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What is data drift and how do you detect it?

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Answer

  • Data drift is a change in the input feature distribution P(X) over time compared to training data.
  • Detect it with statistical tests per feature (KS test for numeric, chi-square for categorical), Population Stability Index (PSI > 0.2 = significant drift), or distance measures (JS divergence, Wasserstein).
  • Monitor drift in production dashboards and alert when thresholds are crossed.
  • Drift does not always hurt performance — measure impact on output and label if available.
Check yourself — multiple choice
  • Data drift is a change in P(yx)P(y \mid x)
  • Data drift is a change in the input distribution P(X)
  • PSI values below 0.01 indicate strong drift
  • KS test is used for images only

Data drift = change in P(X). Change in P(yx)P(y \mid x) is concept drift.

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