Outlier Detection with Extended Isolation Forest

Learn what are the latest improvements of a popular outlier detection algorithm

Eryk Lewinson
7 min readMar 10, 2019

--

After half a year since my first article on anomaly detection, one of its readers has brought to my attention the fact that there is a recent improvement to the Isolation Forest algorithm, namely Extended Isolation Forest (EIF), which addresses major…

--

--

Data Scientist, quantitative finance, gamer. My latest book - Python for Finance Cookbook 2nd ed: https://t.ly/WHHP