Discriminatory Power: ROC, AUC and the Gini coefficient
The Gini, much more famous, it is the same number as the AUC, and both answer exactly one question: does the model rank bads differently from goods?
Classification, Discrimination
The Gini, much more famous, it is the same number as the AUC, and both answer exactly one question: does the model rank bads differently from goods?
Classification, Discrimination