Concept Drift and Concept Shift Detection for Predictive Models
Calculate Covariate Drift for two data frames
Calculate Non-Intersection Distance
Calculate Model Drift for comparison of models trained on new/old data
Calculate Residual Drift for old model and new vs. old data
This function executes all tests for drift between two datasets / mode...
Calculates distance between two Ceteris Paribus Profiles
Print All Drifter Checks
Print Covariate Drift Data Frame
Print Model Drift Data Frame
Concept drift refers to the change in the data distribution or in the relationships between variables over time. 'drifter' calculates distances between variable distributions or variable relations and identifies both types of drift. Key functions are: calculate_covariate_drift() checks distance between corresponding variables in two datasets, calculate_residuals_drift() checks distance between residual distributions for two models, calculate_model_drift() checks distance between partial dependency profiles for two models, check_drift() executes all checks against drift. 'drifter' is a part of the 'DrWhy.AI' universe (Biecek 2018) <arXiv:1806.08915>.
Useful links