alibi_detect.cd.keops.learned_kernel module
- class alibi_detect.cd.keops.learned_kernel.LearnedKernelDriftKeops(x_ref, kernel, p_val=0.05, x_ref_preprocessed=False, preprocess_at_init=True, update_x_ref=None, preprocess_fn=None, n_permutations=100, batch_size_permutations=1000000, var_reg=1e-05, reg_loss_fn=<function LearnedKernelDriftKeops.<lambda>>, train_size=0.75, retrain_from_scratch=True, optimizer=torch.optim.Adam, learning_rate=0.001, batch_size=32, batch_size_predict=1000000, preprocess_batch_fn=None, epochs=3, num_workers=0, verbose=0, train_kwargs=None, device=None, dataset=<class 'alibi_detect.utils.pytorch.data.TorchDataset'>, dataloader=torch.utils.data.DataLoader, input_shape=None, data_type=None)[source]
Bases:
BaseLearnedKernelDrift- class JHat(kernel, var_reg, has_proj, has_kernel_b)[source]
Bases:
ModuleA module that wraps around the kernel. When passed a batch of reference and batch of test instances it returns an estimate of a correlate of test power. Equation 4 of https://arxiv.org/abs/2002.09116
- __init__(x_ref, kernel, p_val=0.05, x_ref_preprocessed=False, preprocess_at_init=True, update_x_ref=None, preprocess_fn=None, n_permutations=100, batch_size_permutations=1000000, var_reg=1e-05, reg_loss_fn=<function LearnedKernelDriftKeops.<lambda>>, train_size=0.75, retrain_from_scratch=True, optimizer=torch.optim.Adam, learning_rate=0.001, batch_size=32, batch_size_predict=1000000, preprocess_batch_fn=None, epochs=3, num_workers=0, verbose=0, train_kwargs=None, device=None, dataset=<class 'alibi_detect.utils.pytorch.data.TorchDataset'>, dataloader=torch.utils.data.DataLoader, input_shape=None, data_type=None)[source]
Maximum Mean Discrepancy (MMD) data drift detector where the kernel is trained to maximise an estimate of the test power. The kernel is trained on a split of the reference and test instances and then the MMD is evaluated on held out instances and a permutation test is performed.
For details see Liu et al (2020): Learning Deep Kernels for Non-Parametric Two-Sample Tests (https://arxiv.org/abs/2002.09116)
- Parameters:
x_ref (
Union[ndarray,list]) – Data used as reference distribution.kernel (
Union[Module,Sequential]) – Trainable PyTorch module that returns a similarity between two instances.p_val (
float) – p-value used for the significance of the test.x_ref_preprocessed (
bool) – 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) – 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]]) – 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]) – Function to preprocess the data before applying the kernel.n_permutations (
int) – The number of permutations to use in the permutation test once the MMD has been computed.batch_size_permutations (
int) – KeOps computes the n_permutations of the MMD^2 statistics in chunks of batch_size_permutations.var_reg (
float) – Constant added to the estimated variance of the MMD for stability.reg_loss_fn (
Callable) – The regularisation term reg_loss_fn(kernel) is added to the loss function being optimized.train_size (
Optional[float]) – Optional fraction (float between 0 and 1) of the dataset used to train the kernel. The drift is detected on 1 - train_size.retrain_from_scratch (
bool) – Whether the kernel should be retrained from scratch for each set of test data or whether it should instead continue training from where it left off on the previous set.optimizer (
Optimizer) – Optimizer used during training of the kernel.learning_rate (
float) – Learning rate used by optimizer.batch_size (
int) – Batch size used during training of the kernel.batch_size_predict (
int) – Batch size used for the trained drift detector predictions.preprocess_batch_fn (
Optional[Callable]) – Optional batch preprocessing function. For example to convert a list of objects to a batch which can be processed by the kernel.epochs (
int) – Number of training epochs for the kernel. Corresponds to the smaller of the reference and test sets.num_workers (
int) – Number of workers for the dataloader. The default (num_workers=0) means multi-process data loading is disabled. Setting num_workers>0 may be unreliable on Windows.verbose (
int) – Verbosity level during the training of the kernel. 0 is silent, 1 a progress bar.train_kwargs (
Optional[dict]) – Optional additional kwargs when training the kernel.device (
Union[Literal['cuda','gpu','cpu'],device,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 oftorch.device. Relevant for ‘pytorch’ and ‘keops’ backends.dataset (
Callable) – Dataset object used during training.dataloader (
Callable) – Dataloader object used during training. Only relevant for ‘pytorch’ backend.data_type (
Optional[str]) – Optionally specify the data type (tabular, image or time-series). Added to metadata.
- score(x)[source]
Compute the p-value resulting from a permutation test using the maximum mean discrepancy as a distance measure between the reference data and the data to be tested. The kernel used within the MMD is first trained to maximise an estimate of the resulting test power.
- static trainer(j_hat, dataloaders, device, optimizer=torch.optim.Adam, learning_rate=0.001, preprocess_fn=None, epochs=20, reg_loss_fn=<function LearnedKernelDriftKeops.<lambda>>, verbose=1)[source]
Train the kernel to maximise an estimate of test power using minibatch gradient descent.
- Return type: