BOCD#

class frouros.detectors.concept_drift.streaming.change_detection.BOCD(config: BOCDConfig, callbacks: Optional[list] = None)#

BOCD (Bayesian Online Change Detection) [adams2007bayesian] detector.

(adapted from the implementation in gwgundersen/bocd)

References:

[adams2007bayesian]

Adams, Ryan Prescott, and David JC MacKay. “Bayesian online changepoint detection.” arXiv preprint arXiv:0710.3742 (2007).

config_type#

alias of BOCDConfig

property additional_vars: Optional[Dict[str, Any]]#

Additional variables property.

Returns:

additional variables

Return type:

Optional[Dict[str, Any]]

property log_r: ndarray#

Log r getter.

Returns:

log r

Return type:

numpy.ndarray

property callbacks: Optional[List[BaseCallback]]#

Callbacks property.

Returns:

callbacks

Return type:

Optional[List[BaseCallback]]

property config: BaseConceptDriftConfig#

Config property.

Returns:

configuration parameters of the estimator

Return type:

BaseConceptDriftConfig

property num_instances: int#

Number of instances counter property.

Returns:

Number of instances counter value

Return type:

int

property status: Dict[str, bool]#

Status property.

Returns:

status dict

Return type:

Dict[str, bool]

update(value: Union[int, float], **kwargs) Dict[str, Any]#

Update method.

Parameters:

value (Union[int, float]) – value to update detector

property predicted_mean: Optional[float]#

Predicted mean getter.

Returns:

predicted mean

Return type:

Optional[float]

property predicted_var: Optional[float]#

Predicted variance getter.

Returns:

predicted variance

Return type:

Optional[float]

property log_message: ndarray#

Log message getter.

Returns:

log message

Return type:

numpy.ndarray

reset() None#

Reset method.