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Kswin

Struct Kswin 

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pub struct Kswin { /* private fields */ }
Expand description

KSWIN (Kolmogorov-Smirnov Windowing) drift detector.

Detects distribution changes by comparing two fixed-size windows with a two-sample KS test. Unlike mean-based detectors (Page-Hinkley, ADWIN), KSWIN is sensitive to distribution shape changes (variance, skewness, multimodality), not just mean shifts.

The KS test p-value is computed via the Marsaglia-Tsang-Wang algorithm; no external statistics crate is required.

§Examples

use rill_ml::drift::{DriftDetector, DriftLevel, Kswin, KswinConfig};

let mut kswin_config = KswinConfig::default();
kswin_config.alpha = 0.01;
kswin_config.window_size = 50;
kswin_config.check_interval = 50;
let mut kswin = Kswin::new(kswin_config).unwrap();

// Stable stream around 0.
for _ in 0..100 {
    kswin.update(0.0).unwrap();
}
assert_eq!(kswin.level(), DriftLevel::None);

// Distribution shifts to mean 5.
for _ in 0..100 {
    kswin.update(5.0).unwrap();
}
// KSWIN should detect the distribution change.
assert!(kswin.samples_seen() > 100);

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impl Kswin

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pub fn new(config: KswinConfig) -> Result<Self, RillError>

Create a new KSWIN detector with the given configuration.

Returns an error if:

  • alpha is not in (0, 1).
  • window_size is zero.
  • check_interval is zero.
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pub const fn last_statistic(&self) -> f64

The last computed KS statistic D (max CDF difference).

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pub const fn last_pvalue(&self) -> f64

The last computed p-value from the KS test.

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pub fn reference_window_len(&self) -> usize

The number of values currently in the reference window.

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pub fn current_window_len(&self) -> usize

The number of values currently in the current window.

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pub const fn config(&self) -> &KswinConfig

The configuration of this detector.

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pub fn export_state_v1(&self) -> KswinPortableStateV1

Export the stable portable state.

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pub fn restore_state_v1( config: KswinConfig, state: KswinPortableStateV1, ) -> Result<Self, RillError>

Restore from a validated portable state with exact config matching.

Trait Implementations§

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impl Clone for Kswin

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fn clone(&self) -> Kswin

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for Kswin

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for Kswin

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl DriftDetector for Kswin

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fn update(&mut self, value: f64) -> Result<DriftLevel, RillError>

Update the detector with a new scalar observation. Read more
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fn detected(&self) -> bool

Returns true if the detector currently reports a confirmed drift.
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fn warning(&self) -> bool

Returns true if the detector currently reports a warning.
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fn level(&self) -> DriftLevel

The current drift level.
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fn samples_seen(&self) -> u64

Number of observations incorporated so far.
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fn reset(&mut self)

Reset the detector to its initial (no-data) state.
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fn last_value(&self) -> f64

The detector-specific statistic value from the last update. Read more

Auto Trait Implementations§

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impl Freeze for Kswin

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impl RefUnwindSafe for Kswin

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impl Send for Kswin

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impl Sync for Kswin

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impl Unpin for Kswin

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impl UnsafeUnpin for Kswin

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impl UnwindSafe for Kswin

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<ST, DT> CastableFrom<ST, Initialized, Initialized> for DT
where ST: ?Sized, DT: ?Sized,

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impl<ST, DT> CastableFrom<ST, Uninit, Uninit> for DT
where ST: ?Sized, DT: ?Sized,

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> Read<Exclusive, BecauseExclusive> for T
where T: ?Sized,

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impl<T> Same for T

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type Output = T

Should always be Self
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = !

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V