Data requirements

In this guide we’ll present an overview of the data NannyML requires to function. It serves as a starting point for the guide on providing metadata.

Data Periods

In order to monitor a model, NannyML needs to learn about it from a reference dataset (reference period). Then it can monitor the data that is subject to actual analysis (analysis period).

Reference Period

The reference period’s purpose is to establish a baseline of expectations for the machine learning model being monitored. It needs to include the model inputs, model outputs and the performance results of the monitored model. The performance of the model for this period is assumed to be stable and acceptable.

The reference dataset contains observations for which target values are available, hence the model performance can be calculated for this set. The ranges and distribution of model inputs, outputs and targets is well-known and validated for this set.

Warning

Don’t use training data as a reference data set to prevent overfitting, e.g during model score calibration.

Analysis Period

The analysis period is where NannyML analyzes the data drift and the performance of the monitored model using the knowledge gained from analyzing the reference period. The analysis period will usually consist of the latest production data up to a desired point in the past, which should be after the point where the reference period ends. The analysis period is not required to have targets available.

When performing drift analysis, NannyML compares each Data Chunk of the analysis period with the reference data. NannyML will flag any meaningful changes to data distributions as data drift.

The analysis data does not contain any target values, so performance can only be estimated for it.

Common columns

The following sections describe the different data columns that are required by NannyML. These will differ based on the type of the model being monitored. There will be columns that are common across model types, where others will be specific to a given model type.

We will illustrate this using the fictional work_from_home model, a binary classifier trying to predict whether someone will be working from home on a given day or not.

>>> import nannyml as nml
>>> reference, _, _ = nml.load_synthetic_binary_classification_dataset()
>>> reference[['identifier', 'work_home_actual', 'timestamp', 'y_pred_proba',
   'partition', 'y_pred']].head()

identifier

work_home_actual

timestamp

y_pred_proba

partition

y_pred

0

0

1

2014-05-09 22:27:20

0.99

reference

1

1

1

0

2014-05-09 22:59:32

0.07

reference

0

2

2

1

2014-05-09 23:48:25

1

reference

1

3

3

1

2014-05-10 01:12:09

0.98

reference

1

4

4

1

2014-05-10 02:21:34

0.99

reference

1

>>> reference, _, _ = nml.load_synthetic_binary_classification_dataset()
>>> reference[['distance_from_office', 'salary_range', 'gas_price_per_litre',
   'public_transportation_cost', 'wfh_prev_workday', 'workday', 'tenure']].head()

distance_from_office

salary_range

gas_price_per_litre

public_transportation_cost

wfh_prev_workday

workday

tenure

0

5.96225

40K - 60K €

2.11948

8.56806

False

Friday

0.212653

1

0.535872

40K - 60K €

2.3572

5.42538

True

Tuesday

4.92755

2

1.96952

40K - 60K €

2.36685

8.24716

False

Monday

0.520817

3

2.53041

20K - 40K €

2.31872

7.94425

False

Tuesday

0.453649

4

2.25364

60K+ €

2.22127

8.88448

True

Thursday

5.69526

Timestamp

The column containing the timestamp at which the observation occurred, i.e. when the model was invoked using the given inputs and yielding the resulting prediction. See Timestamp.

In the sample data this is the timestamp column.

Note

Format

Any format supported by Pandas, most likely:

  • ISO 8601, e.g. 2021-10-13T08:47:23Z

  • Unix-epoch in units of seconds, e.g. 1513393355

Target

The actual outcome of the event the machine learning model is trying to predict.

In the sample data this is the work_home_actual column.

Note

Target values are only required in the reference data. Performance in will be calculated using them. In the analysis data where they are not required, performance can be estimated. This Estimating Performance will use the targets in reference period and the Model Outputs in the analysis period to estimate performance in the analysis dataset.

Period

The period each observation belongs to. An indicator for NannyML on whether to use this observation as reference data or analysis data.

In the sample data this is the partition column.

Note

We are aware that the term partition can be confusing. Preparations are in the work to phase out this name and eventually the need for this column entirely.

Binary classification columns

Predicted probability

The score or probability that is emitted by the model, most likely a float.

In the sample data this is the y_pred column.

Prediction

The predicted label, retrieved by interpreting (thresholding) the prediction scores or probabilities.

In the sample data this is the y_pred_proba column.

Multiclass classification columns

Predicted class probabilities

The scores or probabilities emitted by the model, a single column for each class.

Warning

Either this or the prediction should be set for the metadata to be complete.

Prediction

The predicted label, retrieved by interpreting (thresholding) the prediction scores or probabilities.

Insights and Follow Ups

Read more on how to describe your dataset to NannyML by providing model metadata.