alan-turing-institute / learning-machines-drift

A Python package for monitoring dataset drift in secure environments
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Measuring drift in temporal/longitudinal datasets #19

Open sgreenbury opened 2 years ago

sgreenbury commented 2 years ago

SD metrics implements a GMM for probabilistic modelling of continuous static data. Held-out data (registered/synthetic/etc) can then be scored with a likelihood given the fit on the reference dataset.

A similar approach could be considered for temporal data with probabilistic models such as HMM.

SD metrics also implements so time series metrics.