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ValidAnytime

A guaranteed false-alarm budget across your whole fleet, valid no matter how often you look.

Made by Compiled Intelligence — a frontier AI lab working on quantitative finance from first principles; ValidAnytime is the monitoring we built for our own model fleets, productized.

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Home/Solutions/Use case · Model drift detection

Use case · Model drift detection

Model drift detection that doesn't false-alarm every time you look.

A KS or PSI test run every day will flag a healthy feature eventually; that's not drift, that's the peeking problem. ValidAnytime detects data and concept drift with anytime-valid e-detectors: check continuously, get one alarm per real shift, and prove it on your own history before it ever goes live.

Start freeReplay your history

Free to start · no credit card

Slow drift, loud monitor, missed shift.

Your input distribution creeps — not a cliff, a slow slide over weeks. Your PSI monitor at 0.2 has been firing on ordinary daily wobble for a month, so the channel is muted. The real shift, when it comes, looks just like the noise you've been ignoring — until precision drops and the business notices. You didn't lack a monitor. You lacked one you could trust.

Fixed-threshold drift tests were built for one look, not a live stream.

PSI, KS, chi-squared, JS and Hellinger distances all assume a fixed sample and a single check. Run them repeatedly and false alarms are guaranteed on stable data — check a fixed 5%-error test 5 times and the real false-positive rate is already ~23%; at 20 looks it passes 64%. Per-feature thresholds mean there's no bound on how many of the fleet's alarms are false. The tests are fine; checking them continuously is what breaks the guarantee.

  • Daily drift alerts on features that never actually shifted.
  • Slow concept drift that stays under a loose threshold until it's an incident.
  • Delayed labels — you're alerting on input proxies and hoping.
  • Hundreds of feature×model monitors, no shared false-alarm budget.

How it works for you

  1. 1

    Stream the drift signal

    PSI, prediction distribution, a feature statistic, a calibration or conformal score, or labeled error — send the number, not your raw rows.

  2. 2

    Backtest gate on your history

    Auto-config replays your data and shows whether, and on which day, it would have caught your last drift — and stays quiet on the stable months. A config that false-alarms on normal history never ships.

  3. 3

    One alarm per real shift, fleet-wide

    ARL-calibrated Shiryaev–Roberts (SR) e-detectors accumulate evidence; online FDR (e-LOND) spends one false-discovery budget across every model and feature.

Prove it on the drift that burned you.

Load a drifting metric series — accuracy, PSI, a feature mean — and watch the detector find the exact point it would have alarmed, with nothing before it. Runs locally; nothing uploaded. The same engine runs live and continuously in our Observatory.

Model accuracy — bad retrain, slow drift

Synthetic, illustrative — runs in your browser, nothing uploaded.

Watch it get caught

E-process certificate — every alarm ships one

warned_at
hour 68 — warning tier, model-calibrated, unbudgeted
paged_at
hour 78 — inside the stated false-alarm budget
e_value
20.2
fleet_review
confirmed discovery — online FDR control (e-LOND)
guarantee
average_run_length_e_detector / anytime_valid_under_conditional_mean_null

From the seeded demo — synthetic stream, real engine. Load it in the live dashboard →

Complements the drift tools you already run.

NannyML's label-free performance estimation (CBPE/DLE) and Evidently's test breadth are real strengths — keep them. Feed their metric outputs to ValidAnytime and get the one thing they don't provide: an alarm valid under continuous checking, with a certificate and a fleet-wide budget.

  • vs NannyML
  • vs Evidently
  • vs WhyLabs
  • vs Arize
  • vs Fiddler AI

Questions, answered

Keep reading

  • ML model monitoring without false alarms
  • How to reduce alert fatigue
  • Changepoint detection
  • Online FDR control
  • Conformal monitoring
  • Your monitoring dashboard is lying to you
  • CUSUM — when it wins and when it lies
  • The honest drift-detector benchmark

See whether — and on which day — it would have caught your last regression.

Point ValidAnytime at one stream and it replays your own history — free, no credit card.

Free to start · no credit card · we’ll only email you about your account.