Can we calculate PSI value if there is no training data?
if we can please suggest me the steps how can we do it.
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Yes. PSI uses actual and expected datasets. These can be defined however you want. Expected could be training, hold-out, last quarter, last week, artificial, etc. Think of expected as the benchmark that the current (actual) is being compared to. Defining that is up to you and the problem you are trying to solve.