qolmat.benchmark.metrics.kolmogorov_smirnov_test

qolmat.benchmark.metrics.kolmogorov_smirnov_test(df1: DataFrame, df2: DataFrame, df_mask: DataFrame) Series[source]

Compute the Kolmogorov Smirnov Test for numerical features.

Lower score means better performance.

Parameters
df1pd.DataFrame

true dataframe

df2pd.DataFrame

predicted dataframe

df_maskpd.DataFrame

Elements of the dataframes to compute on

Returns
pd.Series

KS test statistic