Metrics: Drift detection
H2O Model Validation offers an array of metrics in the form of graphs to understand a drift detection test. Below, each metric is described in turn.
Graph: Feature PSI score
The Feature PSI score graph displays all of a model's variables from top to bottom, where H2O Model Validation orders variables from highest to lowest Population Stability Index (PSI) values.
- Clicking on the bar of a feature will trigger the display of a heatmap for the feature. To learn more, see Graph: Distribution of variable.
- The Feature PSI score graph displays the top 25 features.
Considering the below graph (image) of a model, we can say that the variable dcoilwtico
stands as the variable with the highest PSI (6.692).
Graph: Distribution of variable
The Distribution of variable histogram displays the distribution values for the selected variable in the Feature PSI score graph. The histogram combines two histograms that H2O Model Validation has combined to highlight different and similar value distributions for the selected variable in the Primary and Secondary Dataset.
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