Figure 4. PSI and PPS test
Population Stability Index (PSI) evaluates the consistency between the distribution of a scoring variable (predicted probability) in a scoring data set and the training data set used to build the model. The purpose is to assess the similarity between the current scoring and the predicted probability derived from the training data set. Prior Probability Shift (PPS) , on the other hand, occurs when the distribution of the target variable changes while the distribution of the input features remains unchanged.
Figure 5. CSI test
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