module change_detection.tornado.hddm_w

Hoeffding's Bound based Drift Detection Method (W_test Scheme).

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: Frías-Blanco, Isvani, et al. "Online and non-parametric drift detection methods based on Hoeffding’s bounds." Published in: IEEE Transactions on Knowledge and Data Engineering 27.3 (2015): 810-823. URL: http://ieeexplore.ieee.org/abstract/document/6871418/

Copyright (C) 2022 Johannes Haug.

class HDDMW

HDDMW change detector.

method HDDMW.__init__

__init__(
    drift_confidence: float = 0.001,
    warning_confidence: float = 0.005,
    lambda_: float = 0.05,
    test_type: str = 'one-sided',
    reset_after_drift: bool = False
)

Inits the change detector.

Args:

  • drift_confidence: Todo (left unspecified by the Tornado library).
  • warning_confidence: Todo (left unspecified by the Tornado library).
  • lambda_: Todo (left unspecified by the Tornado library).
  • test_type: 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 HDDMW.detect_change

detect_change() → bool

Detects global concept drift.

Returns:

  • bool: True, if a concept drift was detected, False otherwise.

method HDDMW.detect_partial_change

detect_partial_change() → Tuple[bool, list]

Detects partial concept drift.

Notes:

HDDMW does not detect partial change.

method HDDMW.detect_warning_zone

detect_warning_zone() → bool

Detects a warning zone.

Returns:

  • bool: True, if the change detector has detected a warning zone, False otherwise.

method HDDMW.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 HDDMW.reset

reset()

Resets the change detector.

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