drifter

Concept Drift and Concept Shift Detection for Predictive Models

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>.

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