Population Stability Index (PSI) per Feature, with Thresholds
This lesson is part of the course
In this lesson
You calculate the PSI of credit utilisation bin by bin, add it up and classify six features as stable, moderate shift or major shift with the usual 0.1 / 0.25 rule of thumb.
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Lessons in this course
- Baseline vs Current: Binning a Feature with COUNTIFS & FREQUENCY Locked
- Population Stability Index (PSI) per Feature, with Thresholds Locked
- Kolmogorov–Smirnov: Cumulative Distributions & the Largest Gap (with a Chart) Locked
- Categorical Drift: Chi-Square Test & Jensen–Shannon Divergence Locked
- Prediction Drift: The Score Distribution Month by Month (with a Chart) Locked
- Performance Decay Once Labels Arrive: Precision, Recall & an AUC Proxy Locked
- Alert Rules & a Monitoring Dashboard with Traffic Lights Locked
- The Retraining Decision: Cost of Drift vs Cost of Retraining Locked