47 lines
1.5 KiB
Markdown
47 lines
1.5 KiB
Markdown
---
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title: "Population Stability Index (PSI)"
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type: concept
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tags: [ml-ops, model-metrics, feature-stability, statistical-analysis]
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last_updated: 2026-04-20
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---
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## Definition
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Population Stability Index(PSI)是量化两个分布之间差异的统计指标,用于检测特征或模型输出在时间窗口上的分布偏移。
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## Formula
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```
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PSI = Σ ((Actual% - Expected%) * ln(Actual% / Expected%))
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```
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使用 Laplace 平滑避免除零:
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```python
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exp_pct = (expected_counts + 1) / (expected_counts.sum() + bins)
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act_pct = (actual_counts + 1) / (actual_counts.sum() + bins)
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psi = np.sum((act_pct - exp_pct) * np.log(act_pct / exp_pct))
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```
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## Interpretation Thresholds
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| PSI Range | Status | Action |
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|-----------|--------|--------|
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| < 0.10 | 绿色 | 无显著偏移 |
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| 0.10–0.25 | 琥珀色 | 中等偏移,建议调查 |
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| ≥ 0.25 | 红色 | 显著偏移,需要行动 |
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## Use Cases
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- **Feature Stability Monitoring**:监控输入特征在时间窗口上的稳定性
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- **Model Drift Detection**:检测模型输入输出分布是否发生显著变化
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- **Population Shift Detection**:识别开发样本与OOT样本之间的差异
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## Applications
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- 每月特征稳定性报告
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- 模型重新训练触发条件
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- 特征工程有效性评估
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## Related Concepts
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- [[Variable Stability Monitor]]:月度 PSI 监控工具
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- [[Model QA Specialist]]:使用 PSI 进行模型审计
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- [[ML Ops]]:PSI 是 MLOps 监控的核心指标
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## References
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- Source:[[model-qa-specialist]]
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