Source code for

import numpy as np
from typing import Callable, Dict, Optional, Union
from alibi_detect.utils.frameworks import has_pytorch, has_tensorflow

if has_pytorch:
    from import LSDDDriftTorch

if has_tensorflow:
    from import LSDDDriftTF

[docs]class LSDDDrift:
[docs] def __init__( self, x_ref: Union[np.ndarray, list], backend: str = 'tensorflow', p_val: float = .05, preprocess_x_ref: bool = True, update_x_ref: Optional[Dict[str, int]] = None, preprocess_fn: Optional[Callable] = None, sigma: Optional[np.ndarray] = None, n_permutations: int = 100, n_kernel_centers: Optional[int] = None, lambda_rd_max: float = 0.2, device: Optional[str] = None, input_shape: Optional[tuple] = None, data_type: Optional[str] = None ) -> None: """ Least-squares density difference (LSDD) data drift detector using a permutation test. Parameters ---------- x_ref Data used as reference distribution. backend Backend used for the LSDD implementation. p_val p-value used for the significance of the permutation test. preprocess_x_ref Whether to already preprocess and store the reference data. update_x_ref 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 Function to preprocess the data before computing the data drift metrics. sigma 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 Number of permutations used in the permutation test. n_kernel_centers 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 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 Device type used. The default None tries to use the GPU and falls back on CPU if needed. Can be specified by passing either 'cuda', 'gpu' or 'cpu'. Only relevant for 'pytorch' backend. input_shape Shape of input data. data_type Optionally specify the data type (tabular, image or time-series). Added to metadata. """ super().__init__() backend = backend.lower() if backend == 'tensorflow' and not has_tensorflow or backend == 'pytorch' and not has_pytorch: raise ImportError(f'{backend} not installed. Cannot initialize and run the ' f'LSDDDrift detector with {backend} backend.') elif backend not in ['tensorflow', 'pytorch']: raise NotImplementedError(f'{backend} not implemented. Use tensorflow or pytorch instead.') kwargs = locals() args = [kwargs['x_ref']] pop_kwargs = ['self', 'x_ref', 'backend', '__class__'] [kwargs.pop(k, None) for k in pop_kwargs] if backend == 'tensorflow' and has_tensorflow: kwargs.pop('device', None) self._detector = LSDDDriftTF(*args, **kwargs) # type: ignore else: self._detector = LSDDDriftTorch(*args, **kwargs) # type: ignore self.meta = self._detector.meta
[docs] def predict(self, x: Union[np.ndarray, list], return_p_val: bool = True, return_distance: bool = True) \ -> Dict[Dict[str, str], Dict[str, Union[int, float]]]: """ Predict whether a batch of data has drifted from the reference data. Parameters ---------- x Batch of instances. return_p_val Whether to return the p-value of the permutation test. return_distance Whether to return the LSDD metric between the new batch and reference data. Returns ------- Dictionary containing 'meta' and 'data' dictionaries. 'meta' has the model's metadata. 'data' contains the drift prediction and optionally the p-value, threshold and LSDD metric. """ return self._detector.predict(x, return_p_val, return_distance)