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Currently SDMetrics only provides the two samples KS test to compare numerical values. We should consider adding other tests as an optional parameter, so the user can choose a test which better matches their understanding of their data.
Additionally, we should explore substituting the KS test with the Anderson-Darling test as the default, since it is a more powerful test overall. Such change would require experimentation to show that the AD test indeed outperforms the KS test in most use cases.
The text was updated successfully, but these errors were encountered:
Currently
SDMetrics
only provides the two samples KS test to compare numerical values. We should consider adding other tests as an optional parameter, so the user can choose a test which better matches their understanding of their data.Additionally, we should explore substituting the KS test with the Anderson-Darling test as the default, since it is a more powerful test overall. Such change would require experimentation to show that the AD test indeed outperforms the KS test in most use cases.
The text was updated successfully, but these errors were encountered: