detectors#

Concept and data drift detectors.

This module exports both families.

  • Concept drift (REQUIRES_FIT = False): feed a scalar, usually a prediction error, to add_element().

  • Data drift (REQUIRES_FIT = True): compare input features to a reference with fit() or auto_fit_samples.

BaseDataDriftDetector and DataDriftResult are helpers, not detectors to pick.

Concept drift#

Detector

Typical input

ABCD

Feature vector, or a scalar error

ADWIN

Scalar

CUSUM

Scalar

DDM

Scalar

EDDM

Scalar

EWMAChart

Scalar

GeometricMovingAverage

Scalar

HDDMAverage

Scalar

HDDMWeighted

Scalar

OPTWIN

Scalar

PageHinkley

Scalar

RDDM

Scalar

SEED

Scalar

STEPD

Scalar

STUDD

Feature vector and model prediction

Data drift#

Detector

Typical input

AndersonDarling

Feature vector (numeric)

BNDM

Feature vector (numeric)

ChiSquare

Feature vector (categorical)

CramerVonMises

Feature vector (numeric)

D3

Feature vector (numeric)

EnergyDistance

Feature vector (numeric)

Hellinger

Feature vector (numeric)

JensenShannon

Feature vector (numeric)

KLDivergence

Feature vector (numeric)

KolmogorovSmirnov

Feature vector (numeric)

MMD

Feature vector (numeric)

PSI

Feature vector (numeric)

Wasserstein

Feature vector (numeric)

Classes#

ABCD

Adaptive Bernstein Change Detector (ABCD).

ADWIN

ADWIN Drift Detector

BNDM

Bayesian Nonparametric Detection Method

CUSUM

CUSUM Drift Detector

D3

Discriminative Drift Detector (D3)

DDM

Drift-Detection-Method (DDM) Drift Detector

EDDM

Early Drift Detection Method (EDDM) Drift Detector

MMD

Maximum Mean Discrepancy

OPTWIN

Optimal Window Concept Drift Detector

PSI

Population Stability Index

RDDM

Reactive Drift Detection Method Drift Detector

SEED

Seed Drift Detector

STEPD

Statistical Test of Equal Proportions Drift Detector

STUDD

STUDD: Student-Teacher Unsupervised Drift Detection

AndersonDarling

Anderson-Darling K-Sample Test

BaseDataDriftDetector

Base class for detectors that monitor the input data distribution.

ChiSquare

Chi-Square Test

CramerVonMises

Cramér-von Mises Two-Sample Test

DataDriftResult

Result returned by a data-drift comparison.

EWMAChart

EWMA Charts Drift Detector

EnergyDistance

Energy Distance

GeometricMovingAverage

Geometric Moving Average Test Drift Detector

HDDMAverage

Average Hoeffding's bounds Drift Detector

HDDMWeighted

Weighted Hoeffding's bounds Drift Detector

Hellinger

Hellinger Distance

JensenShannon

Jensen-Shannon Distance

KLDivergence

Kullback-Leibler Divergence

KolmogorovSmirnov

Kolmogorov-Smirnov Two-Sample Test

PageHinkley

Page-Hinkley Drift Detector

Wasserstein

Wasserstein Distance (Earth Mover's Distance)