frouros 0.2.4

Frouros is a Python library for drift detection in machine learning systems that provides a combination of classical and more recent algorithms for both concept and data drift detection.

"Everything changes and nothing stands still"

"You could not step twice into the same river"

⚡️ Quickstart

Concept drift

As a quick example, we can use the wine dataset to which concept drift it is induced in order to show the use of a concept drift detector like DDM (Drift Detection Method).

import numpy as np
from sklearn.datasets import load_wine
from sklearn.linear_model import LogisticRegression
from sklearn.model_selection import train_test_split
from sklearn.pipeline import Pipeline
from sklearn.preprocessing import StandardScaler

from frouros.detectors.concept_drift import DDM, DDMConfig

np.random.seed(seed=31)

# Load wine dataset
X, y = load_wine(return_X_y=True)

# Split train (70%) and test (30%)
(
    X_train,
    X_test,
    y_train,
    y_test,
) = train_test_split(X, y, train_size=0.7, random_state=31)

# IMPORTANT: Induce/simulate concept drift in the last part (20%)
# of y_test by modifying some labels (50% approx). Therefore, changing P(y|X))
drift_size = int(y_test.shape[0] * 0.2)
y_test_drift = y_test[-drift_size:]
modify_idx = np.random.rand(*y_test_drift.shape) <= 0.5
y_test_drift[modify_idx] = (y_test_drift[modify_idx] + 1) % len(np.unique(y_test))
y_test[-drift_size:] = y_test_drift

# Define and fit model
pipeline = Pipeline(
    [
        ("scaler", StandardScaler()),
        ("model", LogisticRegression()),
    ]
)
pipeline.fit(X=X_train, y=y_train)

# Detector configuration and instantiation
config = DDMConfig(warning_level=2.0,
                   drift_level=3.0,
                   min_num_instances=30,)
detector = DDM(config=config)

# Simulate data stream (assuming test label available after prediction)
for i, (X, y) in enumerate(zip(X_test, y_test)):
    y_pred = pipeline.predict(X.reshape(1, -1))
    error = 1 - int(y_pred == y)
    detector.update(value=error)
    status = detector.status
    if status["drift"]:
        print(f"Drift detected at index {i}")
        break

>> Drift detected at index 44

More concept drift examples can be found here.

Data drift

As a quick example, we can use the iris dataset to which data drift in order to show the use of a data drift detector like Kolmogorov-Smirnov test.

import numpy as np
from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
from sklearn.tree import DecisionTreeClassifier

from frouros.detectors.data_drift import KSTest

np.random.seed(seed=31)

# Load iris dataset
X, y = load_iris(return_X_y=True)

# Split train (70%) and test (30%)
(
    X_train,
    X_test,
    y_train,
    y_test,
) = train_test_split(X, y, train_size=0.7, random_state=31)

# Set the feature index to which detector is applied
dim_idx = 0

# IMPORTANT: Induce/simulate data drift in the selected feature of y_test by
# applying some gaussian noise. Therefore, changing P(X))
X_test[:, dim_idx] += np.random.normal(
    loc=0.0,
    scale=3.0,
    size=X_test.shape[0],
)

# Define and fit model
model = DecisionTreeClassifier(random_state=31)
model.fit(X=X_train, y=y_train)

# Set significance level for hypothesis testing
alpha = 0.001
# Define and fit detector
detector = KSTest()
detector.fit(X=X_train[:, dim_idx])

# Apply detector to the selected feature of X_test
result = detector.compare(X=X_test[:, dim_idx])

# Check if drift is taking place
result[0].p_value < alpha
>> True # Data drift detected.
# Therefore, we can reject H0 (both samples come from the same distribution).

More data drift examples can be found here.

🛠 Installation

Frouros can be installed via pip:

pip install frouros

🕵🏻‍♂️️ Drift detection methods

The currently implemented detectors are listed in the following diagram.

👍 Contributing

Check out the contribution section.

💬 Citation

Although Frouros paper is still in preprint, if you want to cite it you can use the preprint version (to be replaced by the paper once is published).

@article{cespedes2022frouros,
  title={Frouros: A Python library for drift detection in Machine Learning problems},
  author={C{\'e}spedes Sisniega, Jaime and L{\'o}pez Garc{\'\i}a, {\'A}lvaro },
  journal={arXiv preprint arXiv:2208.06868},
  year={2022}
}

📝 License

Frouros is an open-source software licensed under the BSD-3-Clause license.