A Fast and Accurate Tree-based Approach for Anomaly Detection in Streaming Data

In this paper, a novel and efficient unsupervised machine learning algorithm named EiForestASD is proposed for distinguishing anomalies from normal data in data streams. The proposed algorithm leverages a forest of isolation trees to detect anomaly data instances. The proposed method EiForestASD incorporates an isolation forest as an adaptable detector model that adjusts to new data over time. To handle concept drifts in the data stream, a window-based concept drift detection is employed that discards only those isolation trees that are incompatible with the new concept. The proposed method is implemented using the Python programming language and the Scikit-Multiflow library. Experimental evaluations were conducted on six real-world and two synthetic data streams. Results reveal that the proposed method EiForestASD reduces computation time by 19% and enhances anomaly detection rate by 9% compared to the baseline method iForestASD. These results highlight the efficacy and efficiency of the EiForestASD in the context of anomaly detection in data streams. The EiForestASD method handles concept change using an intelligent strategy where only those trees from the detector model incompatible with the new concept are removed and reconstructed. This modification of the concept drift handling mechanism in the EiForestASD significantly reduces computation time and improves anomaly detection accuracy.