ExIFFI and EIF+: Interpretability and Enhanced Generalizability to Extend the Extended Isolation Forest

Anomaly detection, an essential unsupervised machine learning task, involves identifying unusual behaviors within complex datasets and systems. While Machine Learning algorithms and decision support systems (DSSs) offer effective solutions for this task, simply pinpointing anomalies often falls short in real-world applications. Users of these systems often require insight into the underlying reasons behind predictions to facilitate Root Cause Analysis and foster trust in the model. However, due to the unsupervised nature of anomaly detection, creating interpretable tools is challenging. This work introduces EIF+, an enhanced variant of Extended Isolation Forest (EIF), designed to enhance generalization capabilities. Additionally, we present ExIFFI, a novel approach that equips Extended Isolation Forest with interpretability features, specifically feature rankings. Experimental results provide a comprehensive comparative analysis of Isolation-based approaches for Anomaly Detection, including synthetic and real dataset evaluations that demonstrate ExIFFI's effectiveness in providing explanations. We also illustrate how ExIFFI serves as a valid feature selection technique in unsupervised settings. To facilitate further research and reproducibility, we also provide open-source code to replicate the results.