Added text for drift differentiation #1815
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noamzbr
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Jul 25, 2022
deepchecks/tabular/checks/train_test_validation/train_test_feature_drift.py
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noamzbr
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Jul 25, 2022
shir22
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Jul 26, 2022
| As mentioned above, we recommend to use either `Cramer's V <https://en.wikipedia.org/wiki/Cram%C3%A9r%27s_V>`__ or | ||
| `PSI <https://www.lexjansen.com/wuss/2017/47_Final_Paper_PDF.pdf>`__ for categorical variables, and use Cramer's V by default. | ||
| PSI is widely used in the industry, but does not have an upper limit and is not very explainable. | ||
| Cramer's V is always in the range [0,1], and can be interpreted as the correlation between the variable's distribution and the dataset (train or test). |
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(For now only added paragraph in drift guide and TrainTestFeatureDrift - will add for the other relevant checks when we agree on how to phrase it).