The disclosed embodiments provide a system for processing data. During operation, the system obtains a set of features for use with one or more statistical models. Next, the system generates feature profiling data containing a set of statistics for the set of features. The system then outputs the feature profiling data for use in characterizing a distribution of the features. Furthermore, the system updates the outputted feature profiling data based on a granularity associated with the statistics. Finally, the system uses the statistics in the feature profiling data to perform anomaly detection and alerts users if unexpected feature distribution change is detected.
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