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kaz-Anova / StackNet

StackNet is a computational, scalable and analytical Meta modelling framework
MIT License
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Gini for metric output #61

Open danieleewww opened 6 years ago

danieleewww commented 6 years ago

Is possible to put Gini into evaluation function?

kaz-Anova commented 6 years ago

I can add it , yes. However for a binary problem, you can use AUC. Gini=(2 * AUC) -1.

so if AUC is 0.640, Gini is 0.28 (2 * 0.64= 1.28 )-1). Higher AUC is higher GINI and vice verca - always. The relationship is monotonic.