Add Random Cut Forest notebook

introduction_to_amazon_algorithms/random_cut_forest/README.md

@@ -0,0 +1,21 @@
+# SageMaker Random Cut Forest and Anomaly Detection
+
+An introductory notebook on using Amazon SageMaker to train and use random cut
+forest models to perform anomaly detection.
+
+<p align="center">
+<img src="https://github.com/awslabs/amazon-sagemaker-examples/blob/master/introduction_to_amazon_algorithms/random_cut_forest/img/rcf.png">
+</p>
+
+## References
+
+For more details about random cut forests and information about the algorithm
+used in the Amazon SageMaker RCF algorithm consult the following papers:
+
+* Sudipto Guha, Nina Mishra, Gourav Roy, and Okke Schrijvers. *"Robust random
+  cut forest based anomaly detection on streams."* In International Conference
+  on Machine Learning, pp. 2712-2721. 2016.
+* Byung-Hoon Park, George Ostrouchov, Nagiza F. Samatova, and Al Geist.
+  *"Reservoir-based random sampling with replacement from data stream."* In
+  Proceedings of the 2004 SIAM International Conference on Data Mining, pp.
+  492-496. Society for Industrial and Applied Mathematics, 2004.