Drift Adaptable Models.
heimdall
Heimdall
By analyzing streaming datasets, it is possible to observe significant changes in the data distribution or models’ accuracy during their prediction (concept drift). The goal of Heimdall is to measure when concept drift occurs. The package makes available several state-of-the-art methods. It also tackles how to adapt models in a nonstationary context.
Installation
The latest version of heimdall at CRAN is available at: https://CRAN.R-project.org/package=heimdall
You can install the stable version of heimdall from CRAN with:
install.packages("heimdall")
You can install the development version of heimdall from GitHub https://github.com/cefet-rj-dal/heimdall with:
# install.packages("devtools")
library(devtools)
devtools::install_github("cefet-rj-dal/heimdall", force=TRUE, upgrade="never")
Examples
Examples of heimdall are organized according to drift detection.
General: https://nbviewer.org/github/cefet-rj-dal/heimdall
library(heimdall)
#> Registered S3 method overwritten by 'quantmod':
#> method from
#> as.zoo.data.frame zoo
## basic example code