Detectors#

The frouros.detectors module contains drift detection algorithms.

Detection methods init.

Concept drift#

Concept drift detection methods init.

Streaming#

Concept drift streaming detection methods init.

CUSUM Test#

Concept drift CUSUM based detection methods’ init.

CUSUM([config, callbacks])

CUSUM [page1954continuous] detector.

CUSUMConfig([delta, lambda_, min_num_instances])

CUSUM [page1954continuous] configuration.

GeometricMovingAverage([config, callbacks])

Geometric Moving Average [robertst1959control] detector.

GeometricMovingAverageConfig([alpha, ...])

Geometric Moving Average [robertst1959control] configuration.

PageHinkley([config, callbacks])

Page Hinkley [page1954continuous] detector.

PageHinkleyConfig([delta, lambda_, ...])

Page Hinkley [page1954continuous] configuration.

DDM Based#

Concept drift DDM based detection methods’ init.

DDM([config, callbacks])

DDM (Drift detection method) [gama2004learning] detector.

DDMConfig([warning_level, drift_level, ...])

DDM (Drift detection method) [gama2004learning] configuration.

ECDDWT([config, callbacks])

ECDDWT (EWMA Concept Drift Detection Warning) [ross2012exponentially] detector.

ECDDWTConfig([lambda_, average_run_length, ...])

ECDDWT (EWMA Concept Drift Detection Warning) [ross2012exponentially] configuration.

EDDM([config, callbacks])

EDDM (Early drift detection method) [baena2006early] detector.

EDDMConfig([alpha, beta, level, ...])

EDDM (Early drift detection method) [baena2006early] configuration.

HDDMA([config, callbacks])

HDDM-A (Hoeffding's drift detection method with A-Test) [frias2014online] detector.

HDDMAConfig([alpha_d, alpha_w, ...])

HDDM-A (Hoeffding's drift detection method A-Test) [frias2014online] configuration.

HDDMW([config, callbacks])

HDDM-W (Hoeffding's drift detection method with W-Test) [frias2014online] detector.

HDDMWConfig([alpha_d, alpha_w, ...])

HDDM-W (Hoeffding's drift detection method W-Test) [frias2014online] configuration.

RDDM([config, callbacks])

RDDM (Reactive Drift detection method) [barros2017rddm] detector.

RDDMConfig([warning_level, drift_level, ...])

RDDM (Reactive Drift detection method) [barros2017rddm] configuration.

STEPD([config, callbacks])

STEPD (Statistical test of equal proportions) [nishida2007detecting] detector.

STEPDConfig([alpha_d, alpha_w, ...])

STEPD (Statistical test of equal proportions) [nishida2007detecting] configuration.

Window Based#

Concept drift window based detection methods’ init.

ADWIN([config, callbacks])

ADWIN (ADaptive WINdowing) [bifet2007learning] detector.

ADWINConfig([clock, delta, m, ...])

ADWIN (ADaptive WINdowing) [bifet2007learning] configuration.

KSWIN([config, callbacks])

KSWIN (Kolmogorov-Smirnov Windowing) [raab2020reactive] detector.

KSWINConfig([alpha, seed, ...])

KSWIN (Kolmogorov-Smirnov Windowing) [raab2020reactive] configuration.

Data drift#

Data drift detection methods init.

Batch#

Data drift batch detection methods init.

Distance Based#

Data drift batch distance based detection methods’ init.

BhattacharyyaDistance([num_bins, callbacks])

Bhattacharyya distance [bhattacharyya1946measure] detector.

EMD([callbacks])

EMD (Earth Mover's Distance) [rubner2000earth] detector.

HellingerDistance([num_bins, callbacks])

Hellinger distance [hellinger1909neue] detector.

HINormalizedComplement([num_bins, callbacks])

HI (Histogram intersection) normalized complement [swain1991color] detector.

JS([num_bins, callbacks])

JS (Jensen-Shannon distance) [lin1991divergence] detector.

KL([num_bins, callbacks])

KL (Kullback-Leibler divergence) [kullback1951information] detector.

MMD(kernel, chunk_size, callbacks, ...)

MMD (Maximum Mean Discrepancy) [gretton2012kernel] detector.

PSI([num_bins, callbacks])

PSI (Population Stability Index) [wu2010enterprise] detector.

Statistical Test#

Data drift batch statistical test detection methods’ init.

ChiSquareTest([callbacks])

ChiSquareTest (Chi-square test) [pearson1900x] detector.

CVMTest([callbacks])

CVMTest (Cramér-von Mises test) [cramer1928composition] detector.

KSTest([callbacks])

KSTest (Kolmogorov-Smirnov test) [massey1951kolmogorov] detector.

WelchTTest([callbacks])

Welch's T-test [welch1947generalization] detector.

Streaming#

Data drift streaming detection methods init.

Statistical Test#

Data drift streaming statistical test detection methods’ init.

IncrementalKSTest([callbacks, window_size])

IncrementalKSTest (Incremental Kolmogorov-Smirnov test) [dos2016fast] detector.