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アイソレーションフォレスト×不確実性定量化×
分野機械学習シミュレーション
系統Machine learningProcess / pipeline
提唱年2008Seminal modern form: 2002
提唱者Liu, F.T., Ting, K.M. & Zhou, Z.-H.Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)
種類Unsupervised ensemble (random partitioning trees)Computational uncertainty analysis framework
原典Liu, F.T., Ting, K.M. & Zhou, Z.-H. (2008). Isolation Forest. IEEE ICDM, 413–422. DOI ↗Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗
別名Isolation Forest (Aykırı Değer Tespiti), iForest, isolation forest anomaly detectionUQ, polynomial chaos expansion, PCE, Kriging surrogate
関連59
概要Isolation Forest is an unsupervised machine-learning method for anomaly and outlier detection, introduced by Liu, Ting and Zhou in 2008, that isolates anomalies through random partitioning of the data. It works without any labelled anomaly data and scales to high-dimensional datasets.Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.
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ScholarGate手法を比較: Isolation Forest · Uncertainty Quantification. 2026-06-19に以下より取得 https://scholargate.app/ja/compare