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I want to set up a process for data drift and I am trying to see which metric to pick. Using KS test, it flags half of my features to be drifted although when I look at the distribution between the two datasets, I dont see much of variation. PSI only flags one feature and thats the only one that is obviously visible to be drifted between the two sets. I wonder why this behavior is happening? Is it something related to my data that KS is behaving very aggressively? I tried very small alphas and still same situation happens.

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  • $\begingroup$ What test do you use with PSI? $\endgroup$
    – Ben Reiniger
    Apr 13, 2023 at 1:14

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