Numeric Reference

Numerical reference statistics between two datasets

Configuration parameters

Parameter name and description Parameter values
1. Name Arbitrary string
2. Target feature List of source features with numeric data types
3. Computed metric
  • Relative entropy
  • Mean ratio
  • Mean difference
  • Maximum ratio
  • Maximum difference
  • Minimum ratio
  • Minimum difference
  • Standard deviation ratio
  • Standard deviation difference
4. Reference feature List of reference source features with numeric data types

Parameter details

Relative entropy

Relative entropy in Validio is an adapted implementation of the symmetrised Kullback - Leibler divergence.

Relative entropy is used to detect distribution shifts between a target set and a reference set and will produce a non-negative numerical metric, where zero implies identical empirical distributions and gets larger as the two distributions become increasingly different.

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Difference metrics

Calculates the difference in max, min, mean or standard deviation between the two datasets:

Difference = target metric - reference metric

Ratio metrics

Calculates the ratio in max, min, mean or standard deviation between the two datasets:

Ratio = target metric/reference metric