Data Drift vs Concept Drift
Data Drift (Covariate Shift): The distribution of input features $P(X)$ changes (e.g. inflation shifts user transaction amounts). Concept Drift: The underlying relationship between input features and target outputs $P(Y|X)$ changes (e.g. consumer purchasing habits change during a global event).
Statistical Drift Tests
Statistical metrics like the Kolmogorov-Smirnov (KS) test for numerical data and Population Stability Index (PSI > 0.2 indicates significant shift) monitor live inference telemetry. When drift is confirmed, automated pipelines trigger data extraction, validation, and shadow model evaluation.