Description Usage Arguments Value Examples
Here covariate drift is defined as Non-Intersection Distance between two distributions. More formally, $$d(P,Q) = 1 - sum_i min(P_i, Q_i)$$. The larger the distance the more different are two distributions.
1 | calculate_covariate_drift(data_old, data_new, bins = 20)
|
data_old |
data frame with 'old' data |
data_new |
data frame with 'new' data |
bins |
continuous variables are discretized to 'bins' intervals of equal sizes |
an object of a class 'covariate_drift' (data.frame) with Non-Intersection Distances
1 2 3 4 5 6 7 | library("DALEX")
# here we do not have any drift
d <- calculate_covariate_drift(apartments, apartments_test)
d
# here we do have drift
d <- calculate_covariate_drift(dragons, dragons_test)
d
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