Documentation
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Overview ¶
Experimental — this package is not yet wired into the main framework.
Package monitor provides drift detection for deployed models using statistical tests (Page-Hinkley, ADWIN) to detect performance degradation.
Index ¶
Constants ¶
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Variables ¶
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Functions ¶
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Types ¶
type ADWIN ¶
type ADWIN struct {
// contains filtered or unexported fields
}
ADWIN (ADaptive WINdowing) detects distributional shifts by maintaining a variable-length window of observations and testing whether any two sub-windows have statistically different means.
When a change is detected, the older sub-window is dropped, allowing the detector to adapt to the new distribution.
func NewADWIN ¶
func NewADWIN(cfg ADWINConfig) *ADWIN
NewADWIN creates an ADWIN detector with the given config.
type ADWINConfig ¶
type ADWINConfig struct {
// Confidence controls the sensitivity of the change detector.
// Lower values make it more sensitive. Typical range is 0.001 to 0.01.
// Defaults to 0.002 if zero.
Confidence float64
}
ADWINConfig holds parameters for the ADWIN detector.
type DriftDetector ¶
type DriftDetector interface {
// Observe ingests the next value in the stream.
// It returns true when drift is detected.
Observe(value float64) bool
}
DriftDetector observes a stream of scalar values and returns true when it detects a statistically significant distributional shift.
type PageHinkley ¶
type PageHinkley struct {
// contains filtered or unexported fields
}
PageHinkley implements the Page-Hinkley test for detecting changes in the mean of a sequential stream of values.
The test maintains a cumulative sum of deviations from the running mean, adjusted by a tolerance parameter delta. Drift is detected when the difference between the maximum cumulative sum and the current cumulative sum exceeds a threshold lambda.
func NewPageHinkley ¶
func NewPageHinkley(cfg PageHinkleyConfig) *PageHinkley
NewPageHinkley creates a Page-Hinkley detector with the given config.
func (*PageHinkley) Observe ¶
func (ph *PageHinkley) Observe(value float64) bool
Observe ingests a value and returns true if drift is detected.
func (*PageHinkley) Reset ¶
func (ph *PageHinkley) Reset()
Reset clears all internal state so the detector can be reused.
type PageHinkleyConfig ¶
type PageHinkleyConfig struct {
// Delta is the magnitude of allowed changes (tolerance).
// A smaller delta makes the test more sensitive.
// Defaults to 0.005 if zero.
Delta float64
// Lambda is the detection threshold. When the test statistic
// exceeds Lambda, drift is signalled.
// Defaults to 50 if zero.
Lambda float64
}
PageHinkleyConfig holds parameters for the Page-Hinkley test.
Source Files