What is Kolmogorov Smirnov Test?

Kolmogorov Smirnov Test

Useful in drift monitoring, the Kolmogorov Smirnov test (KS test) is an efficient and general way to measure if two distributions significantly differ from one another. The Kolmogorov Smirnov statistic quantifies the maximum distance between two cumulative distribution functions. ML teams leverage this drift metric as a nonparametric technique for comparing difference between a sample with a baseline or reference probability distribution.