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Jul 21, 2019 at 6:22 comment added MariaKK Thank you very much! That could work for my data :) I was wondering if exists some kind of index that with some p value will tell me that the new dataset is similar to the reference set? Both new and old data have the same distribution.
Jul 21, 2019 at 0:49 comment added Erwan I think it's a good idea but OP would have to use the resulting similarity score against the clusters in order to determine how similar a fresh instance is compared to the training set. I would imagine taking the similarity with the closest cluster as a measure of how close the instance is to the training data instances. Otherwise obtaining the closest cluster doesn't say how close it is.
Jul 20, 2019 at 21:16 history edited n1k31t4 CC BY-SA 4.0
Added some links.
Jul 20, 2019 at 21:09 history answered n1k31t4 CC BY-SA 4.0