Well, the cumulative expected profit should not be a linear curve given the Profit/Loss matrix defined in the example (where profit and loss are constant for every case). In fact, in such constant profit/loss cases, the expected profit of a single case has a linear relationship with the predicted probability; therefore accumulating its value over the top score cases will give a non-linear relationship with the predicted probability, which will most likely also generate a non-linear relationship with the predicted probability quantiles (as the quantiles are the ones used on the horizontal axis of the graph).
Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 16. Read more here about why you should contribute and what is in it for you!
Use this tutorial as a handy guide to weigh the pros and cons of these commonly used machine learning algorithms.
Find more tutorials on the SAS Users YouTube channel.