Numeric Distribution

Numerical reference statistics between two datasets.

Validator Overview

You can use the numeric distribution validator to make sure that your numeric fields have stable properties over time. You can configure number distribution validators to monitor the following metrics:

Metric Options	Description
Maximum Ratio	Validate the ratio of the maximum value between two datasets.
Mean Ratio	Validate the ratio of the mean value between two datasets.
Minimum Ratio	Validate the ratio of the minimum value between two datasets.
Relative Entropy	Validates the difference in distribution between two datasets
Standard Deviation Ratio	Validate the ratio of the standard deviation value between two datasets.
Sum Ratio	Validate the ratio of the sum value between two datasets.

Relative Entropy

You can use relative entropy to validate distribution shifts in your data over time, or to compare the distributions of two data sets. Relative entropy is presented as a percentage where:

0% means identical empirical distributions.
100% means maximal difference in empirical distributions.

📘
Note
In Validio, relative entropy is based on the Kullback - Leibler divergence measure.

Ratio Metrics

Calculates the ratio of mean, sum, maximum, minimum, or standard deviation between the two datasets:

Ratio = source metric/reference metric

Metric Configuration Parameters

Parameters	Description	Options
Metric	Select the metric to calculate.	Relative entropy Mean ratio Maximum ratio Minimum ratio Standard deviation ratio Sum ratio
Field	Select a source field to use for the calculation.	List of available fields with numeric data types.
Reference Field	Select a reference source field to use for the calculation.	List of available fields with numeric data types.
Filter	(Optional) Use filters to specify which records to include in the calculation.	List of existing filters or create a new filter.
Reference Filter	(Optional) Use filters to specify which reference records to include in the calculation.	List of existing filters or create a new filter.
Window	Use windows to define the time-range over which the data is aggregated.	List of existing windows or create a new window.
Reference Window Offset	The number of windows you want to offset the aggregation.	Enter a number.
Number of Reference Windows	The number of windows to include.	Enter a number.
Segmentation	Use segmentation to break the data into separate groups for analysis.	List of existing segmentations, Unsegmented (default), or create a new segmentation.
Initialize using historic data	Start the validator with historical data to prime the anomaly detection algorithms.

Updated 10 days ago