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Jaime Céspedes Sisniega
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Merge pull request #220 from IFCA/feature-mann-whitney-u-test
Add data drift method Mann-Whitney U test
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‎README.md‎

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@@ -284,8 +284,8 @@ The currently implemented detectors are listed in the following table.
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<td style="text-align: center; border: 1px solid grey; padding: 8px;"><a href="https://doi.org/10.1007/978-3-540-75488-6_27">Nishida and Yamauchi (2007)</a></td>
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</tr>
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<tr>
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<td rowspan="14" style="text-align: center; border: 1px solid grey; padding: 8px;">Data drift</td>
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<td rowspan="12" style="text-align: center; border: 1px solid grey; padding: 8px;">Batch</td>
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<td rowspan="15" style="text-align: center; border: 1px solid grey; padding: 8px;">Data drift</td>
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<td rowspan="13" style="text-align: center; border: 1px solid grey; padding: 8px;">Batch</td>
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<td rowspan="8" style="text-align: center; border: 1px solid grey; padding: 8px;">Distance based</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">U</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">N</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;"><a href="https://doi.org/10.1057/jors.2008.144">Wu and Olson (2010)</a></td>
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</tr>
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<tr>
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<td rowspan="4" style="text-align: center; border: 1px solid grey; padding: 8px;">Statistical test</td>
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<td rowspan="5" style="text-align: center; border: 1px solid grey; padding: 8px;">Statistical test</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">U</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">C</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">Chi-square test</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">Kolmogorov-Smirnov test</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;"><a href="https://doi.org/10.2307/2280095">Massey Jr (1951)</a></td>
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</tr>
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<tr>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">U</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">N</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">Mann-Whitney U test</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;"><a href="https://doi.org/10.1214/aoms/1177730491">Mann and Whitney (1947)</a></td>
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</tr>
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<tr>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">U</td>
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<td style="text-align: center; border: 1px solid grey; padding: 8px;">N</td>

‎docs/source/api_reference/detectors/data_drift/batch.md‎

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@@ -50,5 +50,6 @@ The {mod}`frouros.detectors.data_drift.batch` module contains batch data drift d
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ChiSquareTest
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CVMTest
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KSTest
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MannWhitneyUTest
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WelchTTest
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```

‎frouros/detectors/data_drift/__init__.py‎

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KL,
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KSTest,
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PSI,
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MannWhitneyUTest,
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MMD,
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WelchTTest,
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)
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"KL",
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"KSTest",
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"PSI",
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"MannWhitneyUTest",
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"MMDStreaming",
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"WelchTTest",
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]

‎frouros/detectors/data_drift/batch/__init__.py‎

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ChiSquareTest,
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CVMTest,
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KSTest,
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MannWhitneyUTest,
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WelchTTest,
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)
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"KL",
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"KSTest",
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"PSI",
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"MannWhitneyUTest",
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"MMD",
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"WelchTTest",
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]

‎frouros/detectors/data_drift/batch/statistical_test/__init__.py‎

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from .chisquare import ChiSquareTest
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from .cvm import CVMTest
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from .ks import KSTest
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from .mann_whitney_u import MannWhitneyUTest
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from .welch_t_test import WelchTTest
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__all__ = [
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"ChiSquareTest",
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"CVMTest",
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"KSTest",
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"MannWhitneyUTest",
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"WelchTTest",
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]

‎frouros/detectors/data_drift/batch/statistical_test/mann_whitney_u.py‎

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"""Mann-Whitney U test module."""
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from typing import Optional, List, Union
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import numpy as np # type: ignore
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from scipy.stats import mannwhitneyu # type: ignore
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from frouros.callbacks.batch.base import BaseCallbackBatch
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from frouros.detectors.data_drift.base import NumericalData, UnivariateData
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from frouros.detectors.data_drift.batch.statistical_test.base import (
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BaseStatisticalTest,
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StatisticalResult,
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)
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class MannWhitneyUTest(BaseStatisticalTest):
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"""Mann–Whitney U test [mann1947test]_ detector.
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:References:
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.. [mann1947test] Mann, Henry B., and Donald R. Whitney.
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"On a test of whether one of two random variables is stochastically larger than
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the other."
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The annals of mathematical statistics (1947): 50-60.
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"""
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def __init__(
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self,
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callbacks: Optional[Union[BaseCallbackBatch, List[BaseCallbackBatch]]] = None,
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) -> None:
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"""Init method.
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:param callbacks: callbacks
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:type callbacks: Optional[Union[BaseCallbackBatch, List[BaseCallbackBatch]]]
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"""
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super().__init__(
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data_type=NumericalData(),
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statistical_type=UnivariateData(),
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callbacks=callbacks,
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)
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def _statistical_test(
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self, X_ref: np.ndarray, X: np.ndarray, **kwargs # noqa: N803
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) -> StatisticalResult:
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test = mannwhitneyu( # pylint: disable=unexpected-keyword-arg
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x=X_ref,
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y=X,
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alternative="two-sided",
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nan_policy="raise",
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**kwargs,
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)
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test = StatisticalResult(
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statistic=test.statistic,
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p_value=test.pvalue,
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)
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return test

‎frouros/tests/integration/test_data_drift.py‎

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ChiSquareTest,
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CVMTest,
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KSTest,
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MannWhitneyUTest,
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WelchTTest,
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)
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from frouros.detectors.data_drift.batch.base import BaseDataDriftBatch
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[
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(CVMTest(), 3776.09848103, 5.38105056e-07),
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(KSTest(), 0.99576271, 0.0),
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(MannWhitneyUTest(), 6912.0, 0.0),
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(WelchTTest(), -287.92032554, 0.0),
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],
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)

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