diff --git a/README.md b/README.md index 965313bb..3efd9294 100644 --- a/README.md +++ b/README.md @@ -45,7 +45,7 @@ NannyML is an open-source python library that allows you to **estimate post-deployment model performance** (without access to targets), detect data drift, and intelligently link data drift alerts back to changes in model performance. Built for data scientists, NannyML has an easy-to-use interface, interactive visualizations, is completely model-agnostic and currently supports all tabular use cases, classification and **regression**. The core contributors of NannyML have researched and developed multiple novel algorithms for estimating model performance: [confidence-based performance estimation (CBPE)](https://nannyml.readthedocs.io/en/stable/how_it_works/performance_estimation.html#confidence-based-performance-estimation-cbpe) and [direct loss estimation (DLE)](https://nannyml.readthedocs.io/en/stable/how_it_works/performance_estimation.html#direct-loss-estimation-dle). -The nansters also invented a new approach to detect [multivariate data drift](https://nannyml.readthedocs.io/en/stable/how_it_works/data_reconstruction.html) using PCA-based data reconstruction. +The nansters also invented a new approach to detect [multivariate data drift](https://nannyml.readthedocs.io/en/stable/how_it_works/multivariate_drift.html) using PCA-based data reconstruction. If you like what we are working on, be sure to become a Nanster yourself, join our [community slack](https://join.slack.com/t/nannymlbeta/shared_invite/zt-16fvpeddz-HAvTsjNEyC9CE6JXbiM7BQ) and support us with a GitHub star ⭐. @@ -98,9 +98,9 @@ NannyML can also **track the realised performance** of your machine learning mod ### 2. Data drift detection -To detect **multivariate feature drift** NannyML uses [PCA-based data reconstruction](https://nannyml.readthedocs.io/en/main/how_it_works/data_reconstruction.html). Changes in the resulting reconstruction error are monitored over time and data drift alerts are logged when the reconstruction error in a certain period exceeds a threshold. This threshold is calculated based on the reconstruction error observed in the reference period. +To detect **multivariate feature drift** NannyML uses [PCA-based data reconstruction](https://nannyml.readthedocs.io/en/stable/how_it_works/multivariate_drift.html#data-reconstruction-with-pca). Changes in the resulting reconstruction error are monitored over time and data drift alerts are logged when the reconstruction error in a certain period exceeds a threshold. This threshold is calculated based on the reconstruction error observed in the reference period. -

+

NannyML utilises statistical tests to detect **univariate feature drift**. We have just added a bunch of new univariate tests including Jensen-Shannon Distance and L-Infinity Distance, check out the [comprehensive list](https://nannyml.readthedocs.io/en/stable/how_it_works/univariate_drift_detection.html#methods-for-continuous-features). The results of these tests are tracked over time, properly corrected to counteract multiplicity and overlayed on the temporal feature distributions. (It is also possible to visualise the test-statistics over time, to get a notion of the drift magnitude.)