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aha123
Obsidian | Level 7

Lift curve allows modelers to compare models. But this is done visually. Can lift chart be translated into a single metric so that comparison can be made even easier?

 

Here is a lift curve example online:

http://www.kdnuggets.com/gpspubs/kdd99-est-ben-lift/sld022.htm

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rayIII
SAS Employee

Hi, Aha. Do you really want to compare entire curves?

 

Data miners usually compare lift curves at a particular sample depth. In Enterprise Miner, the Model Comparison node uses a default depth of 10 when Lift is the model selection criterion, but you can change the default depth. 

 

Ray

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SASKiwi
PROC Star

I'm no expert in this area but I think you are after the Gini index or Somer's D or calculating the area under a ROC curve. This link contains references to all of these:

 

http://support.sas.com/kb/30/333.html#roc

aha123
Obsidian | Level 7

I forgot to mention this is a question for regression problem. As far as I know, ROC is for classifier problems.

SASKiwi
PROC Star

If its a binary outcome then PROC LOGISTIC is mentioned as well in the link page.

rayIII
SAS Employee

Hi, Aha. Do you really want to compare entire curves?

 

Data miners usually compare lift curves at a particular sample depth. In Enterprise Miner, the Model Comparison node uses a default depth of 10 when Lift is the model selection criterion, but you can change the default depth. 

 

Ray

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