mSPRT

class frouros.callbacks.streaming.mSPRT(alpha: float = 0.05, sigma: float = 1.0, tau: Optional[float] = None, truncation: int = 1, name: Optional[str] = None)

mSPRT (mixing Sequentially Probability Ratio Test) callback class.

References:

[johari2022always]

Ramesh, Johari, et al. “Always valid inference: Continuous monitoring of a/b tests” Operations Research 70.3 (2022): 1806-1821.

property alpha: float

Alpha property.

Returns:

alpha value

Return type:

float

property tau: Optional[float]

Tau property.

Returns:

tau squared value

Return type:

Optional[float]

on_update_end(value: Union[int, float], **kwargs) → None

On update end method.

Parameters:

value (int) – value to update detector

property name: str

Name property.

Returns:

name value

Return type:

str

on_drift_detected() → None

On drift detected method.

on_fit_end() → None

On fit end method.

on_fit_start() → None

On fit start method.

on_update_start(value: Union[int, float], **kwargs) → None

On update start method.

reset() → None

Reset method.

set_detector(detector) → None

Set detector method.