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Commit 504cf2e

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matweymatwey
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Improve IsolationForest average depth evaluation
The equation in the original paper is undersimplified: c(n) = 2 H(n-1) - 2 (n-1) / n, where H(k) ~ (ln(k) + gamma) The definition of the harmonic number is: H(n) = sum_{j=1}^{n} (1 / j) then it follows that: H(n) = H(n-1) + 1 / n and then: c(n) = 2 H(n-1) - 2 (n-1) / n = 2 ( H(n-1) - 1 + 1 / n ) = = 2 (H(n) - 1) Here we use simplier equation to save calculations.
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‎sklearn/ensemble/_iforest.py

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+2-4Lines changed: 2 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -501,9 +501,7 @@ def _average_path_length(n_samples_leaf):
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average_path_length[mask_1] = 0.
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average_path_length[mask_2] = 1.
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average_path_length[not_mask] = (
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2.0 * (np.log(n_samples_leaf[not_mask] - 1.0) + np.euler_gamma)
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- 2.0 * (n_samples_leaf[not_mask] - 1.0) / n_samples_leaf[not_mask]
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)
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average_path_length[not_mask] = 2.0 * (np.log(n_samples_leaf[not_mask])
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+ np.euler_gamma - 1.0)
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return average_path_length.reshape(n_samples_leaf_shape)

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