Improved Anomaly Detection by Using the Attention-Based Isolation Forest

A new modification of the isolation forest called the attention-based isolation forest (ABIForest) is proposed for solving the anomaly detection problem. It incorporates an attention mechanism in the form of Nadaraya-Watson regression into the isolation forest to improve the solution of the anomaly detection problem. The main idea underlying the modification is the assignment of attention weights to each path of trees with learnable parameters depending on the instances and trees themselves. Huber's contamination model is proposed to be used to define the attention weights and their parameters. As a result, the attention weights are linearly dependent on learnable attention parameters that are trained by solving a standard linear or quadratic optimization problem. ABIForest can be viewed as the first modification of the isolation forest to incorporate an attention mechanism in a simple way without applying gradient-based algorithms. Numerical experiments with synthetic and real datasets illustrate that the results of ABIForest outperform those of other methods. The code of the proposed algorithms has been made available.