alibi_detect.cd.mmd_online

Constants

has_pytorch

has_pytorch: bool = True

bool(x) -> bool

Returns True when the argument x is true, False otherwise. The builtins True and False are the only two instances of the class bool. The class bool is a subclass of the class int, and cannot be subclassed.

has_tensorflow

has_tensorflow: bool = True

bool(x) -> bool

Returns True when the argument x is true, False otherwise. The builtins True and False are the only two instances of the class bool. The class bool is a subclass of the class int, and cannot be subclassed.

MMDDriftOnline

Inherits from: DriftConfigMixin

Constructor

MMDDriftOnline(self, x_ref: Union[numpy.ndarray, list], ert: float, window_size: int, backend: str = 'tensorflow', preprocess_fn: Optional[Callable] = None, x_ref_preprocessed: bool = False, kernel: Optional[Callable] = None, sigma: Optional[numpy.ndarray] = None, n_bootstraps: int = 1000, device: Union[typing_extensions.Literal['cuda', 'gpu', 'cpu'], ForwardRef('torch.device'), NoneType] = None, verbose: bool = True, input_shape: Optional[tuple] = None, data_type: Optional[str] = None) -> None
Name
Type
Default
Description

x_ref

Union[numpy.ndarray, list]

Data used as reference distribution.

ert

float

The expected run-time (ERT) in the absence of drift. For the multivariate detectors, the ERT is defined as the expected run-time from t=0.

window_size

int

The size of the sliding test-window used to compute the test-statistic. Smaller windows focus on responding quickly to severe drift, larger windows focus on ability to detect slight drift.

backend

str

'tensorflow'

Backend used for the MMD implementation and configuration.

preprocess_fn

Optional[Callable]

None

Function to preprocess the data before computing the data drift metrics.

x_ref_preprocessed

bool

False

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

kernel

Optional[Callable]

None

Kernel used for the MMD computation, defaults to Gaussian RBF kernel.

sigma

Optional[numpy.ndarray]

None

Optionally set the GaussianRBF kernel bandwidth. Can also pass multiple bandwidth values as an array. The kernel evaluation is then averaged over those bandwidths. If sigma is not specified, the 'median heuristic' is adopted whereby sigma is set as the median pairwise distance between reference samples.

n_bootstraps

int

1000

The number of bootstrap simulations used to configure the thresholds. The larger this is the more accurately the desired ERT will be targeted. Should ideally be at least an order of magnitude larger than the ERT.

device

Union[Literal[cuda, gpu, cpu], ForwardRef('torch.device'), None]

None

Device type used. The default tries to use the GPU and falls back on CPU if needed. Can be specified by passing either 'cuda', 'gpu', 'cpu' or an instance of torch.device. Only relevant for 'pytorch' backend.

verbose

bool

True

Whether or not to print progress during configuration.

input_shape

Optional[tuple]

None

Shape of input data.

data_type

Optional[str]

None

Optionally specify the data type (tabular, image or time-series). Added to metadata.

Properties

Property
Type
Description

t

``

test_stats

``

thresholds

``

Methods

get_config

get_config() -> dict

Returns

  • Type: dict

load_state

load_state(filepath: Union[str, os.PathLike])

Load the detector's state from disk, in order to restart from a checkpoint previously generated with

save_state.

Name
Type
Default
Description

filepath

Union[str, os.PathLike]

The directory to load state from.

predict

predict(x_t: Union[numpy.ndarray, typing.Any], return_test_stat: bool = True) -> Dict[Dict[str, str], Dict[str, Union[int, float]]]

Predict whether the most recent window of data has drifted from the reference data.

Name
Type
Default
Description

x_t

Union[numpy.ndarray, typing.Any]

A single instance to be added to the test-window.

return_test_stat

bool

True

Whether to return the test statistic (squared MMD) and threshold.

Returns

  • Type: Dict[Dict[str, str], Dict[str, Union[int, float]]]

reset_state

reset_state()

Resets the detector to its initial state (t=0). This does not include reconfiguring thresholds.

save_state

save_state(filepath: Union[str, os.PathLike])

Save a detector's state to disk in order to generate a checkpoint.

Name
Type
Default
Description

filepath

Union[str, os.PathLike]

The directory to save state to.

score

score(x_t: Union[numpy.ndarray, typing.Any]) -> float

Compute the test-statistic (squared MMD) between the reference window and test window.

Name
Type
Default
Description

x_t

Union[numpy.ndarray, typing.Any]

A single instance to be added to the test-window.

Returns

  • Type: float

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