TrainTestFeatureDrift#
- class TrainTestFeatureDrift[source]#
Calculate drift between train dataset and test dataset per feature, using statistical measures.
Check calculates a drift score for each column in test dataset, by comparing its distribution to the train dataset.
For numerical columns, we use the Earth Movers Distance. See https://en.wikipedia.org/wiki/Wasserstein_metric
For categorical distributions, we use the Cramer’s V. See https://en.wikipedia.org/wiki/Cram%C3%A9r%27s_V We also support Population Stability Index (PSI). See https://www.lexjansen.com/wuss/2017/47_Final_Paper_PDF.pdf.
- Parameters
- columnsUnion[Hashable, List[Hashable]] , default: None
Columns to check, if none are given checks all columns except ignored ones.
- ignore_columnsUnion[Hashable, List[Hashable]] , default: None
Columns to ignore, if none given checks based on columns variable.
- n_top_columnsint , optional
amount of columns to show ordered by feature importance (date, index, label are first)
- sort_feature_bystr , default: feature importance
Indicates how features will be sorted. Can be either “feature importance” or “drift score”
- margin_quantile_filter: float, default: 0.025
float in range [0,0.5), representing which margins (high and low quantiles) of the distribution will be filtered out of the EMD calculation. This is done in order for extreme values not to affect the calculation disproportionally. This filter is applied to both distributions, in both margins.
- max_num_categories_for_drift: int, default: 10
Only for categorical columns. Max number of allowed categories. If there are more, they are binned into an “Other” category. If None, there is no limit.
- max_num_categories_for_display: int, default: 10
Max number of categories to show in plot.
- show_categories_by: str, default: ‘largest_difference’
Specify which categories to show for categorical features’ graphs, as the number of shown categories is limited by max_num_categories_for_display. Possible values: - ‘train_largest’: Show the largest train categories. - ‘test_largest’: Show the largest test categories. - ‘largest_difference’: Show the largest difference between categories.
- categorical_drift_method: str, default: “cramer_v”
decides which method to use on categorical variables. Possible values are: “cramers_v” for Cramer’s V, “PSI” for Population Stability Index (PSI).
- n_samplesint , default: 100_000
Number of samples to use for drift computation and plot.
- random_stateint , default: 42
Random seed for sampling.
- max_num_categories: int, default: None
Deprecated. Please use max_num_categories_for_drift and max_num_categories_for_display instead
- __init__(columns: Optional[Union[Hashable, List[Hashable]]] = None, ignore_columns: Optional[Union[Hashable, List[Hashable]]] = None, n_top_columns: int = 5, sort_feature_by: str = 'feature importance', margin_quantile_filter: float = 0.025, max_num_categories_for_drift: int = 10, max_num_categories_for_display: int = 10, show_categories_by: str = 'largest_difference', categorical_drift_method='cramer_v', n_samples: int = 100000, random_state: int = 42, max_num_categories: Optional[int] = None, **kwargs)[source]#
- __new__(*args, **kwargs)#
Methods
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Add new condition function to the check. |
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Add condition - require drift score to not be more than a certain threshold. |
Remove all conditions from this check instance. |
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Run conditions on given result. |
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Finalize the check result by adding the check instance and processing the conditions. |
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Return check metadata. |
Name of class in split camel case. |
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Return parameters to show when printing the check. |
Remove given condition by index. |
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Run check. |
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Calculate drift for all columns. |
