Concept Drift and Concept Shift Detection for Predictive Models
Description
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) .