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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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Every alarm ships with its guarantee_tag and theorem_ref.

Glossary

SPC for ML

SPC for ML is the practice of putting machine-learning metrics under statistical process control — control charts with explicit rules, not eyeballed dashboards.

Also known as: statistical process control for machine learning

SPC for ML borrows a discipline manufacturing has used for a century — statistical process control — and points it at machine-learning metrics: accuracy, latency, eval scores, drift statistics. Instead of eyeballing a dashboard, you put the metric on a control chart with an explicit rule — a Shewhart-style static threshold, an EWMA chart, a CUSUM — and the rule, not a tired human, decides when the process has left its normal state. That step alone is a real upgrade over vibes.

The honest catch is calibration. Classical SPC rules are priced for an idealized world — independent points, known mean and sigma, a chart read at a controlled cadence — and ML metrics live in the opposite one: autocorrelated, heavy-tailed, watched continuously. The false-alarm promises printed in the textbooks degrade accordingly, and the drift-detector benchmark measures exactly how far, on labeled synthetic streams. Classical relatives you will meet in the SPC literature — Shewhart charts, CUSUM, EWMA, Page–Hinkley — all share this model-based calibration; ValidAnytime does not ship a Page–Hinkley detector, and its closest shipped relative is CUSUM, Page's own test.

The modern resolution is two tiers rather than a winner: run the SPC charts as fast, unbudgeted early warnings — they are genuinely quick on abrupt shifts — and put the false-alarm budget on an anytime-valid tier whose guarantee is built to survive continuous checking. You keep SPC's speed and discipline without pretending its calibration is a guarantee.

Go deeper

  • CUSUM — when it wins and when it lies
  • EWMA chart — the slow-drift specialist
  • The honest drift-detector benchmark

Related terms

  • Changepoint detectionChangepoint detection is the task of spotting the moment a metric's behavior genuinely shifts — as opposed to normal noise wobbling around.
  • The peeking problemThe peeking problem is the reason a metric can look 'significant' just because you checked it too many times.
  • Sequential testingSequential testing is the practice of testing a hypothesis as data arrives, deciding to stop as soon as the evidence is conclusive.
  • Anytime-valid inferenceAnytime-valid inference is a way of testing that stays statistically valid no matter how often you look at the results.

Put the theory to work.

ValidAnytime turns these ideas into a live alarm you can trust — valid no matter how often you look. Prove it on your own data, free.

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