AI engineering glossary · Evaluation metrics
What is Kolmogorov-Smirnov statistic?
Kolmogorov-Smirnov statistic (also called KS statistic, KS score): The largest vertical gap between two cumulative distribution curves. In scoring models it compares the score distributions of positives and negatives: a larger gap means better separation. In credit risk it is a common single-number check of scorecard quality.
Kolmogorov-Smirnov statistic: an example
If at some score cutoff 80% of defaulters but only 30% of non-defaulters lie below it, the KS statistic is 0.50.
Related terms
More Evaluation metrics terms
- Krippendorff's alpha
- Likelihood ratio
- Log loss
- Macro averaging
- Matthews correlation coefficient
- MAUVE
- Max error
- Maximum calibration error
Where you learn it
Kolmogorov-Smirnov statistic is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.