An implementation of the Random Cut Forest data structure for sketching streaming data, with support for anomaly detection, density estimation, imputation, and more.
Description of changes: currently samplers admit every point till they are full. However that may make all the samplers correlated and would indicate a change of behavior at sampleSize number of points. The behavior is now smoothed so that samplers could (potentially) diverge after initialFraction * sampleSize number of points and not store each of the first sampleSize points each.
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Description of changes: currently samplers admit every point till they are full. However that may make all the samplers correlated and would indicate a change of behavior at sampleSize number of points. The behavior is now smoothed so that samplers could (potentially) diverge after initialFraction * sampleSize number of points and not store each of the first sampleSize points each.
By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.