用于流异常检测的鲁棒随机森林算法的实现
import numpy as np
import pandas as pd
import rrcf
# Set parameters
np.random.seed(0)
n = 2010
d = 3
num_trees = 100
tree_size = 256
# Generate data
X = np.zeros((n, d))
X[:1000,0] = 5
X[1000:2000,0] = -5
X += 0.01*np.random.randn(*X.shape)
# Construct forest
forest = []
while len(forest) < num_trees:
# Select random subsets of points uniformly from point set
ixs = np.random.choice(n, size=(n // tree_size, tree_size),
replace=False)
# Add sampled trees t
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