I am using isofor package for regular Isolation Forest but I came by an article about Extended Isolation Forest and need your advise which package has this functions implemented in R/Python.
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2 Answers
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There is a package on Github called "Extended Isolation Forest for Anomaly Detection", I used it a couple months ago and it seemed to work. For how accurate or how buggy it is, I'm not sure but if anything seems off you can check the source code for errors in the implementation of the paper Extended Isolation Forest by Harir et.al.
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Might be worth noticing that there's an implementation in treeple (scikit-learn compatible library) that implements it.
Here an example.
