Prediction Drift: The Score Distribution Month by Month (with a Chart)
This lesson is part of the course
In this lesson
You measure how the model's predicted default probabilities shift from January to June with a prediction PSI per month, find the first month that reaches the watch level and chart the band mix.
Buy the course once for $9.99 to unlock every lesson and lab, the final exam and the certificate – lifetime access, no subscription.
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