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Mixed-type tabular data

Overview

The drift detector applies feature-wise two-sample Kolmogorov-Smirnov (K-S) tests for the continuous numerical features and Chi-Squared tests for the categorical features. For multivariate data, the obtained p-values for each feature are aggregated either via the Bonferroni or the False Discovery Rate (FDR) correction. The Bonferroni correction is more conservative and controls for the probability of at least one false positive. The FDR correction on the other hand allows for an expected fraction of false positives to occur. Similarly to the other drift detectors, a preprocessing steps could be applied, but the output features need to be categorical.

Usage

Initialize

Arguments:

  • x_ref: Data used as reference distribution.

Keyword arguments:

  • p_val: p-value used for significance of the K-S and Chi-Squared test across all features. If the FDR correction method is used, this corresponds to the acceptable q-value.

  • categories_per_feature: Dictionary with as keys the column indices of the categorical features and optionally as values the number of possible categorical values for that feature or a list with the possible values. If you know which features are categorical and simply want to infer the possible values of the categorical feature from the reference data you can pass a Dict[int, NoneType] such as {0: None, 3: None} if features 0 and 3 are categorical. If you also know how many categories are present for a given feature you could pass this in the categories_per_feature dict in the Dict[int, int] format, e.g. {0: 3, 3: 2}. If you pass N categories this will assume the possible values for the feature are [0, …, N-1]. You can also explicitly pass the possible categories in the Dict[int, List[int]] format, e.g. {0: [0, 1, 2], 3: [0, 55]}. Note that the categories can be arbitrary int values.

  • preprocess_x_ref: Whether to already count and store the number of instances for each possible category of each categorical variable of the reference data x_ref when initializing the detector. If a preprocessing step is specified, the step will be applied first. Defaults to True. It is possible that it needs to be set to False if the preprocessing step requires statistics from both the reference and test 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. Typically a dimensionality reduction technique.

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

  • alternative: Defines the alternative hypothesis for the K-S tests. Options are ‘two-sided’ (default), ‘less’ or ‘greater’. Make sure to use ‘two-sided’ when mixing categorical and numerical features.

  • n_features: Number of features used in the K-S and Chi-Squared tests. 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.

  • data_type: can specify data type added to metadata. E.g. ‘tabular’.

Initialized drift detector example:

from alibi_detect.cd import TabularDrift

cd = TabularDrift(x_ref, p_val=0.05, categories_per_feature={0: None, 3: None})

Detect Drift

We detect data drift by simply calling predict on a batch of instances x. We can return the feature-wise p-values before the multivariate correction by setting return_p_val to True. The drift can also be detected at the feature level by setting drift_type to ‘feature’. No multivariate correction will take place since we return the output of n_features univariate tests. For drift detection on all the features combined with the correction, use ‘batch’. return_p_val equal to True will also return the threshold used by the detector (either for the univariate case or after the multivariate correction).

The prediction takes the form of a dictionary with meta and data keys. meta contains the detector’s metadata while data is also a dictionary which contains the actual predictions stored in the following keys:

  • is_drift: 1 if the sample tested has drifted from the reference data and 0 otherwise.

  • p_val: contains feature-level p-values if return_p_val equals True.

  • threshold: for feature-level drift detection the threshold equals the p-value used for the significance of the K-S and Chi-Squared tests. Otherwise the threshold after the multivariate correction (either bonferroni or fdr) is returned.

  • distance: feature-wise K-S or Chi-Squared statistics between the reference data and the new batch if return_distance equals True.

preds = cd.predict(x, drift_type='batch', return_p_val=True, return_distance=True)

Saving and loading

The drift detectors can be saved and loaded in the same way as other detectors:

from alibi_detect.utils import save_detector, load_detector

filepath = 'my_path'
save_detector(cd, filepath)
cd = load_detector(filepath)