Drift Detection
A drift detector compares production with a baseline and raises a flag. Choosing the windows, thresholds, and response is where the design work lies.
A drift detector compares production with a baseline and raises a flag. Choosing the windows, thresholds, and response is where the design work lies.
Neighbor overlap falls to 0.100 while the unbiased embedding MMD estimate remains near zero, in the nearly rotationally symmetric example with old-index/new-query embeddings.
A random forest scores 1.0000 in training on two samples drawn from the same distribution. Held out, it scores 0.4700.
Record the same ages in days instead of years and the energy distance goes from 0.8126 to 296.7954. The KS reading and the p-value do not move.
Independent samples from the same distribution have a positive expected biased squared-MMD estimate; its null expectation shrinks with sample size.
A batch that moved as a population with not one unusual row in it, and a batch of unusual rows whose p-value would not trip a 5% alarm.
Moving 1% of the data out to six standard deviations gives D = 0.014000 and p = 0.828022. Not detected.
JS reaches 0.693147 nats for disjoint supports. A parameter path that keeps them disjoint has a constant objective, unlike one that changes overlap.