module change_detection.tornado.cusum
Cumulative Sum Drift Detection Method.
The source code was adopted from tornado, please cite:
The Tornado Framework By Ali Pesaranghader University of Ottawa, Ontario, Canada E-mail: apesaran -at- uottawa -dot- ca / alipsgh -at- gmail -dot- com
Original Paper: Page, Ewan S. "Continuous inspection schemes." Published in: Biometrika 41.1/2 (1954): 100-115. URL: http://www.jstor.org/stable/2333009
Copyright (C) 2022 Johannes Haug.
class Cusum
Cusum Change Detector.
method Cusum.__init__
__init__(
min_instance: int = 30,
delta: float = 0.005,
lambda_: int = 50,
reset_after_drift: bool = False
)
Inits the change detector.
Args:
min_instance
: Todo (left unspecified by the Tornado library).delta
: Todo (left unspecified by the Tornado library).lambda_
: Todo (left unspecified by the Tornado library).reset_after_drift
: A boolean indicating if the change detector will be reset after a drift was detected.
method Cusum.detect_change
detect_change() → bool
Detects global concept drift.
Returns:
bool
: True, if a concept drift was detected, False otherwise.
method Cusum.detect_partial_change
detect_partial_change() → Tuple[bool, list]
Detects partial concept drift.
Notes:
Cusum does not detect partial change.
method Cusum.detect_warning_zone
detect_warning_zone() → bool
Detects a warning zone.
Notes:
Cusum does not raise warnings.
method Cusum.partial_fit
partial_fit(pr_scores: List[bool])
Updates the change detector.
Args:
pr_scores
: A boolean vector indicating correct predictions. 'True' values indicate that the prediction by the online learner was correct, otherwise the vector contains 'False'.
method Cusum.reset
reset()
Resets the change detector.
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