Cumulative gains model quality metric (Q1040043)
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scientific article; zbMATH DE number 5637302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cumulative gains model quality metric |
scientific article; zbMATH DE number 5637302 |
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Cumulative gains model quality metric (English)
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23 November 2009
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Summary: This paper proposes a more comprehensive look at the ideas of KS and Area Under the Curve (AUC) of a cumulative gains chart to develop a model quality statistic which can be used agnostically to evaluate the quality of a wide range of models in a standardized fashion. It can be either used holistically on the entire range of the model or at a given decision threshold of the model. Further it can be extended to the model learning process.
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0.6764249801635742
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0.6628961563110352
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0.6605784296989441
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