Title: Incorporating Feedback into Tree-based Anomaly Detection,
Abstract: Anomaly detectors are often used to produce a ranked list of statistical
anomalies, which are examined by human analysts in order to extract the actual
anomalies of interest. Unfortunately, in realworld applications, this process
can be exceedingly difficult for the analyst since a large fraction of
high-ranking anomalies are false positives and not interesting from the
application perspective. In this paper, we aim to make the analyst's job easier
by allowing for analyst feedback during the investigation process. Ideally, the
feedback influences the ranking of the anomaly detector in a way that reduces
the number of false positives that must be examined before discovering the
anomalies of interest. In particular, we introduce a novel technique for
incorporating simple binary feedback into tree-based anomaly detectors. We
focus on the Isolation Forest algorithm as a representative tree-based anomaly
detector, and show that we can significantly improve its performance by
incorporating feedback, when compared with the baseline algorithm that does not
incorporate feedback. Our technique is simple and scales well as the size of
the data increases, which makes it suitable for interactive discovery of
anomalies in large datasets.