Data Drift Detection

Statistical Methods — KS, PSI, and Wasserstein

+100 XP5 min2 / 10

Overview: Data Drift Detection

KS test detects 0.5% drift at 100K observations — dangerously oversensitive in production! PSI misses subtle but real drift on small windows. Wasserstein distance is the production compromise: stable across sample sizes, measures actual magnitude of shift.

1 of 3