Fixed isolation score calculation

docs/anomaly-detectors/isolation-forest.md

@@ -28,4 +28,5 @@ $estimator = new IsolationForest(100); // Default sample size and threshold
 
 ### References
 >- F. T. Liu et al. (2008). Isolation Forest.
->- F. T. Liu et al. (2011). Isolation-based Anomaly Detection.
+>- F. T. Liu et al. (2011). Isolation-based Anomaly Detection.
+>- M. Garchery et al. (2018). On the influence of categorical features in ranking anomalies using mixed data.

src/AnomalyDetectors/IsolationForest.php

@@ -27,6 +27,8 @@
  * References:
  * [1] F. T. Liu et al. (2008). Isolation Forest.
  * [2] F. T. Liu et al. (2011). Isolation-based Anomaly Detection.
+ * [3] M. Garchery et al. (2018). On the influence of categorical features in
+ * ranking anomalies using mixed data.
  *
  * @category    Machine Learning
  * @package     Rubix/ML
@@ -168,7 +170,7 @@ public function train(Dataset $dataset) : void
         for ($i = 0; $i < $this->estimators; $i++) {
             $tree = new ITree($maxDepth);
 
-            $subset = $dataset->randomize()->head($k);
+            $subset = $dataset->randomSubset($k);
 
             $tree->grow($subset);
 
@@ -236,9 +238,9 @@ protected function isolationScore(array $sample) : float
             $depth += $node ? $node->depth() : EPSILON;
         }
 
-        $depth /= $this->estimators;
+        $depth /= $this->estimators * $this->delta;
 
-        return 2. ** -($depth / $this->delta);
+        return 2. ** -$depth;
     }
 
     /**

src/Graph/Nodes/Isolator.php

@@ -58,8 +58,8 @@ public static function split(Dataset $dataset) : self
         $values = $dataset->column($column);
 
         if ($dataset->columnType($column) === DataType::CONTINUOUS) {
-            $min = (int) round(min($values) * PHI);
-            $max = (int) round(max($values) * PHI);
+            $min = (int) floor(min($values) * PHI);
+            $max = (int) ceil(max($values) * PHI);
 
             $value = rand($min, $max) / PHI;
         } else {

src/Graph/Trees/ExtraTree.php

@@ -31,8 +31,8 @@ protected function split(Labeled $dataset) : Comparison
             $values = $dataset->column($column);
 
             if ($dataset->columnType($column) === DataType::CONTINUOUS) {
-                $min = (int) round(min($values) * PHI);
-                $max = (int) round(max($values) * PHI);
+                $min = (int) floor(min($values) * PHI);
+                $max = (int) ceil(max($values) * PHI);
 
                 $value = rand($min, $max) / PHI;
             } else {

src/Graph/Trees/ITree.php

@@ -46,11 +46,16 @@ class ITree implements BST
      */
     public static function c(int $n) : float
     {
-        if ($n <= 1) {
-            return 1.;
+        switch (true) {
+            case $n > 2:
+                return 2. * (log($n - 1.) + M_EULER) - 2. * ($n - 1.) / $n;
+
+            case $n === 2:
+                return 1.;
+
+            default:
+                return 0.;
         }
-
-        return 2. * (log($n - 1) + M_EULER) - 2. * ($n - 1) / $n;
     }
 
     /**

tests/AnomalyDetectors/IsolationForestTest.php

@@ -70,6 +70,8 @@ public function test_train_predict()
 
         $this->assertTrue($this->estimator->trained());
 
+        var_dump($this->estimator->rank($testing));
+
         $predictions = $this->estimator->predict($testing);
 
         $score = $this->metric->score($predictions, $testing->labels());

tests/Graph/Nodes/CellTest.php

@@ -14,10 +14,11 @@ class CellTest extends TestCase
     protected const SAMPLES = [
         [5., 2., -3],
         [6., 4., -5],
+        [-0.01, 0.1, -7],
     ];
 
     protected const DEPTH = 8;
-    protected const C = 7.1544313298030655;
+    protected const C = 8.207392357589622;
 
     public function test_build_node()
     {