EDDM.java

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.yahoo.labs.samoa.moa.core.ObjectRepository;
import com.yahoo.labs.samoa.moa.tasks.TaskMonitor;

/**
 * Drift detection method based in EDDM method of Manuel Baena et al.
 *
 * <p>Early Drift Detection Method. Manuel Baena-Garcia, Jose Del Campo-Avila,
 * Raúl Fidalgo, Albert Bifet, Ricard Gavalda, Rafael Morales-Bueno. In Fourth
 * International Workshop on Knowledge Discovery from Data Streams, 2006.</p>
 *
 * @author Manuel Baena (mbaena@lcc.uma.es)
 * @version $Revision: 7 $
 */
public class EDDM extends AbstractChangeDetector {

    /**
     *
     */
    private static final long serialVersionUID = 140980267062162000L;

    private static final double FDDM_OUTCONTROL = 0.9;

    private static final double FDDM_WARNING = 0.95;

    private static final double FDDM_MINNUMINSTANCES = 30;

    private double m_numErrors;

    private int m_minNumErrors = 30;

    private int m_n;

    private int m_d;

    private int m_lastd;

    private double m_mean;

    private double m_stdTemp;

    private double m_m2smax;

    public EDDM() {
        resetLearning();
    }

    @Override
    public void resetLearning() {
        m_n = 1;
        m_numErrors = 0;
        m_d = 0;
        m_lastd = 0;
        m_mean = 0.0;
        m_stdTemp = 0.0;
        m_m2smax = 0.0;
        this.estimation = 0.0;
    }

    @Override
    public void input(double prediction) {
        // prediction must be 1 or 0
        // It monitors the error rate
        // System.out.print(prediction + " " + m_n + " " + probability + " ");
        if (this.isChangeDetected) {
            resetLearning();
        }
        this.isChangeDetected = false;
        
        m_n++;
        if (prediction == 1.0) {
            this.isWarningZone = false;
            this.delay = 0;
            m_numErrors += 1;
            m_lastd = m_d;
            m_d = m_n - 1;
            int distance = m_d - m_lastd;
            double oldmean = m_mean;
            m_mean = m_mean + ((double) distance - m_mean) / m_numErrors;
            this.estimation = m_mean;
            m_stdTemp = m_stdTemp + (distance - m_mean) * (distance - oldmean);
            double std = Math.sqrt(m_stdTemp / m_numErrors);
            double m2s = m_mean + 2 * std;

            if (m2s > m_m2smax) {
                if (m_n > FDDM_MINNUMINSTANCES) {
                    m_m2smax = m2s;
                }
                //m_lastLevel = DDM_INCONTROL_LEVEL;
                // System.out.print(1 + " ");
            } else {
                double p = m2s / m_m2smax;
                // System.out.print(p + " ");
                if (m_n > FDDM_MINNUMINSTANCES && m_numErrors > m_minNumErrors
                        && p < FDDM_OUTCONTROL) {
                    //System.out.println(m_mean + ",D");
                    this.isChangeDetected = true;
                    //resetLearning();
                } else {
                    this.isWarningZone = m_n > FDDM_MINNUMINSTANCES
                        && m_numErrors > m_minNumErrors && p < FDDM_WARNING;
                }
            }
        }
    }

    @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
    }
}