Lately, at work, we had to do a lot of unsupervised classification. We basically had to distinguish N classes from a sample population. We had a rough idea of how many classes were present but nothing was sure, we discovered the Kolmogorov–Smirnov test a very efficient way to determine if two samples are significantly different from each other. I will give you a bit of context on the Kolmogorov–Smirnov test and walk you though one problem we solved with it. A bit of theory Rejecting the null hypothesis. That sounds…Continue Reading “Kolmogorov–Smirnov test”