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Merge pull request #241 from awslabs/rcf
Add Random Cut Forest notebook
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# SageMaker Random Cut Forest and Anomaly Detection
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An introductory notebook on using Amazon SageMaker to train and use random cut
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forest models to perform anomaly detection.
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<p align="center">
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<img src="https://github.com/awslabs/amazon-sagemaker-examples/blob/master/introduction_to_amazon_algorithms/random_cut_forest/img/rcf.png">
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</p>
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## References
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For more details about random cut forests and information about the algorithm
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used in the Amazon SageMaker RCF algorithm consult the following papers:
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* Sudipto Guha, Nina Mishra, Gourav Roy, and Okke Schrijvers. *"Robust random
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cut forest based anomaly detection on streams."* In International Conference
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on Machine Learning, pp. 2712-2721. 2016.
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* Byung-Hoon Park, George Ostrouchov, Nagiza F. Samatova, and Al Geist.
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*"Reservoir-based random sampling with replacement from data stream."* In
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Proceedings of the 2004 SIAM International Conference on Data Mining, pp.
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492-496. Society for Industrial and Applied Mathematics, 2004.
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