mSPRT

class frouros.callbacks.streaming.mSPRT(alpha: float, sigma: Union[int, float] = 1.0, tau: Union[int, float] = 1.0, lambda_: Union[int, float] = 1.0, 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 sigma: Optional[Union[int, float]]

Sigma property.

Returns:

sigma value

Return type:

Optional[Union[int, float]]

property name: str

Name property.

Returns:

name value

Return type:

str

on_fit_start(**kwargs) → None

On fit start method.

on_update_start(**kwargs) → None

On update start method.

set_detector(detector) → None

Set detector method.

property tau: Optional[Union[int, float]]

Tau property.

Returns:

tau squared value

Return type:

Optional[Union[int, float]]

property lambda_: Optional[Union[int, float]]

Lambda property.

Returns:

lambda value

Return type:

Optional[Union[int, float]]

on_fit_end(**kwargs) → None

On fit end method.

on_update_end(**kwargs) → None

On update end method.

reset() → None

Reset method.