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.

Statistical Process Control

Concept drift SPC (statistical process control) 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.

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.
STEPD([config, callbacks])	STEPD (Statistical test of equal proportions) [nishida2007detecting] detector.
STEPDConfig([alpha_d, alpha_w, ...])	STEPD (Statistical test of equal proportions) [nishida2007detecting] 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.

Distance Based

Data drift streaming distance based detection methods’ init.

MMD(window_size, kernel, chunk_size, ...)

MMD (Maximum Mean Discrepancy) [gretton2012kernel] detector.

Statistical Test

Data drift streaming statistical test detection methods’ init.

IncrementalKSTest([callbacks, window_size])

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