Population Stability Index

The Population Stability Index (PSI) is an indicator that measures the gap between two distributions of the same variable, typically the training one and the production one. Values are split into bins, then the proportions of each bin are compared. The higher the PSI, the more pronounced the drift.

Example

PSI = sum((p_prod - p_ref) * ln(p_prod / p_ref)) over all bins

Related concepts

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