in this paper, methods for evaluating the quality of a new dataset using statistical analysis and classical machine learning are presented. The proposed machine learning approach is based on comparing a new dataset with a known reference sample of high quality. This process is carried out using a supervised machine learning algorithm and solving a classification problem. As a result fitted algorithm, it is necessary to estimate its quality of the ROC-AUC \(^{1}\) (Receiver Operating Characteristic - Area Under Curve) metric, on the basis of which a conclusion is made about the quality of the new sample. As an additional measure of comparison, the PSI \(^{2}\) (Population Stability Index) is taken into consideration as a statistical indicator that provides an approximate qualitative evaluation of the difference for 2 distribution densities.

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Data Quality Estimation Using Machine Learning Approach and Statistical Metric

  • Daniil D. Devyatkin

摘要

in this paper, methods for evaluating the quality of a new dataset using statistical analysis and classical machine learning are presented. The proposed machine learning approach is based on comparing a new dataset with a known reference sample of high quality. This process is carried out using a supervised machine learning algorithm and solving a classification problem. As a result fitted algorithm, it is necessary to estimate its quality of the ROC-AUC \(^{1}\) (Receiver Operating Characteristic - Area Under Curve) metric, on the basis of which a conclusion is made about the quality of the new sample. As an additional measure of comparison, the PSI \(^{2}\) (Population Stability Index) is taken into consideration as a statistical indicator that provides an approximate qualitative evaluation of the difference for 2 distribution densities.