alibi_detect.cd.pytorch.lsdd

LSDDDriftTorch

Inherits from: BaseLSDDDrift, BaseDetector, ABC

Constructor

LSDDDriftTorch(self, x_ref: Union[numpy.ndarray, list], p_val: float = 0.05, x_ref_preprocessed: bool = False, preprocess_at_init: bool = True, update_x_ref: Optional[Dict[str, int]] = None, preprocess_fn: Optional[Callable] = None, sigma: Optional[numpy.ndarray] = None, n_permutations: int = 100, n_kernel_centers: Optional[int] = None, lambda_rd_max: float = 0.2, device: Union[typing_extensions.Literal['cuda', 'gpu', 'cpu'], ForwardRef('torch.device'), NoneType] = None, 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.

p_val

float

0.05

p-value used for the significance of the permutation test.

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.

preprocess_at_init

bool

True

Whether to preprocess the reference data when the detector is instantiated. Otherwise, the reference data will be preprocessed at prediction time. Only applies if x_ref_preprocessed=False.

update_x_ref

Optional[Dict[str, int]]

None

Reference data can optionally be updated to the last n instances seen by the detector or via reservoir sampling with size n. For the former, the parameter equals {'last': n} while for reservoir sampling {'reservoir_sampling': n} is passed.

preprocess_fn

Optional[Callable]

None

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

sigma

Optional[numpy.ndarray]

None

Optionally set the bandwidth of the Gaussian kernel used in estimating the LSDD. 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_permutations

int

100

Number of permutations used in the permutation test.

n_kernel_centers

Optional[int]

None

The number of reference samples to use as centers in the Gaussian kernel model used to estimate LSDD. Defaults to 1/20th of the reference data.

lambda_rd_max

float

0.2

The maximum relative difference between two estimates of LSDD that the regularization parameter lambda is allowed to cause. Defaults to 0.2 as in the paper.

device

Union[Literal[cuda, gpu, cpu], 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.

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.

Methods

score

score(x: Union[numpy.ndarray, list]) -> Tuple[float, float, float]

Compute the p-value resulting from a permutation test using the least-squares density

difference as a distance measure between the reference data and the data to be tested.

Name
Type
Default
Description

x

Union[numpy.ndarray, list]

Batch of instances.

Returns

  • Type: Tuple[float, float, float]

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