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Lift Curve

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Contributor
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Lift Curve

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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‎07-10-2017 04:17 PM
SAS Employee
Posts: 106

Re: Lift Curve

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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Super User
Posts: 3,254

Re: Lift Curve

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

Contributor
Posts: 57

Re: Lift Curve

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

Super User
Posts: 3,254

Re: Lift Curve

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

Solution
‎07-10-2017 04:17 PM
SAS Employee
Posts: 106

Re: Lift Curve

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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