Binary Drift Detector: McDiarmid Drift Detection Method

[aditya0by0]

PR for Discussion : #1672

Add McDiarmid Drift Detection Methods (MDDM)

Summary

Implements three new binary drift detectors based on McDiarmid's inequality:

• MDDM_A – Arithmetic weighting (linear).
• MDDM_E – Exponential weighting.
• MDDM_G – Geometric weighting.

[aditya0by0]

I'm still confused about the input values for correct prediction and incorrect prediction as mentioned in #1532. Can someone please help me out with this ?

[smastelini]

Hi @aditya0by0. Multiple classic drift detectors seem to use a binary loss scheme, but there might be other patterns nowadays. I am not aware of the specifics of the algorithms you are contributing.

[aditya0by0]

ok I will check further on it. Btw the following is the corresponding moa code for the algorithm from the author : https://github.com/alipsgh/codes-for-moa/blob/master/drift_detection/MDDM_A.java

[kulbachcedric]

Hi @aditya0by0,

Are there any news on this PR?
Would love to see it in river!

[aditya0by0]

Hi @kulbachcedric, I have implemented the algorithm. But I am unable to figure out the right test cases for it.

Because for the existing test data streams of river, the algorithm detects drifts at almost all the timepoints.

river/river/drift/test_drift_detectors.py

Lines 11 to 27 in 05316d4

	np.random.seed(12345)
	data_stream_2 = np.concatenate(
	[
	[np.random.binomial(1, 0.2) for _ in range(1000)],
	[np.random.binomial(1, 0.8) for _ in range(1000)],
	]
	).astype(int)
	np.random.seed(12345)
	data_stream_3 = np.concatenate(
	(
	np.random.normal(0.0, 0.1, 500) > 0,
	np.random.normal(0.25, 0.1, 500) > 0,
	np.random.normal(0.0, 0.1, 500) > 0,
	np.random.normal(0.25, 0.1, 500) > 0,
	)
	).astype(int)

For the same stream of data I verified it with the author's corresponding python implementations and didn't get any better results. (which might be an indicator that this detector might be worse than the drift detectors which are already provided by river)

• https://github.com/alipsgh/tornado/blob/master/drift_detection/mddm_a.py
• https://github.com/alipsgh/tornado/blob/master/drift_detection/mddm_e.py
• https://github.com/alipsgh/tornado/blob/master/drift_detection/mddm_g.py

For these reasons, I am sure whether to pursue it any further.