| package com.yahoo.labs.samoa.moa.classifiers.core.driftdetection; |
| |
| /* |
| * #%L |
| * SAMOA |
| * %% |
| * Copyright (C) 2013 University of Waikato, Hamilton, New Zealand |
| * %% |
| * Licensed under the Apache License, Version 2.0 (the "License"); |
| * you may not use this file except in compliance with the License. |
| * You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| * #L% |
| */ |
| |
| import com.github.javacliparser.FloatOption; |
| import com.github.javacliparser.IntOption; |
| import com.yahoo.labs.samoa.moa.core.ObjectRepository; |
| import com.yahoo.labs.samoa.moa.tasks.TaskMonitor; |
| |
| /** |
| * Drift detection method based in Page Hinkley Test. |
| * |
| * |
| * @author Manuel Baena (mbaena@lcc.uma.es) |
| * @version $Revision: 7 $ |
| */ |
| public class PageHinkleyDM extends AbstractChangeDetector { |
| |
| private static final long serialVersionUID = -3518369648142099719L; |
| |
| public IntOption minNumInstancesOption = new IntOption( |
| "minNumInstances", |
| 'n', |
| "The minimum number of instances before permitting detecting change.", |
| 30, 0, Integer.MAX_VALUE); |
| |
| public FloatOption deltaOption = new FloatOption("delta", 'd', |
| "Delta parameter of the Page Hinkley Test", 0.005, 0.0, 1.0); |
| |
| public FloatOption lambdaOption = new FloatOption("lambda", 'l', |
| "Lambda parameter of the Page Hinkley Test", 50, 0.0, Float.MAX_VALUE); |
| |
| public FloatOption alphaOption = new FloatOption("alpha", 'a', |
| "Alpha parameter of the Page Hinkley Test", 1 - 0.0001, 0.0, 1.0); |
| |
| private int m_n; |
| |
| private double sum; |
| |
| private double x_mean; |
| |
| private double alpha; |
| |
| private double delta; |
| |
| private double lambda; |
| |
| public PageHinkleyDM() { |
| resetLearning(); |
| } |
| |
| @Override |
| public void resetLearning() { |
| m_n = 1; |
| x_mean = 0.0; |
| sum = 0.0; |
| delta = this.deltaOption.getValue(); |
| alpha = this.alphaOption.getValue(); |
| lambda = this.lambdaOption.getValue(); |
| } |
| |
| @Override |
| public void input(double x) { |
| // It monitors the error rate |
| if (this.isChangeDetected) { |
| resetLearning(); |
| } |
| |
| x_mean = x_mean + (x - x_mean) / (double) m_n; |
| sum = this.alpha * sum + (x - x_mean - this.delta); |
| m_n++; |
| this.estimation = x_mean; |
| this.isChangeDetected = false; |
| this.isWarningZone = false; |
| this.delay = 0; |
| |
| if (m_n < this.minNumInstancesOption.getValue()) { |
| return; |
| } |
| |
| if (sum > this.lambda) { |
| this.isChangeDetected = true; |
| } |
| } |
| |
| @Override |
| public void getDescription(StringBuilder sb, int indent) { |
| // TODO Auto-generated method stub |
| } |
| |
| @Override |
| protected void prepareForUseImpl(TaskMonitor monitor, |
| ObjectRepository repository) { |
| // TODO Auto-generated method stub |
| } |
| } |