GitHub - nikosgavalas/anomaly-detection-python: Implementations of selected anomaly detection algorithms

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Implementations of selected anomaly detection algorithms

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Implementations of selected algorithms for Anomaly Detection in Batch and Stream settings

For an explanation about the algorithms, experiments etc., see my thesis here.

Algorithms

Isolation Forest (paper) - Batch.
Multivariate Gaussian (paper) - Batch and Stream.
Half-Space Trees (paper) - Stream.
LODA (Lightweight Online Detector of Anomalies) (paper) - Stream.
RRCF (Robust Random Cut Forest) (paper) - Stream.

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