dataeval.detectors.drift.DriftKS

class dataeval.detectors.drift.DriftKS(x_ref, p_val=0.05, x_ref_preprocessed=False, update_x_ref=None, preprocess_fn=None, correction='bonferroni', alternative='two-sided', n_features=None)

Drift detector employing the Kolmogorov-Smirnov (KS) distribution test.

The KS test detects changes in the maximum distance between two data distributions with Bonferroni or False Discovery Rate (FDR) correction for multivariate data.

Parameters:
x_ref : ArrayLike

Data used as reference distribution.

p_val : float | None, default 0.05

p-value used for significance of the statistical test for each feature. If the FDR correction method is used, this corresponds to the acceptable q-value.

x_ref_preprocessed : bool, default False

Whether the given reference data x_ref has been preprocessed yet. If True, only the test data x will be preprocessed at prediction time. If False, the reference data will also be preprocessed.

update_x_ref : UpdateStrategy | None, default None

Reference data can optionally be updated using an UpdateStrategy class. Update using the last n instances seen by the detector with LastSeenUpdateStrategy or via reservoir sampling with ReservoirSamplingUpdateStrategy.

preprocess_fn : Callable | None, default None

Function to preprocess the data before computing the data drift metrics. Typically a dimensionality reduction technique.

correction : "bonferroni" | "fdr", default "bonferroni"

Correction type for multivariate data. Either ‘bonferroni’ or ‘fdr’ (False Discovery Rate).

alternative : "two-sided" | "less" | "greater", default "two-sided"

Defines the alternative hypothesis. Options are ‘two-sided’, ‘less’ or ‘greater’.

n_features : int | None, default None

Number of features used in the statistical test. No need to pass it if no preprocessing takes place. In case of a preprocessing step, this can also be inferred automatically but could be more expensive to compute.

Example

>>> from functools import partial
>>> from dataeval.detectors.drift import preprocess_drift

Use a preprocess function to encode images before testing for drift

>>> preprocess_fn = partial(preprocess_drift, model=encoder, batch_size=64)
>>> drift = DriftKS(train_images, preprocess_fn=preprocess_fn)

Test incoming images for drift

>>> drift.predict(test_images).drifted
True
predict(x)

Predict whether a batch of data has drifted from the reference data and update reference data using specified update strategy.

Parameters:
x : ArrayLike

Batch of instances.

Returns:

Dictionary containing the drift prediction and optionally the feature level p-values, threshold after multivariate correction if needed and test statistics.

Return type:

DriftOutput

score(x)

Calculates p-values and test statistics per feature.

Parameters:
x : ArrayLike

Batch of instances

Returns:

Feature level p-values and test statistics

Return type:

tuple[NDArray, NDArray]

property n_features : int

Get the number of features in the reference data.

If the number of features is not provided during initialization, it will be inferred from the reference data (x_ref). If a preprocessing function is provided, the number of features will be inferred after applying the preprocessing function.

Returns:

Number of features in the reference data.

Return type:

int

property x_ref : dataeval.typing.ArrayLike

Retrieve the reference data, applying preprocessing if not already done.

Returns:

The reference dataset (x_ref), preprocessed if needed.

Return type:

ArrayLike