HDDM_W: KSWIN (Kolmogorov-Smirnov WINdowing) for Change Detection
In datadriftR: Concept Drift Detection Methods for Stream Data
HDDM_W R Documentation
KSWIN (Kolmogorov-Smirnov WINdowing) for Change Detection
Description
Implements the Kolmogorov-Smirnov test for detecting distribution changes within
a window of streaming data. KSWIN is a non-parametric method for change detection that compares
two samples to determine if they come from the same distribution.
Details
KSWIN is effective for detecting changes in the underlying distribution of data streams.
It is particularly useful in scenarios where data properties may evolve over time, allowing for
early detection of changes that might affect subsequent data processing.
Public fields
drift_confidenceConfidence level for detecting a drift (default: 0.001).
warning_confidenceConfidence level for warning detection (default: 0.005).
lambda_optionDecay rate for the EWMA statistic, smaller values give less weight to recent data (default: 0.050).
two_side_optionBoolean flag for one-sided or two-sided error monitoring (default: TRUE).
totalContainer for the EWMA estimator and its bounded conditional sum.
sample1_decr_monitorFirst sample monitor for detecting decrements.
sample1_incr_monitorFirst sample monitor for detecting increments.
sample2_decr_monitorSecond sample monitor for detecting decrements.
sample2_incr_monitorSecond sample monitor for detecting increments.
incr_cutpointCutpoint for deciding increments.
decr_cutpointCutpoint for deciding decrements.
widthCurrent width of the window.
delayDelay count since last reset.
change_detectedBoolean indicating if a change was detected.
warning_detectedBoolean indicating if currently in a warning zone.
estimationThe current estimation of the stream's mean.
Methods
Public methods
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Method new()
Initializes the HDDM_W detector with specific parameters.
Usage
HDDM_W$new(
drift_confidence = 0.001,
warning_confidence = 0.005,
lambda_option = 0.05,
two_side_option = TRUE
)
Arguments
drift_confidenceConfidence level for drift detection.
warning_confidenceConfidence level for issuing warnings.
lambda_optionDecay rate for the EWMA statistic.
two_side_optionWhether to monitor both increases and decreases.
Method add_element()
Adds a new element to the data stream and updates the detection status.
Usage
HDDM_W$add_element(prediction)
Arguments
predictionThe new data value to add.
Method SampleInfo()
Provides current information about the monitoring samples, typically used for debugging or monitoring.
Usage
HDDM_W$SampleInfo()
Method reset()
Resets the internal state to initial conditions.
Usage
HDDM_W$reset()
Method detect_mean_increment()
Detects an increment in the mean between two samples based on the provided confidence level.
Usage
HDDM_W$detect_mean_increment(sample1, sample2, confidence)
Arguments
sample1First sample information, containing EWMA estimator and bounded conditional sum.
sample2Second sample information, containing EWMA estimator and bounded conditional sum.
confidenceThe confidence level used for calculating the bound.
Returns
Boolean indicating if an increment in mean was detected.
Method monitor_mean_incr()
Monitors the data stream for an increase in the mean based on the set confidence level.
Usage
HDDM_W$monitor_mean_incr(confidence)
Arguments
confidenceThe confidence level used to detect changes in the mean.
Returns
Boolean indicating if an increase in the mean was detected.
Method monitor_mean_decr()
Monitors the data stream for a decrease in the mean based on the set confidence level.
Usage
HDDM_W$monitor_mean_decr(confidence)
Arguments
confidenceThe confidence level used to detect changes in the mean.
Returns
Boolean indicating if a decrease in the mean was detected.
Method update_incr_statistics()
Updates increment statistics for drift monitoring based on new values and confidence.
This method adjusts the cutpoint for increments and updates the monitoring samples.
Usage
HDDM_W$update_incr_statistics(value, confidence)
Arguments
valueThe new value to update statistics.
confidenceThe confidence level for the update.
Method update_decr_statistics()
Updates decrement statistics for drift monitoring based on new values and confidence.
This method adjusts the cutpoint for decrements and updates the monitoring samples.
Usage
HDDM_W$update_decr_statistics(value, confidence)
Arguments
valueThe new value to update statistics.
confidenceThe confidence level for the update.
Method clone()
The objects of this class are cloneable with this method.
Usage
HDDM_W$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
References
Frías-Blanco I, del Campo-Ávila J, Ramos-Jimenez G, et al. Online and non-parametric drift detection methods based
on Hoeffding’s bounds. IEEE Transactions on Knowledge and Data Engineering, 2014, 27(3): 810-823.
Albert Bifet, Geoff Holmes, Richard Kirkby, Bernhard Pfahringer. MOA: Massive Online Analysis;
Journal of Machine Learning Research 11: 1601-1604, 2010.
Implementation: https://github.com/scikit-multiflow/scikit-multiflow/blob/a7e316d1cc79988a6df40da35312e00f6c4eabb2/src/skmultiflow/drift_detection/hddm_w.py
Examples
set.seed(123) # Setting a seed for reproducibility
data_part1 <- sample(c(0, 1), size = 100, replace = TRUE, prob = c(0.7, 0.3))
# Introduce a change in data distribution
data_part2 <- sample(c(0, 1), size = 100, replace = TRUE, prob = c(0.3, 0.7))
# Combine the two parts
data_stream <- c(data_part1, data_part2)
# Initialize the HDDM_W object
hddm_w_instance <- HDDM_W$new()
# Iterate through the data stream
for(i in seq_along(data_stream)) {
hddm_w_instance$add_element(data_stream[i])
if(hddm_w_instance$warning_detected) {
message(paste("Warning detected at index:", i))
}
if(hddm_w_instance$change_detected) {
message(paste("Concept drift detected at index:", i))
}
}
datadriftR documentation built on April 3, 2025, 6:13 p.m.
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| HDDM_W | R Documentation |
KSWIN (Kolmogorov-Smirnov WINdowing) for Change Detection
Description
Implements the Kolmogorov-Smirnov test for detecting distribution changes within a window of streaming data. KSWIN is a non-parametric method for change detection that compares two samples to determine if they come from the same distribution.
Details
KSWIN is effective for detecting changes in the underlying distribution of data streams. It is particularly useful in scenarios where data properties may evolve over time, allowing for early detection of changes that might affect subsequent data processing.
Public fields
drift_confidenceConfidence level for detecting a drift (default: 0.001).
warning_confidenceConfidence level for warning detection (default: 0.005).
lambda_optionDecay rate for the EWMA statistic, smaller values give less weight to recent data (default: 0.050).
two_side_optionBoolean flag for one-sided or two-sided error monitoring (default: TRUE).
totalContainer for the EWMA estimator and its bounded conditional sum.
sample1_decr_monitorFirst sample monitor for detecting decrements.
sample1_incr_monitorFirst sample monitor for detecting increments.
sample2_decr_monitorSecond sample monitor for detecting decrements.
sample2_incr_monitorSecond sample monitor for detecting increments.
incr_cutpointCutpoint for deciding increments.
decr_cutpointCutpoint for deciding decrements.
widthCurrent width of the window.
delayDelay count since last reset.
change_detectedBoolean indicating if a change was detected.
warning_detectedBoolean indicating if currently in a warning zone.
estimationThe current estimation of the stream's mean.
Methods
Public methods
Method new()
Initializes the HDDM_W detector with specific parameters.
Usage
HDDM_W$new( drift_confidence = 0.001, warning_confidence = 0.005, lambda_option = 0.05, two_side_option = TRUE )
Arguments
drift_confidenceConfidence level for drift detection.
warning_confidenceConfidence level for issuing warnings.
lambda_optionDecay rate for the EWMA statistic.
two_side_optionWhether to monitor both increases and decreases.
Method add_element()
Adds a new element to the data stream and updates the detection status.
Usage
HDDM_W$add_element(prediction)
Arguments
predictionThe new data value to add.
Method SampleInfo()
Provides current information about the monitoring samples, typically used for debugging or monitoring.
Usage
HDDM_W$SampleInfo()
Method reset()
Resets the internal state to initial conditions.
Usage
HDDM_W$reset()
Method detect_mean_increment()
Detects an increment in the mean between two samples based on the provided confidence level.
Usage
HDDM_W$detect_mean_increment(sample1, sample2, confidence)
Arguments
sample1First sample information, containing EWMA estimator and bounded conditional sum.
sample2Second sample information, containing EWMA estimator and bounded conditional sum.
confidenceThe confidence level used for calculating the bound.
Returns
Boolean indicating if an increment in mean was detected.
Method monitor_mean_incr()
Monitors the data stream for an increase in the mean based on the set confidence level.
Usage
HDDM_W$monitor_mean_incr(confidence)
Arguments
confidenceThe confidence level used to detect changes in the mean.
Returns
Boolean indicating if an increase in the mean was detected.
Method monitor_mean_decr()
Monitors the data stream for a decrease in the mean based on the set confidence level.
Usage
HDDM_W$monitor_mean_decr(confidence)
Arguments
confidenceThe confidence level used to detect changes in the mean.
Returns
Boolean indicating if a decrease in the mean was detected.
Method update_incr_statistics()
Updates increment statistics for drift monitoring based on new values and confidence. This method adjusts the cutpoint for increments and updates the monitoring samples.
Usage
HDDM_W$update_incr_statistics(value, confidence)
Arguments
valueThe new value to update statistics.
confidenceThe confidence level for the update.
Method update_decr_statistics()
Updates decrement statistics for drift monitoring based on new values and confidence. This method adjusts the cutpoint for decrements and updates the monitoring samples.
Usage
HDDM_W$update_decr_statistics(value, confidence)
Arguments
valueThe new value to update statistics.
confidenceThe confidence level for the update.
Method clone()
The objects of this class are cloneable with this method.
Usage
HDDM_W$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
References
Frías-Blanco I, del Campo-Ávila J, Ramos-Jimenez G, et al. Online and non-parametric drift detection methods based on Hoeffding’s bounds. IEEE Transactions on Knowledge and Data Engineering, 2014, 27(3): 810-823.
Albert Bifet, Geoff Holmes, Richard Kirkby, Bernhard Pfahringer. MOA: Massive Online Analysis; Journal of Machine Learning Research 11: 1601-1604, 2010. Implementation: https://github.com/scikit-multiflow/scikit-multiflow/blob/a7e316d1cc79988a6df40da35312e00f6c4eabb2/src/skmultiflow/drift_detection/hddm_w.py
Examples
set.seed(123) # Setting a seed for reproducibility
data_part1 <- sample(c(0, 1), size = 100, replace = TRUE, prob = c(0.7, 0.3))
# Introduce a change in data distribution
data_part2 <- sample(c(0, 1), size = 100, replace = TRUE, prob = c(0.3, 0.7))
# Combine the two parts
data_stream <- c(data_part1, data_part2)
# Initialize the HDDM_W object
hddm_w_instance <- HDDM_W$new()
# Iterate through the data stream
for(i in seq_along(data_stream)) {
hddm_w_instance$add_element(data_stream[i])
if(hddm_w_instance$warning_detected) {
message(paste("Warning detected at index:", i))
}
if(hddm_w_instance$change_detected) {
message(paste("Concept drift detected at index:", i))
}
}
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