Distributional Metrics

[DarioS]

What about metrics for numeric distributions, such as Kolmogorov-Smirnov?

[EmilHvitfeldt]

Hello @DarioS 👋 Thanks for opening this issue.

This package has a focus on metrics that can be used to measure performance in models. Namely by comparing actual values with predicted values. Basically comparing 2 distributions together.

Kolmogorov-Smirnov on the other hand compared a single generated distribution with a theoretical distribution. While this is useful, we don't think that those functionality should live in this package.