Fast Anomaly Detection With Python

HBOS vs iForest on MacBook Pro M1

illustration of HBOS algorithm (image by author)

In this blog post, we will compare the Histogram-based Outlier Score (HBOS) a proximity-based outlier detection algorithm that proved to be fast with linear time complexity, and an ensemble method called isolation Forest.

We will discuss the working principle behind those two algorithms as well as their respective…