方法对比

	孤立森林 (Isolation Forest)	模型校准	不确定性量化
领域	机器学习	机器学习	仿真
方法族	Machine learning	Machine learning	Process / pipeline
起源年份	2008	2017	Seminal modern form: 2002
提出者	Liu, F.T., Ting, K.M. & Zhou, Z.-H.	Platt; Guo et al.	Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)
类型	Unsupervised ensemble (random partitioning trees)	Post-hoc probability correction technique	Computational uncertainty analysis framework
开创性文献	Liu, F.T., Ting, K.M. & Zhou, Z.-H. (2008). Isolation Forest. IEEE ICDM, 413–422.	Guo, C., Pleiss, G., Sun, Y., & Weinberger, K. Q. (2017). On calibration of modern neural networks. International Conference on Machine Learning, 1321–1330.	Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644.
别名	Isolation Forest (Aykırı Değer Tespiti), iForest, isolation forest anomaly detection	Classifier Calibration, Probability Calibration, Score Calibration, Model Kalibrasyonu	UQ, polynomial chaos expansion, PCE, Kriging surrogate
相关	5	3	9
摘要	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.	Model calibration is a post-hoc technique that adjusts the probability outputs of a trained classifier so that predicted confidence scores match empirical outcome frequencies. A classifier is said to be perfectly calibrated if, among all predictions made with confidence p, exactly a fraction p of them are correct. Systematic miscalibration of modern deep neural networks was rigorously documented by Guo et al. (2017), who showed that networks trained with standard cross-entropy loss tend to be overconfident, and proposed temperature scaling as a simple, effective remedy.	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.