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CHANGELOG.md

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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

[0.4.1] - 2022-05-19

Added

  • Added limited support for regression use cases: create or extract RegressionMetadata and use it for drift detection. Performance estimation and calculation require more research.

Changed

  • DefaultChunker splits into 10 chunks of equal size.
  • SizeBasedChunker no longer drops incomplete last chunk by default, but this is now configurable behavior.

[0.4.0] - 2022-05-13

Added

  • Added support for new metrics in the Confidence Based Performance Estimator (CBPE). It now estimates roc_auc, f1, precision, recall and accuracy.
  • Added support for multiclass classification. This includes
    • Specifying multiclass classification metadata + support in automated metadata extraction (by introducing a model_type parameter).
    • Support for all CBPE metrics.
    • Support for realized performance calculation using the PerformanceCalculator.
    • Support for all types of drift detection (model inputs, model output, target distribution).
    • A new synthetic toy dataset.

Changed

  • Removed the identifier property from the ModelMetadata class. Joining analysis data and analysis target values should be done upfront or index-based.
  • Added an exclude_columns parameter to the extract_metadata function. Use it to specify the columns that should not be considered as model metadata or features.
  • All fit methods now return the fitted object. This allows chaining Calculator/Estimator instantiation and fitting into a single line.
  • Custom metrics are no longer supported in the PerformanceCalculator. Only the predefined metrics remain supported.
  • Big documentation revamp: we've tweaked overall structure, page structure and incorporated lots of feedback.
  • Improvements to consistency and readability for the 'hover' visualization in the step plots, including consistent color usage, conditional formatting, icon usage etc.
  • Improved indication of "realized" and "estimated" performance in all CBPE step plots (changes to hover, axes and legends)

Fixed

  • Updated homepage in project metadata
  • Added missing metadata modification to the quickstart
  • Perform some additional check on reference data during preprocessing
  • Various documentation suggestions (#58)

[0.3.2] - 2022-05-03

Fixed

  • Deal with out-of-time-order data when chunking
  • Fix reversed Y-axis and plot labels in continuous distribution plots

[0.3.1] - 2022-04-11

Changed

  • Publishing to PyPi did not like raw sections in ReST, replaced by Markdown version.

[0.3.0] - 2022-04-08

Added

  • Added support for both predicted labels and predicted probabilities in ModelMetadata.
  • Support for monitoring model performance metrics using the PerformanceCalculator.
  • Support for monitoring target distribution using the TargetDistributionCalculator

Changed

  • Plotting will default to using step plots.
  • Restructured the nannyml.drift package and subpackages. Breaking changes!
  • Metadata completeness check will now fail when there are features of FeatureType.UNKNOWN.
  • Chunk date boundaries are now calculated differently for a PeriodBasedChunker, using the theoretical period for boundaries as opposed to the observed boundaries within the chunk observations.
  • Updated version of the black pre-commit hook due to breaking changes in its click dependency.
  • The minimum chunk size will now be provided by each individual calculator / estimator / metric, allowing for each of them to warn the end user when chunk sizes are suboptimal.

Fixed

  • Restrict version of the scipy dependency to be >=1.7.3, <1.8.0. Planned to be relaxed ASAP.
  • Deal with missing values in chunks causing NaN values when concatenating.
  • Crash when estimating CBPE without a target column present
  • Incorrect label in ModelMetadata printout

[0.2.1] - 2022-03-22

Changed

  • Allow calculators/estimators to provide appropriate min_chunk_size upon splitting into chunks.

Fixed

  • Data reconstruction drift calculation failing when there are no categorical or continuous features (#36)
  • Incorrect scaling on continuous feature distribution plot (#39)
  • Missing needs_calibration checks before performing score calibration in CBPE
  • Fix crash on chunking when missing target values in reference data

[0.2.0] - 2022-03-03

Added

  • Result classes for Calculators and Estimators.

Changed

  • Updated the documentation to reflect the changes introduced by result classes, specifically to plotting functionality.
  • Add support for imputing of missing values in the DataReconstructionDriftCalculator.

Removed

  • nannyml.plots.plots was removed. Plotting is now meant to be done using DriftResult.plot() or EstimatorResult.plot().

[0.1.1] - 2022-03-03

Fixed

  • Fixed an issue where data reconstruction drift calculation also used model predictions during decomposition.

[0.1.0] - 2022-03-03

Added

  • Chunking base classes and implementations
  • Metadata definitions and utilities
  • Drift calculator base classes and implementations
    • Univariate statistical drift calculator
    • Multivariate data reconstruction drift calculator
  • Drifted feature ranking base classes and implementations
    • Alert count based ranking
  • Performance estimator base classes and implementations
    • Certainty based performance estimator
  • Plotting utilities with support for
    • Stacked bar plots
    • Line plots
    • Joy plots
  • Documentation
    • Quick start guide
    • User guides
    • Deep dives
    • Example notebooks
    • Technical reference documentation