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A Rust implementation of the Random Cut Forest algorithm for anomaly detection.

Project description

RCF3

Crates.io PyPI Documentation License

rcf3 provides streaming anomaly detectors in Rust with Python bindings.

What it provides

  • Random Cut Forest for online anomaly detection, feature attribution, neighborhood search, missing-value imputation, and time-series forecasting
  • Online Isolation Forest for numerical streams with sliding-window updates
  • mStream for mixed numerical/categorical streaming anomaly detection with feature-level score decomposition
  • Rust and Python APIs over the same core implementation

Documentation

Quick orientation

Use Forest when your stream is represented as numerical observations and you want the broader RCF feature set:

use rcf3::Forest;

let mut forest = Forest::builder(2).build()?;
forest.update(&[1.5, 2.3])?;

Use OnlineIForest when you want a compact numerical detector with sliding-window updates:

use rcf3::OnlineIForest;

let mut detector = OnlineIForest::builder(2).build()?;
let score = detector.update_and_score(&[1.5, 2.3])?;

Use MStream when each event has separate numerical and categorical aspects:

use rcf3::MStream;

let mut detector = MStream::builder(2, 1).build()?;
let score = detector.update_and_score(&[1.5, 2.0], &[7], 1)?;

Features

The crate supports several compile-time features:

std (enabled by default)

Enables use of the Rust standard library. Disable this for no_std environments:

[dependencies]
rcf3 = { version = "0.4", default-features = false }

serde (enabled by default)

Provides JSON serialization and deserialization support for persisted detector state:

[dependencies]
rcf3 = { version = "0.4", features = ["serde", "std"] }

python (optional)

Builds Python bindings using PyO3, enabling use from Python. Automatically enables serde and std:

[dependencies]
rcf3 = { version = "0.4", features = ["python"] }

To use just the core algorithm without serialization:

[dependencies]
rcf3 = { version = "0.4", default-features = false, features = ["std"] }

License

Licensed under either of the Apache License 2.0 or MIT license, at your option.

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