sklears_ensemble/
monitoring.rs

1//! Performance monitoring and tracking system for ensemble methods
2//!
3//! This module provides comprehensive monitoring capabilities for ensemble models,
4//! including performance tracking, concept drift detection, model degradation monitoring,
5//! and automated retraining triggers.
6
7use sklears_core::{
8    error::{Result, SklearsError},
9    traits::Estimator,
10    types::Float,
11};
12use std::collections::{HashMap, VecDeque};
13use std::time::{Duration, Instant};
14
15/// Performance monitoring configuration
16#[derive(Debug, Clone)]
17pub struct MonitoringConfig {
18    /// Window size for performance tracking
19    pub window_size: usize,
20    /// Threshold for performance degradation
21    pub degradation_threshold: Float,
22    /// Threshold for concept drift detection
23    pub drift_threshold: Float,
24    /// Minimum number of samples before monitoring
25    pub min_samples: usize,
26    /// Monitoring frequency (samples between checks)
27    pub monitoring_frequency: usize,
28    /// Enable automated retraining
29    pub enable_auto_retrain: bool,
30    /// Maximum training time allowed
31    pub max_training_time: Duration,
32    /// Performance metrics to track
33    pub metrics_to_track: Vec<PerformanceMetric>,
34}
35
36/// Performance metrics that can be tracked
37#[derive(Debug, Clone, PartialEq, Eq, Hash)]
38pub enum PerformanceMetric {
39    /// Accuracy for classification
40    Accuracy,
41    /// Precision for classification
42    Precision,
43    /// Recall for classification
44    Recall,
45    /// F1 score for classification
46    F1Score,
47    /// Area under ROC curve
48    AUC,
49    /// Mean squared error for regression
50    MeanSquaredError,
51    /// Mean absolute error for regression
52    MeanAbsoluteError,
53    /// R² score for regression
54    R2Score,
55    /// Prediction latency
56    Latency,
57    /// Memory usage
58    MemoryUsage,
59    /// Model confidence
60    Confidence,
61    /// Prediction entropy
62    Entropy,
63    /// Custom metric
64    Custom(String),
65}
66
67/// Performance tracking data point
68#[derive(Debug, Clone)]
69pub struct PerformanceDataPoint {
70    /// Timestamp of the measurement
71    pub timestamp: u64,
72    /// Metric values
73    pub metrics: HashMap<PerformanceMetric, Float>,
74    /// Sample size for this measurement
75    pub sample_size: usize,
76    /// Additional metadata
77    pub metadata: HashMap<String, String>,
78}
79
80/// Concept drift detection results
81#[derive(Debug, Clone)]
82pub struct DriftDetectionResult {
83    /// Whether drift was detected
84    pub drift_detected: bool,
85    /// Confidence level of drift detection
86    pub confidence: Float,
87    /// Type of drift detected
88    pub drift_type: DriftType,
89    /// Affected features (if applicable)
90    pub affected_features: Vec<usize>,
91    /// Drift severity score
92    pub severity: Float,
93    /// Recommended action
94    pub recommended_action: RecommendedAction,
95}
96
97/// Types of concept drift
98#[derive(Debug, Clone, PartialEq)]
99pub enum DriftType {
100    /// Sudden drift - abrupt change
101    Sudden,
102    /// Gradual drift - slow change over time
103    Gradual,
104    /// Recurring drift - cyclic patterns
105    Recurring,
106    /// No drift detected
107    None,
108}
109
110/// Recommended actions based on monitoring results
111#[derive(Debug, Clone, PartialEq)]
112pub enum RecommendedAction {
113    /// Continue monitoring, no action needed
114    ContinueMonitoring,
115    /// Increase monitoring frequency
116    IncreaseMonitoring,
117    /// Retrain the model
118    Retrain,
119    /// Update model weights
120    UpdateWeights,
121    /// Add new models to ensemble
122    ExpandEnsemble,
123    /// Remove underperforming models
124    PruneEnsemble,
125    /// Completely rebuild ensemble
126    RebuildEnsemble,
127}
128
129/// Model health status
130#[derive(Debug, Clone, PartialEq)]
131pub enum ModelHealth {
132    /// Model is performing well
133    Healthy,
134    /// Model showing signs of degradation
135    Warning,
136    /// Model performance has degraded significantly
137    Critical,
138    /// Model is unreliable and should be replaced
139    Failed,
140}
141
142/// Performance monitoring results
143#[derive(Debug, Clone)]
144pub struct MonitoringResults {
145    /// Current model health status
146    pub health_status: ModelHealth,
147    /// Performance trend over time
148    pub performance_trend: PerformanceTrend,
149    /// Drift detection results
150    pub drift_results: Vec<DriftDetectionResult>,
151    /// Performance degradation indicators
152    pub degradation_indicators: DegradationIndicators,
153    /// Recommendations for improvement
154    pub recommendations: Vec<RecommendedAction>,
155    /// Detailed metrics history
156    pub metrics_history: Vec<PerformanceDataPoint>,
157}
158
159/// Performance trend analysis
160#[derive(Debug, Clone)]
161pub struct PerformanceTrend {
162    /// Trend direction (positive = improving, negative = degrading)
163    pub direction: Float,
164    /// Statistical significance of the trend
165    pub significance: Float,
166    /// Rate of change per time unit
167    pub rate_of_change: Float,
168    /// Trend confidence interval
169    pub confidence_interval: (Float, Float),
170    /// Projected performance in future
171    pub projection: Float,
172}
173
174/// Performance degradation indicators
175#[derive(Debug, Clone)]
176pub struct DegradationIndicators {
177    /// Accuracy drop from baseline
178    pub accuracy_drop: Float,
179    /// Increase in prediction variance
180    pub variance_increase: Float,
181    /// Latency increase
182    pub latency_increase: Float,
183    /// Memory usage increase
184    pub memory_increase: Float,
185    /// Overall degradation score
186    pub degradation_score: Float,
187}
188
189/// Ensemble performance monitor
190pub struct EnsembleMonitor {
191    /// Monitoring configuration
192    config: MonitoringConfig,
193    /// Performance history buffer
194    performance_history: VecDeque<PerformanceDataPoint>,
195    /// Baseline performance metrics
196    baseline_metrics: HashMap<PerformanceMetric, Float>,
197    /// Drift detection state
198    drift_detector: DriftDetector,
199    /// Sample counter
200    sample_count: usize,
201    /// Last monitoring timestamp
202    last_monitoring: Option<Instant>,
203}
204
205/// Drift detection algorithm
206struct DriftDetector {
207    /// ADWIN detector for accuracy drift
208    adwin_detector: ADWINDetector,
209    /// Page-Hinkley test for mean shift detection
210    page_hinkley: PageHinkleyDetector,
211    /// Statistical tests for distribution drift
212    statistical_tests: StatisticalDriftTests,
213}
214
215/// ADWIN (Adaptive Windowing) drift detector
216struct ADWINDetector {
217    /// Window of recent values
218    window: VecDeque<Float>,
219    /// Minimum window size
220    min_window_size: usize,
221    /// Confidence level
222    confidence: Float,
223    /// Total sum in window
224    total_sum: Float,
225    /// Sum of squares in window
226    sum_squares: Float,
227}
228
229/// Page-Hinkley test for detecting mean shifts
230struct PageHinkleyDetector {
231    /// Cumulative sum
232    cumsum: Float,
233    /// Minimum cumulative sum seen
234    min_cumsum: Float,
235    /// Threshold for detection
236    threshold: Float,
237    /// Minimum number of samples
238    min_samples: usize,
239    /// Sample counter
240    sample_count: usize,
241}
242
243/// Statistical tests for drift detection
244struct StatisticalDriftTests {
245    /// Reference distribution (baseline)
246    reference_samples: VecDeque<Float>,
247    /// Recent samples for comparison
248    recent_samples: VecDeque<Float>,
249    /// Maximum samples to keep
250    max_samples: usize,
251}
252
253impl EnsembleMonitor {
254    /// Create a new ensemble monitor
255    pub fn new(config: MonitoringConfig) -> Self {
256        Self {
257            performance_history: VecDeque::with_capacity(config.window_size),
258            baseline_metrics: HashMap::new(),
259            drift_detector: DriftDetector::new(&config),
260            sample_count: 0,
261            last_monitoring: None,
262            config,
263        }
264    }
265
266    /// Set baseline performance metrics
267    pub fn set_baseline(&mut self, metrics: HashMap<PerformanceMetric, Float>) {
268        self.baseline_metrics = metrics;
269    }
270
271    /// Add a new performance measurement
272    pub fn add_measurement(&mut self, data_point: PerformanceDataPoint) -> Result<()> {
273        // Add to history
274        self.performance_history.push_back(data_point.clone());
275
276        // Maintain window size
277        if self.performance_history.len() > self.config.window_size {
278            self.performance_history.pop_front();
279        }
280
281        // Update drift detector with accuracy if available
282        if let Some(&accuracy) = data_point.metrics.get(&PerformanceMetric::Accuracy) {
283            self.drift_detector.update(accuracy)?;
284        }
285
286        self.sample_count += data_point.sample_size;
287
288        Ok(())
289    }
290
291    /// Monitor ensemble performance and detect issues
292    pub fn monitor_performance(&mut self) -> Result<MonitoringResults> {
293        // Check if we have enough data
294        if self.performance_history.len() < self.config.min_samples {
295            return Err(SklearsError::InvalidInput(
296                "Insufficient data for monitoring".to_string(),
297            ));
298        }
299
300        // Determine health status
301        let health_status = self.assess_health_status()?;
302
303        // Analyze performance trend
304        let performance_trend = self.analyze_performance_trend()?;
305
306        // Detect concept drift
307        let drift_results = self.detect_drift()?;
308
309        // Compute degradation indicators
310        let degradation_indicators = self.compute_degradation_indicators()?;
311
312        // Generate recommendations
313        let recommendations = self.generate_recommendations(
314            &health_status,
315            &performance_trend,
316            &drift_results,
317            &degradation_indicators,
318        )?;
319
320        Ok(MonitoringResults {
321            health_status,
322            performance_trend,
323            drift_results,
324            degradation_indicators,
325            recommendations,
326            metrics_history: self.performance_history.iter().cloned().collect(),
327        })
328    }
329
330    /// Assess overall model health
331    fn assess_health_status(&self) -> Result<ModelHealth> {
332        if self.performance_history.is_empty() {
333            return Ok(ModelHealth::Warning);
334        }
335
336        let recent_performance = self.get_recent_average_performance()?;
337        let degradation_score = self.compute_overall_degradation_score(&recent_performance)?;
338
339        if degradation_score > 0.5 {
340            Ok(ModelHealth::Failed)
341        } else if degradation_score > 0.3 {
342            Ok(ModelHealth::Critical)
343        } else if degradation_score > 0.1 {
344            Ok(ModelHealth::Warning)
345        } else {
346            Ok(ModelHealth::Healthy)
347        }
348    }
349
350    /// Get recent average performance metrics
351    fn get_recent_average_performance(&self) -> Result<HashMap<PerformanceMetric, Float>> {
352        if self.performance_history.is_empty() {
353            return Ok(HashMap::new());
354        }
355
356        let recent_window = self.config.window_size.min(10);
357        let start_idx = if self.performance_history.len() > recent_window {
358            self.performance_history.len() - recent_window
359        } else {
360            0
361        };
362
363        let mut metric_sums: HashMap<PerformanceMetric, Float> = HashMap::new();
364        let mut metric_counts: HashMap<PerformanceMetric, usize> = HashMap::new();
365
366        for data_point in self.performance_history.range(start_idx..) {
367            for (metric, value) in &data_point.metrics {
368                *metric_sums.entry(metric.clone()).or_insert(0.0) += value;
369                *metric_counts.entry(metric.clone()).or_insert(0) += 1;
370            }
371        }
372
373        let mut averages = HashMap::new();
374        for (metric, sum) in metric_sums {
375            if let Some(&count) = metric_counts.get(&metric) {
376                averages.insert(metric, sum / count as Float);
377            }
378        }
379
380        Ok(averages)
381    }
382
383    /// Compute overall degradation score
384    fn compute_overall_degradation_score(
385        &self,
386        recent_performance: &HashMap<PerformanceMetric, Float>,
387    ) -> Result<Float> {
388        if self.baseline_metrics.is_empty() {
389            return Ok(0.0);
390        }
391
392        let mut degradation_sum = 0.0;
393        let mut count = 0;
394
395        for (metric, &recent_value) in recent_performance {
396            if let Some(&baseline_value) = self.baseline_metrics.get(metric) {
397                let degradation = match metric {
398                    // Higher is better metrics
399                    PerformanceMetric::Accuracy
400                    | PerformanceMetric::Precision
401                    | PerformanceMetric::Recall
402                    | PerformanceMetric::F1Score
403                    | PerformanceMetric::AUC
404                    | PerformanceMetric::R2Score => {
405                        (baseline_value - recent_value) / baseline_value.max(1e-8)
406                    }
407                    // Lower is better metrics
408                    PerformanceMetric::MeanSquaredError
409                    | PerformanceMetric::MeanAbsoluteError
410                    | PerformanceMetric::Latency
411                    | PerformanceMetric::MemoryUsage => {
412                        (recent_value - baseline_value) / baseline_value.max(1e-8)
413                    }
414                    // Neutral metrics
415                    _ => 0.0,
416                };
417
418                degradation_sum += degradation.max(0.0); // Only count degradation, not improvement
419                count += 1;
420            }
421        }
422
423        Ok(if count > 0 {
424            degradation_sum / count as Float
425        } else {
426            0.0
427        })
428    }
429
430    /// Analyze performance trend over time
431    fn analyze_performance_trend(&self) -> Result<PerformanceTrend> {
432        if self.performance_history.len() < 3 {
433            return Ok(PerformanceTrend {
434                direction: 0.0,
435                significance: 0.0,
436                rate_of_change: 0.0,
437                confidence_interval: (0.0, 0.0),
438                projection: 0.0,
439            });
440        }
441
442        // Use accuracy as the primary metric for trend analysis
443        let accuracy_values: Vec<Float> = self
444            .performance_history
445            .iter()
446            .filter_map(|dp| dp.metrics.get(&PerformanceMetric::Accuracy))
447            .copied()
448            .collect();
449
450        if accuracy_values.len() < 3 {
451            return Ok(PerformanceTrend {
452                direction: 0.0,
453                significance: 0.0,
454                rate_of_change: 0.0,
455                confidence_interval: (0.0, 0.0),
456                projection: 0.0,
457            });
458        }
459
460        // Simple linear regression for trend analysis
461        let n = accuracy_values.len() as Float;
462        let x_values: Vec<Float> = (0..accuracy_values.len()).map(|i| i as Float).collect();
463
464        let x_mean = x_values.iter().sum::<Float>() / n;
465        let y_mean = accuracy_values.iter().sum::<Float>() / n;
466
467        let mut numerator = 0.0;
468        let mut denominator = 0.0;
469
470        for i in 0..accuracy_values.len() {
471            let x_diff = x_values[i] - x_mean;
472            let y_diff = accuracy_values[i] - y_mean;
473            numerator += x_diff * y_diff;
474            denominator += x_diff * x_diff;
475        }
476
477        let slope = if denominator != 0.0 {
478            numerator / denominator
479        } else {
480            0.0
481        };
482        let intercept = y_mean - slope * x_mean;
483
484        // Compute R-squared for significance
485        let mut ss_res = 0.0;
486        let mut ss_tot = 0.0;
487
488        for i in 0..accuracy_values.len() {
489            let y_pred = slope * x_values[i] + intercept;
490            ss_res += (accuracy_values[i] - y_pred).powi(2);
491            ss_tot += (accuracy_values[i] - y_mean).powi(2);
492        }
493
494        let r_squared = if ss_tot != 0.0 {
495            1.0 - (ss_res / ss_tot)
496        } else {
497            0.0
498        };
499
500        // Simple confidence interval estimation
501        let std_error = (ss_res / (n - 2.0)).sqrt();
502        let t_value = 1.96; // Approximate 95% confidence
503        let margin_error = t_value * std_error;
504
505        // Project future performance
506        let projection = slope * n + intercept;
507
508        Ok(PerformanceTrend {
509            direction: slope,
510            significance: r_squared,
511            rate_of_change: slope,
512            confidence_interval: (projection - margin_error, projection + margin_error),
513            projection,
514        })
515    }
516
517    /// Detect concept drift
518    fn detect_drift(&mut self) -> Result<Vec<DriftDetectionResult>> {
519        let mut results = Vec::new();
520
521        // ADWIN drift detection
522        if let Some(adwin_result) = self.drift_detector.adwin_detector.check_drift() {
523            results.push(DriftDetectionResult {
524                drift_detected: true,
525                confidence: adwin_result.confidence,
526                drift_type: DriftType::Sudden,
527                affected_features: vec![],
528                severity: adwin_result.severity,
529                recommended_action: RecommendedAction::Retrain,
530            });
531        }
532
533        // Page-Hinkley drift detection
534        if self.drift_detector.page_hinkley.detect_drift() {
535            results.push(DriftDetectionResult {
536                drift_detected: true,
537                confidence: 0.95,
538                drift_type: DriftType::Gradual,
539                affected_features: vec![],
540                severity: 0.7,
541                recommended_action: RecommendedAction::UpdateWeights,
542            });
543        }
544
545        // Statistical drift tests
546        if let Some(stat_result) = self
547            .drift_detector
548            .statistical_tests
549            .kolmogorov_smirnov_test()?
550        {
551            results.push(DriftDetectionResult {
552                drift_detected: stat_result.p_value < 0.05,
553                confidence: 1.0 - stat_result.p_value,
554                drift_type: DriftType::Sudden,
555                affected_features: vec![],
556                severity: stat_result.test_statistic,
557                recommended_action: if stat_result.p_value < 0.01 {
558                    RecommendedAction::RebuildEnsemble
559                } else {
560                    RecommendedAction::Retrain
561                },
562            });
563        }
564
565        if results.is_empty() {
566            results.push(DriftDetectionResult {
567                drift_detected: false,
568                confidence: 0.0,
569                drift_type: DriftType::None,
570                affected_features: vec![],
571                severity: 0.0,
572                recommended_action: RecommendedAction::ContinueMonitoring,
573            });
574        }
575
576        Ok(results)
577    }
578
579    /// Compute degradation indicators
580    fn compute_degradation_indicators(&self) -> Result<DegradationIndicators> {
581        let recent_performance = self.get_recent_average_performance()?;
582
583        let accuracy_drop = if let (Some(&baseline), Some(&recent)) = (
584            self.baseline_metrics.get(&PerformanceMetric::Accuracy),
585            recent_performance.get(&PerformanceMetric::Accuracy),
586        ) {
587            baseline - recent
588        } else {
589            0.0
590        };
591
592        // Simplified variance increase calculation
593        let variance_increase = self.compute_prediction_variance_increase()?;
594
595        let latency_increase = if let (Some(&baseline), Some(&recent)) = (
596            self.baseline_metrics.get(&PerformanceMetric::Latency),
597            recent_performance.get(&PerformanceMetric::Latency),
598        ) {
599            recent - baseline
600        } else {
601            0.0
602        };
603
604        let memory_increase = if let (Some(&baseline), Some(&recent)) = (
605            self.baseline_metrics.get(&PerformanceMetric::MemoryUsage),
606            recent_performance.get(&PerformanceMetric::MemoryUsage),
607        ) {
608            recent - baseline
609        } else {
610            0.0
611        };
612
613        let degradation_score =
614            (accuracy_drop + variance_increase + latency_increase + memory_increase) / 4.0;
615
616        Ok(DegradationIndicators {
617            accuracy_drop,
618            variance_increase,
619            latency_increase,
620            memory_increase,
621            degradation_score,
622        })
623    }
624
625    /// Compute increase in prediction variance
626    fn compute_prediction_variance_increase(&self) -> Result<Float> {
627        // Simplified implementation - in practice would use actual prediction variances
628        if self.performance_history.len() < 5 {
629            return Ok(0.0);
630        }
631
632        let recent_confidence: Vec<Float> = self
633            .performance_history
634            .iter()
635            .rev()
636            .take(5)
637            .filter_map(|dp| dp.metrics.get(&PerformanceMetric::Confidence))
638            .copied()
639            .collect();
640
641        let baseline_confidence: Vec<Float> = self
642            .performance_history
643            .iter()
644            .take(5)
645            .filter_map(|dp| dp.metrics.get(&PerformanceMetric::Confidence))
646            .copied()
647            .collect();
648
649        if recent_confidence.is_empty() || baseline_confidence.is_empty() {
650            return Ok(0.0);
651        }
652
653        let recent_var = self.compute_variance(&recent_confidence);
654        let baseline_var = self.compute_variance(&baseline_confidence);
655
656        Ok(recent_var - baseline_var)
657    }
658
659    /// Compute variance of a set of values
660    fn compute_variance(&self, values: &[Float]) -> Float {
661        if values.len() < 2 {
662            return 0.0;
663        }
664
665        let mean = values.iter().sum::<Float>() / values.len() as Float;
666        let variance =
667            values.iter().map(|&x| (x - mean).powi(2)).sum::<Float>() / values.len() as Float;
668
669        variance
670    }
671
672    /// Generate recommendations based on monitoring results
673    fn generate_recommendations(
674        &self,
675        health_status: &ModelHealth,
676        performance_trend: &PerformanceTrend,
677        drift_results: &[DriftDetectionResult],
678        degradation_indicators: &DegradationIndicators,
679    ) -> Result<Vec<RecommendedAction>> {
680        let mut recommendations = Vec::new();
681
682        // Health-based recommendations
683        match health_status {
684            ModelHealth::Failed => {
685                recommendations.push(RecommendedAction::RebuildEnsemble);
686            }
687            ModelHealth::Critical => {
688                recommendations.push(RecommendedAction::Retrain);
689                recommendations.push(RecommendedAction::PruneEnsemble);
690            }
691            ModelHealth::Warning => {
692                recommendations.push(RecommendedAction::IncreaseMonitoring);
693                recommendations.push(RecommendedAction::UpdateWeights);
694            }
695            ModelHealth::Healthy => {
696                recommendations.push(RecommendedAction::ContinueMonitoring);
697            }
698        }
699
700        // Trend-based recommendations
701        if performance_trend.direction < -0.01 && performance_trend.significance > 0.5 {
702            recommendations.push(RecommendedAction::Retrain);
703        }
704
705        // Drift-based recommendations
706        for drift_result in drift_results {
707            if drift_result.drift_detected {
708                recommendations.push(drift_result.recommended_action.clone());
709            }
710        }
711
712        // Degradation-based recommendations
713        if degradation_indicators.accuracy_drop > 0.1 {
714            recommendations.push(RecommendedAction::Retrain);
715        }
716
717        if degradation_indicators.latency_increase > 0.5 {
718            recommendations.push(RecommendedAction::PruneEnsemble);
719        }
720
721        // Remove duplicates
722        recommendations.sort_by(|a, b| format!("{:?}", a).cmp(&format!("{:?}", b)));
723        recommendations.dedup();
724
725        Ok(recommendations)
726    }
727
728    /// Check if automated retraining should be triggered
729    pub fn should_trigger_retrain(&self, monitoring_results: &MonitoringResults) -> bool {
730        if !self.config.enable_auto_retrain {
731            return false;
732        }
733
734        // Trigger retrain if critical health or significant drift detected
735        matches!(
736            monitoring_results.health_status,
737            ModelHealth::Critical | ModelHealth::Failed
738        ) || monitoring_results
739            .drift_results
740            .iter()
741            .any(|dr| dr.drift_detected && dr.confidence > 0.8)
742            || monitoring_results.degradation_indicators.degradation_score
743                > self.config.degradation_threshold
744    }
745}
746
747impl DriftDetector {
748    /// Create a new drift detector
749    fn new(config: &MonitoringConfig) -> Self {
750        Self {
751            adwin_detector: ADWINDetector::new(0.002, 100), // delta=0.002, min_window=100
752            page_hinkley: PageHinkleyDetector::new(0.01, 30), // threshold=0.01, min_samples=30
753            statistical_tests: StatisticalDriftTests::new(1000), // max_samples=1000
754        }
755    }
756
757    /// Update drift detectors with new value
758    fn update(&mut self, value: Float) -> Result<()> {
759        self.adwin_detector.add_value(value);
760        self.page_hinkley.add_value(value);
761        self.statistical_tests.add_value(value);
762        Ok(())
763    }
764}
765
766impl ADWINDetector {
767    /// Create a new ADWIN detector
768    fn new(delta: Float, min_window_size: usize) -> Self {
769        Self {
770            window: VecDeque::new(),
771            min_window_size,
772            confidence: 1.0 - delta,
773            total_sum: 0.0,
774            sum_squares: 0.0,
775        }
776    }
777
778    /// Add a new value to the detector
779    fn add_value(&mut self, value: Float) {
780        self.window.push_back(value);
781        self.total_sum += value;
782        self.sum_squares += value * value;
783
784        // Check for drift and adjust window
785        self.check_and_adjust_window();
786    }
787
788    /// Check for drift and adjust window size
789    fn check_and_adjust_window(&mut self) {
790        if self.window.len() < self.min_window_size {
791            return;
792        }
793
794        let n = self.window.len() as Float;
795        let mean = self.total_sum / n;
796
797        // Simple drift detection based on variance change
798        let variance = (self.sum_squares / n) - (mean * mean);
799
800        // If variance becomes too high, consider it drift and shrink window
801        if variance > 0.1 && self.window.len() > self.min_window_size {
802            let removed = self.window.pop_front().unwrap();
803            self.total_sum -= removed;
804            self.sum_squares -= removed * removed;
805        }
806    }
807
808    /// Check if drift is detected
809    fn check_drift(&self) -> Option<ADWINDriftResult> {
810        if self.window.len() < self.min_window_size {
811            return None;
812        }
813
814        // Simplified drift detection
815        let n = self.window.len() as Float;
816        let mean = self.total_sum / n;
817        let variance = (self.sum_squares / n) - (mean * mean);
818
819        // Use variance as a proxy for drift
820        if variance > 0.05 {
821            Some(ADWINDriftResult {
822                confidence: self.confidence,
823                severity: variance,
824            })
825        } else {
826            None
827        }
828    }
829}
830
831impl PageHinkleyDetector {
832    /// Create a new Page-Hinkley detector
833    fn new(threshold: Float, min_samples: usize) -> Self {
834        Self {
835            cumsum: 0.0,
836            min_cumsum: 0.0,
837            threshold,
838            min_samples,
839            sample_count: 0,
840        }
841    }
842
843    /// Add a new value to the detector
844    fn add_value(&mut self, value: Float) {
845        self.sample_count += 1;
846
847        // Assume we're testing for decrease in mean (e.g., accuracy drop)
848        // Use negative values to detect decreases
849        let normalized_value = 0.8 - value; // Assume baseline around 0.8
850
851        self.cumsum += normalized_value;
852        self.min_cumsum = self.min_cumsum.min(self.cumsum);
853    }
854
855    /// Check if drift is detected
856    fn detect_drift(&self) -> bool {
857        if self.sample_count < self.min_samples {
858            return false;
859        }
860
861        (self.cumsum - self.min_cumsum) > self.threshold
862    }
863}
864
865impl StatisticalDriftTests {
866    /// Create a new statistical drift test
867    fn new(max_samples: usize) -> Self {
868        Self {
869            reference_samples: VecDeque::with_capacity(max_samples),
870            recent_samples: VecDeque::with_capacity(max_samples / 2),
871            max_samples,
872        }
873    }
874
875    /// Add a new value
876    fn add_value(&mut self, value: Float) {
877        // First half of samples go to reference, second half to recent
878        if self.reference_samples.len() < self.max_samples / 2 {
879            self.reference_samples.push_back(value);
880        } else {
881            self.recent_samples.push_back(value);
882            if self.recent_samples.len() > self.max_samples / 2 {
883                self.recent_samples.pop_front();
884            }
885        }
886    }
887
888    /// Perform Kolmogorov-Smirnov test
889    fn kolmogorov_smirnov_test(&self) -> Result<Option<KSTestResult>> {
890        if self.reference_samples.len() < 10 || self.recent_samples.len() < 10 {
891            return Ok(None);
892        }
893
894        // Convert to sorted vectors
895        let mut ref_sorted: Vec<Float> = self.reference_samples.iter().copied().collect();
896        let mut recent_sorted: Vec<Float> = self.recent_samples.iter().copied().collect();
897
898        ref_sorted.sort_by(|a, b| a.partial_cmp(b).unwrap());
899        recent_sorted.sort_by(|a, b| a.partial_cmp(b).unwrap());
900
901        // Compute empirical CDFs and find maximum difference
902        let mut max_diff: Float = 0.0;
903        let n1 = ref_sorted.len() as Float;
904        let n2 = recent_sorted.len() as Float;
905
906        // Simplified KS test implementation
907        let mut all_values: Vec<Float> = ref_sorted
908            .iter()
909            .chain(recent_sorted.iter())
910            .copied()
911            .collect();
912        all_values.sort_by(|a, b| a.partial_cmp(b).unwrap());
913        all_values.dedup();
914
915        for value in &all_values {
916            let cdf1 = ref_sorted.iter().filter(|&&x| x <= *value).count() as Float / n1;
917            let cdf2 = recent_sorted.iter().filter(|&&x| x <= *value).count() as Float / n2;
918
919            max_diff = max_diff.max((cdf1 - cdf2).abs());
920        }
921
922        // Approximate p-value calculation
923        let ks_statistic = max_diff;
924        let p_value = self.approximate_ks_p_value(ks_statistic, n1 as usize, n2 as usize);
925
926        Ok(Some(KSTestResult {
927            test_statistic: ks_statistic,
928            p_value,
929        }))
930    }
931
932    /// Approximate p-value for KS test
933    fn approximate_ks_p_value(&self, d: Float, n1: usize, n2: usize) -> Float {
934        let n = ((n1 * n2) as Float / (n1 + n2) as Float).sqrt();
935        let z = d * n;
936
937        // Simplified approximation
938        if z > 3.0 {
939            0.0
940        } else if z > 2.0 {
941            0.001
942        } else if z > 1.5 {
943            0.01
944        } else if z > 1.0 {
945            0.05
946        } else {
947            0.5
948        }
949    }
950}
951
952/// ADWIN drift detection result
953#[derive(Debug, Clone)]
954struct ADWINDriftResult {
955    confidence: Float,
956    severity: Float,
957}
958
959/// Kolmogorov-Smirnov test result
960#[derive(Debug, Clone)]
961struct KSTestResult {
962    test_statistic: Float,
963    p_value: Float,
964}
965
966impl Default for MonitoringConfig {
967    fn default() -> Self {
968        Self {
969            window_size: 1000,
970            degradation_threshold: 0.1,
971            drift_threshold: 0.05,
972            min_samples: 50,
973            monitoring_frequency: 10,
974            enable_auto_retrain: false,
975            max_training_time: Duration::from_secs(3600), // 1 hour
976            metrics_to_track: vec![
977                PerformanceMetric::Accuracy,
978                PerformanceMetric::Latency,
979                PerformanceMetric::Confidence,
980            ],
981        }
982    }
983}
984
985/// Convenience functions for creating monitoring configurations
986impl MonitoringConfig {
987    /// Create a configuration for high-frequency monitoring
988    pub fn high_frequency() -> Self {
989        Self {
990            monitoring_frequency: 1,
991            min_samples: 10,
992            window_size: 500,
993            ..Default::default()
994        }
995    }
996
997    /// Create a configuration for production monitoring
998    pub fn production() -> Self {
999        Self {
1000            window_size: 5000,
1001            degradation_threshold: 0.05,
1002            drift_threshold: 0.03,
1003            min_samples: 100,
1004            monitoring_frequency: 50,
1005            enable_auto_retrain: true,
1006            ..Default::default()
1007        }
1008    }
1009
1010    /// Create a configuration for development/testing
1011    pub fn development() -> Self {
1012        Self {
1013            window_size: 100,
1014            degradation_threshold: 0.2,
1015            min_samples: 20,
1016            monitoring_frequency: 5,
1017            enable_auto_retrain: false,
1018            ..Default::default()
1019        }
1020    }
1021}
1022
1023#[allow(non_snake_case)]
1024#[cfg(test)]
1025mod tests {
1026    use super::*;
1027    use std::time::{SystemTime, UNIX_EPOCH};
1028
1029    #[test]
1030    fn test_monitoring_config_creation() {
1031        let config = MonitoringConfig::default();
1032        assert_eq!(config.window_size, 1000);
1033        assert_eq!(config.min_samples, 50);
1034        assert!(!config.enable_auto_retrain);
1035    }
1036
1037    #[test]
1038    fn test_ensemble_monitor_creation() {
1039        let config = MonitoringConfig::default();
1040        let monitor = EnsembleMonitor::new(config);
1041        assert_eq!(monitor.sample_count, 0);
1042        assert!(monitor.performance_history.is_empty());
1043    }
1044
1045    #[test]
1046    fn test_performance_data_point_creation() {
1047        let mut metrics = HashMap::new();
1048        metrics.insert(PerformanceMetric::Accuracy, 0.85);
1049        metrics.insert(PerformanceMetric::Latency, 100.0);
1050
1051        let data_point = PerformanceDataPoint {
1052            timestamp: SystemTime::now()
1053                .duration_since(UNIX_EPOCH)
1054                .unwrap()
1055                .as_secs(),
1056            metrics,
1057            sample_size: 100,
1058            metadata: HashMap::new(),
1059        };
1060
1061        assert_eq!(data_point.sample_size, 100);
1062        assert!(data_point
1063            .metrics
1064            .contains_key(&PerformanceMetric::Accuracy));
1065    }
1066
1067    #[test]
1068    fn test_add_measurement() {
1069        let config = MonitoringConfig::default();
1070        let mut monitor = EnsembleMonitor::new(config);
1071
1072        let mut metrics = HashMap::new();
1073        metrics.insert(PerformanceMetric::Accuracy, 0.85);
1074
1075        let data_point = PerformanceDataPoint {
1076            timestamp: SystemTime::now()
1077                .duration_since(UNIX_EPOCH)
1078                .unwrap()
1079                .as_secs(),
1080            metrics,
1081            sample_size: 100,
1082            metadata: HashMap::new(),
1083        };
1084
1085        monitor.add_measurement(data_point).unwrap();
1086
1087        assert_eq!(monitor.performance_history.len(), 1);
1088        assert_eq!(monitor.sample_count, 100);
1089    }
1090
1091    #[test]
1092    fn test_baseline_setting() {
1093        let config = MonitoringConfig::default();
1094        let mut monitor = EnsembleMonitor::new(config);
1095
1096        let mut baseline = HashMap::new();
1097        baseline.insert(PerformanceMetric::Accuracy, 0.9);
1098        baseline.insert(PerformanceMetric::Latency, 50.0);
1099
1100        monitor.set_baseline(baseline.clone());
1101
1102        assert_eq!(monitor.baseline_metrics.len(), 2);
1103        assert_eq!(monitor.baseline_metrics[&PerformanceMetric::Accuracy], 0.9);
1104    }
1105
1106    #[test]
1107    fn test_health_assessment() {
1108        let config = MonitoringConfig::default();
1109        let mut monitor = EnsembleMonitor::new(config);
1110
1111        // Set baseline
1112        let mut baseline = HashMap::new();
1113        baseline.insert(PerformanceMetric::Accuracy, 0.9);
1114        monitor.set_baseline(baseline);
1115
1116        // Add measurements showing degradation
1117        for i in 0..60 {
1118            let mut metrics = HashMap::new();
1119            metrics.insert(PerformanceMetric::Accuracy, 0.9 - (i as Float * 0.01)); // Degrading accuracy
1120
1121            let data_point = PerformanceDataPoint {
1122                timestamp: SystemTime::now()
1123                    .duration_since(UNIX_EPOCH)
1124                    .unwrap()
1125                    .as_secs(),
1126                metrics,
1127                sample_size: 10,
1128                metadata: HashMap::new(),
1129            };
1130
1131            monitor.add_measurement(data_point).unwrap();
1132        }
1133
1134        let health = monitor.assess_health_status().unwrap();
1135        assert!(matches!(
1136            health,
1137            ModelHealth::Warning | ModelHealth::Critical | ModelHealth::Failed
1138        ));
1139    }
1140
1141    #[test]
1142    fn test_adwin_detector() {
1143        let mut adwin = ADWINDetector::new(0.002, 10);
1144
1145        // Add stable values
1146        for _ in 0..20 {
1147            adwin.add_value(0.8);
1148        }
1149
1150        assert!(adwin.check_drift().is_none());
1151
1152        // Add values showing drift
1153        for _ in 0..10 {
1154            adwin.add_value(0.6);
1155        }
1156
1157        // May or may not detect drift depending on implementation details
1158        let _drift_result = adwin.check_drift();
1159    }
1160
1161    #[test]
1162    fn test_page_hinkley_detector() {
1163        let mut ph = PageHinkleyDetector::new(0.1, 10);
1164
1165        // Add stable values
1166        for _ in 0..15 {
1167            ph.add_value(0.8);
1168        }
1169
1170        assert!(!ph.detect_drift());
1171
1172        // Add decreasing values
1173        for i in 0..10 {
1174            ph.add_value(0.8 - (i as Float * 0.05));
1175        }
1176
1177        // Should detect drift
1178        assert!(ph.detect_drift());
1179    }
1180
1181    #[test]
1182    fn test_performance_trend_analysis() {
1183        let config = MonitoringConfig::default();
1184        let mut monitor = EnsembleMonitor::new(config);
1185
1186        // Add measurements with declining trend
1187        for i in 0..20 {
1188            let mut metrics = HashMap::new();
1189            metrics.insert(PerformanceMetric::Accuracy, 0.9 - (i as Float * 0.01));
1190
1191            let data_point = PerformanceDataPoint {
1192                timestamp: SystemTime::now()
1193                    .duration_since(UNIX_EPOCH)
1194                    .unwrap()
1195                    .as_secs(),
1196                metrics,
1197                sample_size: 10,
1198                metadata: HashMap::new(),
1199            };
1200
1201            monitor.add_measurement(data_point).unwrap();
1202        }
1203
1204        let trend = monitor.analyze_performance_trend().unwrap();
1205        assert!(trend.direction < 0.0); // Should detect negative trend
1206    }
1207
1208    #[test]
1209    fn test_degradation_indicators() {
1210        let config = MonitoringConfig::default();
1211        let mut monitor = EnsembleMonitor::new(config);
1212
1213        // Set baseline
1214        let mut baseline = HashMap::new();
1215        baseline.insert(PerformanceMetric::Accuracy, 0.9);
1216        baseline.insert(PerformanceMetric::Latency, 50.0);
1217        monitor.set_baseline(baseline);
1218
1219        // Add measurements showing degradation
1220        let mut metrics = HashMap::new();
1221        metrics.insert(PerformanceMetric::Accuracy, 0.7); // Accuracy drop
1222        metrics.insert(PerformanceMetric::Latency, 100.0); // Latency increase
1223
1224        for _ in 0..60 {
1225            let data_point = PerformanceDataPoint {
1226                timestamp: SystemTime::now()
1227                    .duration_since(UNIX_EPOCH)
1228                    .unwrap()
1229                    .as_secs(),
1230                metrics: metrics.clone(),
1231                sample_size: 10,
1232                metadata: HashMap::new(),
1233            };
1234
1235            monitor.add_measurement(data_point).unwrap();
1236        }
1237
1238        let indicators = monitor.compute_degradation_indicators().unwrap();
1239        assert!(indicators.accuracy_drop > 0.0);
1240        assert!(indicators.latency_increase > 0.0);
1241        assert!(indicators.degradation_score > 0.0);
1242    }
1243
1244    #[test]
1245    fn test_monitoring_configurations() {
1246        let prod_config = MonitoringConfig::production();
1247        assert_eq!(prod_config.window_size, 5000);
1248        assert!(prod_config.enable_auto_retrain);
1249
1250        let dev_config = MonitoringConfig::development();
1251        assert_eq!(dev_config.window_size, 100);
1252        assert!(!dev_config.enable_auto_retrain);
1253
1254        let hf_config = MonitoringConfig::high_frequency();
1255        assert_eq!(hf_config.monitoring_frequency, 1);
1256    }
1257
1258    #[test]
1259    fn test_recommendation_generation() {
1260        let config = MonitoringConfig::default();
1261        let mut monitor = EnsembleMonitor::new(config);
1262
1263        let health_status = ModelHealth::Critical;
1264        let performance_trend = PerformanceTrend {
1265            direction: -0.02,
1266            significance: 0.8,
1267            rate_of_change: -0.02,
1268            confidence_interval: (0.7, 0.8),
1269            projection: 0.75,
1270        };
1271        let drift_results = vec![DriftDetectionResult {
1272            drift_detected: true,
1273            confidence: 0.9,
1274            drift_type: DriftType::Sudden,
1275            affected_features: vec![],
1276            severity: 0.8,
1277            recommended_action: RecommendedAction::Retrain,
1278        }];
1279        let degradation_indicators = DegradationIndicators {
1280            accuracy_drop: 0.15,
1281            variance_increase: 0.1,
1282            latency_increase: 0.2,
1283            memory_increase: 0.05,
1284            degradation_score: 0.125,
1285        };
1286
1287        let recommendations = monitor
1288            .generate_recommendations(
1289                &health_status,
1290                &performance_trend,
1291                &drift_results,
1292                &degradation_indicators,
1293            )
1294            .unwrap();
1295
1296        assert!(!recommendations.is_empty());
1297        assert!(recommendations.contains(&RecommendedAction::Retrain));
1298    }
1299}