Search Results for author: David Cortes

Found 8 papers, 8 papers with code

Isolation forests: looking beyond tree depth

1 code implementation23 Nov 2021 David Cortes

The isolation forest algorithm for outlier detection exploits a simple yet effective observation: if taking some multivariate data and making uniformly random cuts across the feature space recursively, it will take fewer such random cuts for an outlier to be left alone in a given subspace as compared to regular observations.

Outlier Detection

Revisiting randomized choices in isolation forests

1 code implementation26 Oct 2021 David Cortes

Isolation forest or "iForest" is an intuitive and widely used algorithm for anomaly detection that follows a simple yet effective idea: in a given data distribution, if a threshold (split point) is selected uniformly at random within the range of some variable and data points are divided according to whether they are greater or smaller than this threshold, outlier points are more likely to end up alone or in the smaller partition.

Unsupervised Anomaly Detection

Explainable outlier detection through decision tree conditioning

2 code implementations2 Jan 2020 David Cortes

This work describes an outlier detection procedure (named "OutlierTree") loosely based on the GritBot software developed by RuleQuest research, which works by evaluating and following supervised decision tree splits on variables, in whose branches 1-d confidence intervals are constructed for the target variable and potential outliers flagged according to these confidence intervals.

Outlier Detection

Imputing missing values with unsupervised random trees

1 code implementation15 Nov 2019 David Cortes

This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping buckets through recursive semi-random hyperplane cuts, in which weighted averages are determined as imputations for each variable.

Imputation regression

Distance approximation using Isolation Forests

1 code implementation27 Oct 2019 David Cortes

This work briefly explores the possibility of approximating spatial distance (alternatively, similarity) between data points using the Isolation Forest method envisioned for outlier detection.

Outlier Detection

Adapting multi-armed bandits policies to contextual bandits scenarios

2 code implementations11 Nov 2018 David Cortes

This work explores adaptations of successful multi-armed bandits policies to the online contextual bandits scenario with binary rewards using binary classification algorithms such as logistic regression as black-box oracles.

Binary Classification Classification +4

Fast Non-Bayesian Poisson Factorization for Implicit-Feedback Recommendations

1 code implementation5 Nov 2018 David Cortes

This work explores non-negative low-rank matrix factorization based on regularized Poisson models (PF or "Poisson factorization" for short) for recommender systems with implicit-feedback data.

Recommendation Systems Variational Inference

Cold-start recommendations in Collective Matrix Factorization

1 code implementation2 Sep 2018 David Cortes

This work explores the ability of collective matrix factorization models in recommender systems to make predictions about users and items for which there is side information available but no feedback or interactions data, and proposes a new formulation with a faster cold-start prediction formula that can be used in real-time systems.

Recommendation Systems

Cannot find the paper you are looking for? You can Submit a new open access paper.