Cumulative Gains Model Quality Metric | Zendy

Thomas Brandenburger | Zendy; Alfred Furth | Zendy

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Cumulative Gains Model Quality Metric

Author(s) -

Thomas Brandenburger,

Alfred Furth

Publication year - 2009

Publication title -

journal of applied mathematics and decision sciences

Language(s) - English

Resource type - Journals

eISSN - 1532-7612

pISSN - 1173-9126

DOI - 10.1155/2009/868215

Subject(s) - statistic , range (aeronautics) , metric (unit) , computer science , quality (philosophy) , chart , process (computing) , econometrics , statistics , mathematics , operations management , economics , engineering , philosophy , epistemology , aerospace engineering , operating system

This paper proposes a more comprehensive look at the ideas of KS and Area Under the Curve (AUC) of a cumulativegains chart to develop a model quality statistic which can be used agnostically to evaluate the quality of a wide range ofmodels in a standardized fashion. It can be either used holistically on the entire range of the model or at a given decisionthreshold of the model. Further it can be extended into the model learning process

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