H2OIsolationForestEstimator: clarify formula used for score calculation

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I am trying to use Isolation Forest for fraud detection project at one of the world's largest audit company. Thus, it's crucial for us to know which formula is used to compute the score (using predict method of H2OIsolationForestEstimator). Could you please point me to the underlying formula used for calculation of the score as well as to the corresponding code chunk in the source code

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Adam Valenta commented: Hello Roman,

thank you for your question. We will definitely put this information to the documentation.
The “{{predict}}“ column in the output of {{H2OIsolationForestEstimator }}predict method is normalized {{mean_length}}.

[https://github.com/h2oai/h2o-3/blob/753e852e2d193e59e39a3263f90c9fac0fed74c1/h2o-algos/src/main/java/hex/tree/isofor/IsolationForestModel.java#L146|https://github.com/h2oai/h2o-3/blob/753e852e2d193e59e39a3263f90c9fac0fed74c1/h2o-algos/src/main/java/hex/tree/isofor/IsolationForestModel.java#L146]

[https://github.com/h2oai/h2o-3/blob/753e852e2d193e59e39a3263f90c9fac0fed74c1/h2o-algos/src/main/java/hex/tree/isofor/IsolationForestModel.java#L162|https://github.com/h2oai/h2o-3/blob/753e852e2d193e59e39a3263f90c9fac0fed74c1/h2o-algos/src/main/java/hex/tree/isofor/IsolationForestModel.java#L162]

Where {{minPathLength }}and {{maxPathLength}} are assigned in training. It can happen that anomalous point has “predict“ value > 1.
Higher {{predict}} value mean “more anomalous“ point. We are not using the formula from Isolation Forest paper (Equation (2)) nor the estimation of average path length of unsuccessful search (Equation (2)).

Just a suggestion for you, we are planning Extended Isolation Forest in the next new major release version. But you can experiment with it right now! [https://h2o-release.s3.amazonaws.com/h2o/master/5512/index.html|https://h2o-release.s3.amazonaws.com/h2o/master/5512/index.html|smart-link]

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Adam Valenta commented: Documentation for Isolation Forest and Extended Isolation Forest is updated,

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JIRA Issue Details

Jira Issue: PUBDEV-8241
Assignee: Adam Valenta
Reporter: Roman Lykhnenko
State: Resolved
Fix Version: 3.32.1.6
Attachments: N/A
Development PRs: Available

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Linked PRs from JIRA

#5629