const ExtIsoForest &model);
+ISOTREE_EXPORTED
+void deserialize_ExtIsoForest(ExtIsoForest &model, const char *in);
+ISOTREE_EXPORTED
+void deserialize_ExtIsoForest(ExtIsoForest &model, FILE *in);
+ISOTREE_EXPORTED
+void deserialize_ExtIsoForest(ExtIsoForest &model, std::istream &in);
+ISOTREE_EXPORTED
+void deserialize_ExtIsoForest(ExtIsoForest &model, const std::string &in);
+ISOTREE_EXPORTED
+void serialize_Imputer(const Imputer &model, char *out);
+ISOTREE_EXPORTED
+void serialize_Imputer(const Imputer &model, FILE *out);
+ISOTREE_EXPORTED
+void serialize_Imputer(const Imputer &model, std::ostream &out);
+ISOTREE_EXPORTED
+std::string serialize_Imputer(const Imputer &model);
+ISOTREE_EXPORTED
+void deserialize_Imputer(Imputer &model, const char *in);
+ISOTREE_EXPORTED
+void deserialize_Imputer(Imputer &model, FILE *in);
+ISOTREE_EXPORTED
+void deserialize_Imputer(Imputer &model, std::istream &in);
+ISOTREE_EXPORTED
+void deserialize_Imputer(Imputer &model, const std::string &in);
+ISOTREE_EXPORTED
+void serialize_Indexer(const TreesIndexer &model, char *out);
+ISOTREE_EXPORTED
+void serialize_Indexer(const TreesIndexer &model, FILE *out);
+ISOTREE_EXPORTED
+void serialize_Indexer(const TreesIndexer &model, std::ostream &out);
+ISOTREE_EXPORTED
+std::string serialize_Indexer(const TreesIndexer &model);
+ISOTREE_EXPORTED
+void deserialize_Indexer(TreesIndexer &model, const char *in);
+ISOTREE_EXPORTED
+void deserialize_Indexer(TreesIndexer &model, FILE *in);
+ISOTREE_EXPORTED
+void deserialize_Indexer(TreesIndexer &model, std::istream &in);
+ISOTREE_EXPORTED
+void deserialize_Indexer(TreesIndexer &model, const std::string &in);
+
+
+/* Serialization and de-serialization functions (combined objects)
+*
+* Parameters
+* ==========
+* - model (in or out depending on function)
+*       A single-variable model object to serialize or de-serialize.
+*       If the serialized object contains this type of object, it must be
+*       passed, as an already-allocated object (initialized through the default
+*       constructor function).
+*       When de-serializing, can check if it needs to be passed through function
+*       'inspect_serialized_object'.
+*       If using the extended model, should pass NULL.
+*       Must pass one of 'model' or 'model_ext'.
+* - model_ext (in or out depending on function)
+*       An extended model object to serialize or de-serialize.
+*       If using the single-variable model, should pass NULL.
+*       Must pass one of 'model' or 'model_ext'.
+* - imputer (in or out depending on function)
+*       An imputer object to serialize or de-serialize.
+*       Like 'model' and 'model_ext', must also be passed when de-serializing
+*       if the serialized bytes contain such object.
+* - optional_metadata (in or out depending on function)
+*       Optional metadata to write at the end of the file, which will be written
+*       unformatted (it is assumed files are in binary mode).
+*       Pass NULL if there is no metadata.
+* - size_optional_metadata (in or out depending on function)
+*       Size of the optional metadata, if passed. Pass zero if there is no metadata.
+* - serialized_model (in)
+*       A single-variable model which was serialized to raw bytes in the separate-objects
+*       format, using function 'serialize_IsoForest'.
+*       Pass NULL if using the extended model.
+*       Must pass one of 'serialized_model' or 'serialized_model_ext'.
+*       Note that if it was produced on a platform with different characteristics than
+*       the one in which this function is being called (e.g. different 'size_t' width or
+*       different endianness), it will be re-serialized during the function call, which
+*       can be slow and use a lot of memory.
+* - serialized_model_ext (in)
+*       An extended model which was serialized to raw bytes in the separate-objects
+*       format, using function 'serialize_ExtIsoForest'.
+*       Pass NULL if using the single-variable model.
+*       Must pass one of 'serialized_model' or 'serialized_model_ext'.
+* - serialized_imputer (in)
+*       An imputer object which was serialized to raw bytes in the separate-objects
+*       format, using function 'serialize_Imputer'.
+* - output (out)
+*       A writable object or stream in which to save/persist/serialize the
+*       model objects. In the functions that do not take this as a parameter,
+*       it will be returned as a string containing the raw bytes.
+*       Should be opened in binary mode.
+* - in (in)
+*       An readable object or stream which contains the serialized/persisted model
+*       objects which will be de-serialized. Should be opened in binary mode.
+* 
+* Returns
+* =======
+* (Only for functions 'determine_serialized_size')
+* Size that the objects will use when serialized, intended to be
+* used for allocating arrays beforehand when serializing to 'char'.
+*/
+ISOTREE_EXPORTED
+size_t determine_serialized_size_combined
+(
+    const IsoForest *model,
+    const ExtIsoForest *model_ext,
+    const Imputer *imputer,
+    const TreesIndexer *indexer,
+    const size_t size_optional_metadata
+) noexcept;
+ISOTREE_EXPORTED
+size_t determine_serialized_size_combined
+(
+    const char *serialized_model,
+    const char *serialized_model_ext,
+    const char *serialized_imputer,
+    const char *serialized_indexer,
+    const size_t size_optional_metadata
+) noexcept;
+ISOTREE_EXPORTED
+void serialize_combined
+(
+    const IsoForest *model,
+    const ExtIsoForest *model_ext,
+    const Imputer *imputer,
+    const TreesIndexer *indexer,
+    const char *optional_metadata,
+    const size_t size_optional_metadata,
+    char *out
+);
+ISOTREE_EXPORTED
+void serialize_combined
+(
+    const IsoForest *model,
+    const ExtIsoForest *model_ext,
+    const Imputer *imputer,
+    const TreesIndexer *indexer,
+    const char *optional_metadata,
+    const size_t size_optional_metadata,
+    FILE *out
+);
+ISOTREE_EXPORTED
+void serialize_combined
+(
+    const IsoForest *model,
+    const ExtIsoForest *model_ext,
+    const Imputer *imputer,
+    const TreesIndexer *indexer,
+    const char *optional_metadata,
+    const size_t size_optional_metadata,
+    std::ostream &out
+);
+ISOTREE_EXPORTED
+std::string serialize_combined
+(
+    const IsoForest *model,
+    const ExtIsoForest *model_ext,
+    const Imputer *imputer,
+    const TreesIndexer *indexer,
+    const char *optional_metadata,
+    const size_t size_optional_metadata
+);
+ISOTREE_EXPORTED
+void serialize_combined
+(
+    const char *serialized_model,
+    const char *serialized_model_ext,
+    const char *serialized_imputer,
+    const char *serialized_indexer,
+    const char *optional_metadata,
+    const size_t size_optional_metadata,
+    FILE *out
+);
+ISOTREE_EXPORTED
+void serialize_combined
+(
+    const char *serialized_model,
+    const char *serialized_model_ext,
+    const char *serialized_imputer,
+    const char *serialized_indexer,
+    const char *optional_metadata,
+    const size_t size_optional_metadata,
+    std::ostream &out
+);
+ISOTREE_EXPORTED
+std::string serialize_combined
+(
+    const char *serialized_model,
+    const char *serialized_model_ext,
+    const char *serialized_imputer,
+    const char *serialized_indexer,
+    const char *optional_metadata,
+    const size_t size_optional_metadata
+);
+ISOTREE_EXPORTED
+void deserialize_combined
+(
+    const char* in,
+    IsoForest *model,
+    ExtIsoForest *model_ext,
+    Imputer *imputer,
+    TreesIndexer *indexer,
+    char *optional_metadata
+);
+ISOTREE_EXPORTED
+void deserialize_combined
+(
+    FILE* in,
+    IsoForest *model,
+    ExtIsoForest *model_ext,
+    Imputer *imputer,
+    TreesIndexer *indexer,
+    char *optional_metadata
+);
+ISOTREE_EXPORTED
+void deserialize_combined
+(
+    std::istream &in,
+    IsoForest *model,
+    ExtIsoForest *model_ext,
+    Imputer *imputer,
+    TreesIndexer *indexer,
+    char *optional_metadata
+);
+ISOTREE_EXPORTED
+void deserialize_combined
+(
+    const std::string &in,
+    IsoForest *model,
+    ExtIsoForest *model_ext,
+    Imputer *imputer,
+    TreesIndexer *indexer,
+    char *optional_metadata
+);
+
+
+/* Serialize additional trees into previous serialized bytes
+*
+* Parameters
+* ==========
+* - model (in)
+*       A model object to re-serialize, which had already been serialized into
+*       'serialized_bytes' with fewer trees than it currently has, and then
+*       additional trees added through functions such as 'add_tree' or 'merge_models'.
+* - serialized_bytes (in) / old_bytes (out)
+*       Serialized version of 'model', which had previously been produced with
+*       fewer trees than it currently has and then additional trees added through
+*       functions such as 'add_tree' or 'merge_models'.
+*       Must have been produced in a setup with the same characteristics (e.g. width
+*       of 'int' and 'size_t', endianness, etc.).
+* - old_ntrees
+*       Number of trees which were serialized from 'model' into 'serialized_bytes'
+*       before. Trees that come after this index are assumed to be the additional
+*       trees to serialize.
+* 
+* Returns
+* =======
+* - For functions 'check_can_undergo_incremental_serialization', whether the serialized
+*   object can be incrementally serialized.
+* - For functions 'determine_serialized_size_additional_trees', additional size (in addition
+*   to current size) that the new serialized objects will have if they undergo incremental
+*   serialization.
+*/
+ISOTREE_EXPORTED
+bool check_can_undergo_incremental_serialization(const IsoForest &model, const char *serialized_bytes);
+ISOTREE_EXPORTED
+bool check_can_undergo_incremental_serialization(const ExtIsoForest &model, const char *serialized_bytes);
+ISOTREE_EXPORTED
+size_t determine_serialized_size_additional_trees(const IsoForest &model, size_t old_ntrees);
+ISOTREE_EXPORTED
+size_t determine_serialized_size_additional_trees(const ExtIsoForest &model, size_t old_ntrees);
+ISOTREE_EXPORTED
+size_t determine_serialized_size_additional_trees(const Imputer &model, size_t old_ntrees);
+ISOTREE_EXPORTED
+size_t determine_serialized_size_additional_trees(const TreesIndexer &model, size_t old_ntrees);
+ISOTREE_EXPORTED
+void incremental_serialize_IsoForest(const IsoForest &model, char *old_bytes_reallocated);
+ISOTREE_EXPORTED
+void incremental_serialize_ExtIsoForest(const ExtIsoForest &model, char *old_bytes_reallocated);
+ISOTREE_EXPORTED
+void incremental_serialize_Imputer(const Imputer &model, char *old_bytes_reallocated);
+ISOTREE_EXPORTED
+void incremental_serialize_Indexer(const TreesIndexer &model, char *old_bytes_reallocated);
+ISOTREE_EXPORTED
+void incremental_serialize_IsoForest(const IsoForest &model, std::string &old_bytes);
+ISOTREE_EXPORTED
+void incremental_serialize_ExtIsoForest(const ExtIsoForest &model, std::string &old_bytes);
+ISOTREE_EXPORTED
+void incremental_serialize_Imputer(const Imputer &model, std::string &old_bytes);
+ISOTREE_EXPORTED
+void incremental_serialize_Indexer(const TreesIndexer &model, std::string &old_bytes);
+
+
+/* Translate isolation forest model into a single SQL select statement
+* 
+* Parameters
+* ==========
+* - model_outputs
+*       Pointer to fitted single-variable model object from function 'fit_iforest'. Pass NULL
+*       if the predictions 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 predictions are to be made from a single-variable model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'.
+* - table_from
+*       Table name from where the columns used in the model will be selected.
+* - select_as
+*       Alias to give to the outlier score in the select statement.
+* - numeric_colnames
+*       Names to use for the numerical columns.
+* - categ_colnames
+*       Names to use for the categorical columns.
+* - categ_levels
+*       Names to use for the levels/categories of each categorical column. These will be enclosed
+*       in single quotes.
+* - index1
+*       Whether to make the node numbers start their numeration at 1 instead of 0 in the
+*       resulting statement. If passing 'output_tree_num=false', this will only affect the
+*       commented lines which act as delimiters. If passing 'output_tree_num=true', will also
+*       affect the results (which will also start at 1).
+* - 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.
+* 
+* Returns
+* =======
+* A string with the corresponding SQL statement that will calculate the outlier score
+* from the model.
+*/
+ISOTREE_EXPORTED
+std::string generate_sql_with_select_from(IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                                          std::string &table_from, std::string &select_as,
+                                          std::vector<std::string> &numeric_colnames, std::vector<std::string> &categ_colnames,
+                                          std::vector<std::vector<std::string>> &categ_levels,
+                                          bool index1, int nthreads);
+
+
+/* Translate model trees into SQL select statements
+* 
+* Parameters
+* ==========
+* - model_outputs
+*       Pointer to fitted single-variable model object from function 'fit_iforest'. Pass NULL
+*       if the predictions 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 predictions are to be made from a single-variable model. Can only pass one of
+*       'model_outputs' and 'model_outputs_ext'.
+* - numeric_colnames
+*       Names to use for the numerical columns.
+* - categ_colnames
+*       Names to use for the categorical columns.
+* - categ_levels
+*       Names to use for the levels/categories of each categorical column. These will be enclosed
+*       in single quotes.
+* - output_tree_num
+*       Whether to output the terminal node number instead of the separation depth at each node.
+* - index1
+*       Whether to make the node numbers start their numeration at 1 instead of 0 in the
+*       resulting statement. If passing 'output_tree_num=false', this will only affect the
+*       commented lines which act as delimiters. If passing 'output_tree_num=true', will also
+*       affect the results (which will also start at 1).
+* - single_tree
+*       Whether to generate the select statement for a single tree of the model instead of for
+*       all. The tree number to generate is to be passed under 'tree_num'.
+* - tree_num
+*       Tree number for which to generate an SQL select statement, if passing 'single_tree=true'.
+* - 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.
+* 
+* Returns
+* =======
+* A vector containing at each element the SQL statement for the corresponding tree in the model.
+* If passing 'single_tree=true', will contain only one element, corresponding to the tree given
+* in 'tree_num'. The statements will be node-by-node, with commented-out separators using '---'
+* as delimiters and including the node number as part of the comment.
+*/
+ISOTREE_EXPORTED
+std::vector<std::string> generate_sql(IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
+                                      std::vector<std::string> &numeric_colnames, std::vector<std::string> &categ_colnames,
+                                      std::vector<std::vector<std::string>> &categ_levels,
+                                      bool output_tree_num, bool index1, bool single_tree, size_t tree_num,
+                                      int nthreads);
+
+
+ISOTREE_EXPORTED
+void set_reference_points(IsoForest *model_outputs, ExtIsoForest *model_outputs_ext, TreesIndexer *indexer,
+                          const bool with_distances,
+                          real_t *numeric_data, int *categ_data,
+                          bool is_col_major, size_t ld_numeric, size_t ld_categ,
+                          real_t *Xc, sparse_ix *Xc_ind, sparse_ix *Xc_indptr,
+                          real_t *Xr, sparse_ix *Xr_ind, sparse_ix *Xr_indptr,
+                          size_t nrows, int nthreads);