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YohannLeFaou avatar YohannLeFaou commented on June 14, 2024

Hi Eric,

Thanks for the feedback!

From the experiments I have made the problem with the statistical test used in the context of data drift detection is that when samples are large the test generaly detect a data drift (in real life it is rare that a phenomenom is fully stationnary, at least in the cases I have been studying).

About multiple comparison problem, the solutions would be the same as when we have multiple comparison in the context of A/B test (Bonferroni correction, etc.). Also note that if the test variable is discrete then Chi2 test can handle the multiclass scheme. I agree permutation test is an interesting idea, though it may be require many computations in some cases. Also, we may find some natively multi-dimensional statistical test in some situation (e.g. for the KS test : https://inis.iaea.org/search/search.aspx?orig_q=RN:18067274)

from cinnamon.

EricSchles avatar EricSchles commented on June 14, 2024

from cinnamon.

EricSchles avatar EricSchles commented on June 14, 2024

Anything come of this?

from cinnamon.

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