add kendall tau rank correlation diagnostic

[sdaulton]

Summary: see title. This is more stable than Spearman in small data regimes.

Reviewed By: bletham

Differential Revision: D88289055

[meta-codesync]

@sdaulton has exported this pull request. If you are a Meta employee, you can view the originating Diff in D88289055.

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 96.51%. Comparing base (651e50a) to head (2b9bc33).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #4617   +/-   ##
=======================================
  Coverage   96.51%   96.51%           
=======================================
  Files         557      557           
  Lines       57791    57818   +27     
=======================================
+ Hits        55776    55803   +27     
  Misses       2015     2015           

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[meta-codesync]

This pull request has been merged in d571cca.