SageMaker Random Cut Forest and Anomaly Detection

An introductory notebook on using Amazon SageMaker to train and use random cut forest models to perform anomaly detection.

References

For more details about random cut forests and information about the algorithm used in the Amazon SageMaker RCF algorithm consult the following papers:

• Sudipto Guha, Nina Mishra, Gourav Roy, and Okke Schrijvers. "Robust random cut forest based anomaly detection on streams." In International Conference on Machine Learning, pp. 2712-2721. 2016.
• Byung-Hoon Park, George Ostrouchov, Nagiza F. Samatova, and Al Geist. "Reservoir-based random sampling with replacement from data stream." In Proceedings of the 2004 SIAM International Conference on Data Mining, pp. 492-496. Society for Industrial and Applied Mathematics, 2004.