Random Cut Forest By AWS
An implementation of the Random Cut Forest data structure for sketching streaming data, with support for anomaly detection, density estimation, imputation, and more.
About
This repository contains implementations of the Random Cut Forest (RCF) probabilistic data structure. RCFs were originally developed at Amazon to use in a nonparametric anomaly detection algorithm for streaming data. Later new algorithms based on RCFs were developed for density estimation, imputation, and forecasting.
Open Source Health
- Stars
- 239
- Forks
- 37
- License
- Apache-2.0
- Last commit
- 7 months ago
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