Source code for monitor_schema.models.analyzer.algorithms

"""Collections of support algorithms."""
from enum import Enum
from typing import Any, Dict, List, Literal, Optional, Union

from pydantic import BaseModel, Field, constr
from typing_extensions import Annotated

from monitor_schema.models.analyzer.baseline import (
    ReferenceProfileId,
    SingleBatchBaseline,
    TimeRangeBaseline,
    TrailingWindowBaseline,
)
from monitor_schema.models.commons import NoExtrasBaseModel, TimeRange
from monitor_schema.models.utils import COLUMN_NAME_TYPE, anyOf_to_oneOf


[docs]class AlgorithmType(str, Enum): """Specify the algorithm type.""" expected = "expected" column_list = "column_list" comparison = "comparison" conjunction = "conjunction" disjunction = "disjunction" list_comparison = "list_comparison" frequent_string_comparison = "frequent_string_comparison" diff = "diff" drift = "drift" stddev = "stddev" seasonal = "seasonal" fixed = "fixed" experimental = "experimental"
[docs]class DatasetMetric(str, Enum): """Metrics that are applicable at the dataset level.""" # ingestion health. null value if not ingested yet profile_count = "profile.count" profile_last_ingestion_time = "profile.last_ingestion_time" profile_first_ingestion_time = "profile.first_ingestion_time" # within the batch column_row_count_sum = "column_row_count_sum" # shape metrics? shape_column_count = "shape_column_count" shape_row_count = "shape_row_count" input_count = "input.count" output_count = "output.count" # classification metrics classification_f1 = "classification.f1" classification_precision = "classification.precision" classification_recall = "classification.recall" classification_accuracy = "classification.accuracy" classification_fpr = "classification.fpr" classification_auroc = "classification.auroc" # regression metrics regression_mse = "regression.mse" regression_mae = "regression.mae" regression_rmse = "regression.rmse"
[docs]class SimpleColumnMetric(str, Enum): """Simple column metrics that are basically just a single number.""" count = "count" # type: ignore median = "median" max = "max" min = "min" mean = "mean" stddev = "stddev" variance = "variance" unique_upper = "unique_upper" unique_upper_ratio = "unique_upper_ratio" unique_est = "unique_est" unique_est_ratio = "unique_est_ratio" unique_lower = "unique_lower" unique_lower_ratio = "unique_lower_ratio" # data type counts and ratios count_bool = "count_bool" count_bool_ratio = "count_bool_ratio" count_integral = "count_integral" count_integral_ratio = "count_integral_ratio" count_fractional = "count_fractional" count_fractional_ratio = "count_fractional_ratio" count_string = "count_string" count_string_ratio = "count_string_ratio" # also missing values count_null = "count_null" count_null_ratio = "count_null_ratio" # this is a string metric inferred_data_type = "inferred_data_type" # quantiles quantile_p5 = "quantile_5" quantile_p75 = "quantile_75" quantile_p25 = "quantile_25" quantile_p90 = "quantile_90" quantile_p95 = "quantile_95" quantile_p99 = "quantile_99"
[docs]class ComplexMetrics(str, Enum): """Sketch-based metrics that can only be processed by certain algorithms.""" histogram = "histogram" frequent_items = "frequent_items" unique_sketch = "unique_sketch" # list of columns column_list = "column_list"
[docs]class AlgorithmConfig(NoExtrasBaseModel): """Base algorithm config.""" schemaVersion: Optional[int] = Field( None, description="The schema version of an algorithm. Typically this value is not required.", title="SchemaVersion", ) params: Optional[Dict[constr(max_length=100), constr(max_length=1000)]] = Field( # type: ignore None, description="Extra parameters for the algorithm", ) metric: Union[DatasetMetric, SimpleColumnMetric, constr(max_length=100)] = Field( # type: ignore description="The target metric. This field cannot be change once the analyzer is created.", )
[docs] class Config: """Updates JSON schema anyOf to oneOf for baseline.""" # noinspection PyUnusedLocal
[docs] @staticmethod def schema_extra(schema: Dict[str, Any], model: BaseModel) -> None: """Update specific fields here (for Union type, specifically).""" anyOf_to_oneOf(schema, 'baseline')
[docs]class ExpectedValue(NoExtrasBaseModel): """Expected value: one of these fields must be set.""" str: Optional[constr(max_length=100)] # type: ignore int: Optional[int] float: Optional[float]
[docs]class ComparisonOperator(str, Enum): """Operators for performing a comparison.""" eq = 'eq' gt = 'gt' lt = 'lt' ge = 'ge' le = 'le'
[docs]class ListComparisonOperator(str, Enum): """Operators for performing a comparison.""" in_list = 'in' not_in = 'not_in'
[docs]class FrequentStringComparisonOperator(str, Enum): """Operators for performing a comparison.""" eq = 'eq' target_includes_all_baseline = 'target_includes_all_baseline' baseline_includes_all_target = 'baseline_includes_all_target'
[docs]class ComparisonConfig(AlgorithmConfig): """Compare whether the target against either an expect value or against the baseline. This is useful to detect data type change, for instance. """ type: Literal[AlgorithmType.comparison] operator: ComparisonOperator = Field( description="The operator for the comparison. The right hand side is the target batch's metric. The left hand" "side is the expected value or a baseline's metric." ) expected: Optional[ExpectedValue] = Field( None, description="The expected value of the equality. If the value is not set we will extract the corresponding " "metric from the baseline and perform the comparison", ) baseline: Optional[ Union[TrailingWindowBaseline, ReferenceProfileId, TimeRangeBaseline, SingleBatchBaseline] ] = Field( None, description="A baseline for running the analyzer.", discriminator="type", )
[docs]class ListComparisonConfig(AlgorithmConfig): """Compare a target list of values against a baseline list of values.""" type: Literal[AlgorithmType.list_comparison] operator: ListComparisonOperator = Field( description="The operator for the comparison. The right hand side is the target batch's metric. The left hand" "side is the expected value or a baseline's metric." ) expected: Optional[List[ExpectedValue]] = Field( None, description="The expected values of the equality. If the value is not set we will extract the corresponding " "metric from the baseline and perform the comparison", ) baseline: Optional[ Union[TrailingWindowBaseline, ReferenceProfileId, TimeRangeBaseline, SingleBatchBaseline] ] = Field( None, description="A baseline for running the analyzer.", discriminator="type", )
[docs]class FrequentStringComparisonConfig(AlgorithmConfig): """Compare whether target against a list of values.""" type: Literal[AlgorithmType.frequent_string_comparison] metric: Literal[ComplexMetrics.frequent_items] operator: FrequentStringComparisonOperator = Field(description="The operator for the comparison.") baseline: Union[TrailingWindowBaseline, ReferenceProfileId, TimeRangeBaseline, SingleBatchBaseline] = Field( description="A baseline for running the analyzer.", discriminator="type", )
[docs]class ColumnListChangeConfig(AlgorithmConfig): """Compare whether the target is equal to a value or not. This is useful to detect data type change, for instance. """ type: Literal[AlgorithmType.column_list] mode: Literal['ON_ADD_AND_REMOVE', 'ON_ADD', 'ON_REMOVE'] = 'ON_ADD_AND_REMOVE' metric: Literal[ComplexMetrics.column_list] exclude: Optional[List[COLUMN_NAME_TYPE]] = Field( # type: ignore None, description="Ignore these column names. User can specify a list of regex", max_items=1000, ) baseline: Union[TrailingWindowBaseline, ReferenceProfileId, TimeRangeBaseline, SingleBatchBaseline] = Field( description="A baseline for running the analyzer.", discriminator="type", )
[docs]class FixedThresholdsConfig(AlgorithmConfig): """Fixed threshold analysis. If user fails to set both upper bound and lower bound, this algorithm becomes a no-op. WhyLabs might enforce the present of either fields in the future. """ type: Literal[AlgorithmType.fixed] upper: Optional[float] = Field(None, description="Upper bound of the static threshold") lower: Optional[float] = Field(None, description="Lower bound of the static threshold")
[docs]class ThresholdType(Enum): """Threshold Type declaring the upper and lower bound. By default an anomaly will be generated when the target is above or below the baseline by the specified threshold. If its only desirable to alert when the target is above the baseline and not the other way around, specify upper for your ThresholdType. """ lower = 'lower' upper = 'upper'
[docs]class _ThresholdBaseConfig(AlgorithmConfig): maxUpperThreshold: Optional[float] = Field( None, description="Capping the threshold by this value. This value only becomes effective if the calculated upper " "threshold from the calculation is greater than this value.", ) minLowerThreshold: Optional[float] = Field( None, description="Capping the minimum threshold by this value. This value only becomes effective if the calculated " "lower threshold from the calculation is lesser than this value", ) thresholdType: Optional[ThresholdType]
[docs]class StddevConfig(_ThresholdBaseConfig): """Calculates upper bounds and lower bounds based on stddev from a series of numbers. An analyzer using stddev for a window of time range. This calculation will fall back to Poisson distribution if there is only 1 value in the baseline. For 2 values, we use the formula sqrt((x_i - avg(x))^2 / n - 1) """ type: Literal[AlgorithmType.stddev] factor: Optional[float] = Field( 3.0, description="The multiplier used with stddev to build the upper and lower bounds." ) minBatchSize: Optional[int] = Field( 1, title="MinBatchSize", ge=1, description="Minimum number of batches that is required" ) baseline: Union[TrailingWindowBaseline, TimeRangeBaseline, ReferenceProfileId] = Field( description="A baseline for running the analyzer.", discriminator="type", )
[docs]class SeasonalConfig(_ThresholdBaseConfig): """An analyzer using stddev for a window of time range. This will fall back to Poisson distribution if there is only 1 value in the baseline. This only works with TrailingWindow baseline (TODO: add backend validation) """ type: Literal[AlgorithmType.seasonal] algorithm: Literal['arima'] = Field('arima', description="The algorithm implementation for seasonal analysis") minBatchSize: Optional[int] = Field( 30, title="MinBatchSize", description="Minimum number of batches that is required", ) alpha: Optional[float] = Field( default=0.05, description="significance level for the confidence interval produced around predictions. If 0.05 then the " "algorithm will calculate a 95% confidence interval around predictions", ) baseline: TrailingWindowBaseline stddevTimeRanges: Optional[List[TimeRange]] = Field( title="StddevTimeRanges", description="Ranges of time where we will apply standard deviation for confidence " "intervals rather than the confidence interval from the algorithm. This " "is to prevent data from special" "events from making the bands very wide for timeseries-based predictions.", ) stddevMaxBatchSize: Optional[int] = Field( description="Maxinum number of data points to consider for calculating stddev. These are the data points" "preceeding the target batch." ) stddevFactor: Optional[float] = Field( default=1.0, description="The multiplier factor for calculating upper bounds and lower bounds from the prediction.", )
[docs]class DriftConfig(AlgorithmConfig): """An analyzer using stddev for a window of time range. This analysis will detect whether the data drifts or not. By default, we use hellinger distance with a threshold of 0.7. """ type: Literal[AlgorithmType.drift] algorithm: Literal['hellinger', 'jensenshannon', 'kl_divergence', 'psi'] = Field( 'hellinger', description='The algorithm to use when calculating drift.' ) metric: Literal[ComplexMetrics.histogram, ComplexMetrics.frequent_items] threshold: float = Field( 0.7, description="The threshold for the distance algorithm. Depending on the algorithm, this threshold" "is used for greater than or less than comparison.", ) minBatchSize: Optional[int] = Field( 1, title="MinBatchSize", description="Minimum number of batches that is required", ge=1, ) baseline: Union[TrailingWindowBaseline, ReferenceProfileId, TimeRangeBaseline, SingleBatchBaseline] = Field( description="A baseline for running the analyzer.", discriminator="type", )
[docs]class ExperimentalConfig(AlgorithmConfig): """Experimental algorithm that is not standardized by the above ones yet.""" type: Literal[AlgorithmType.experimental] implementation: str = Field(description="The implementation of an experimental config", max_length=100) baseline: Union[TrailingWindowBaseline, ReferenceProfileId, TimeRangeBaseline, SingleBatchBaseline] = Field( description="A baseline for running the analyzer.", discriminator="type", ) stub: Optional[AlgorithmType] = Field(description="Stub field to flow algoirthm type into the schema. Do not use.")
[docs]class DiffMode(str, Enum): """Whether to use the absolute difference or the percentage to calculate the difference.""" abs = 'abs' pct = 'pct'
[docs]class DiffConfig(AlgorithmConfig): """Detecting the differences between two numerical metrics.""" type: Literal[AlgorithmType.diff] mode: DiffMode thresholdType: Optional[ThresholdType] threshold: float = Field( description="The minimum threshold that will trigger an anomaly. The monitor detect the difference between" "the target's metric and the baseline metric. Both of these metrics MUST be in rolled up form", ) baseline: Union[TrailingWindowBaseline, ReferenceProfileId, TimeRangeBaseline, SingleBatchBaseline] = Field( description="A baseline for running the analyzer.", discriminator="type", )
[docs]class ConjunctionConfig(NoExtrasBaseModel): """Conjunction (ANDs) composite analyzer joining multiple analyzers.""" type: Literal[AlgorithmType.conjunction] analyzerIds: Annotated[ str, Field( title="AnalyzerIds", description="The corresponding analyzer IDs for the conjunction.", # max_items=10, pattern="^[A-Za-z0-9_\\-]+$", ), ]
[docs]class DisjunctionConfig(NoExtrasBaseModel): """Disjunction (ORs) composite analyzer joining multiple analyzers.""" type: Literal[AlgorithmType.disjunction] analyzerIds: Annotated[ str, Field( title="AnalyzerIds", description="The corresponding analyzer IDs for the conjunction.", # max_items=10, pattern="^[A-Za-z0-9_\\-]+$", ), ]