Welcome to crcf

This is the crcf package that unites Robust Cut Forests and Isolation Forests as combination robust cut forests.

Isolation Forests [Liu+2008] and Robust Random Cut Trees [Guha+2016] are very similar in many ways, as outlined in the supporting overview. Most notably, they are extremes of the same outlier scoring function. The combination robust cut forest allows you to combine both scores by using a \(\theta\) other than 0 or 1.

\[ \theta \textrm{Depth} + (1 - \theta) \textrm{[Co]Disp} \]

For a full walkthrough of the mathematics behind these forests, please see the overview.

References