What is cumulative gain curve in ML?

This recipe explains what is cumulative gain curve in ML

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Recipe Objective

What is cumulative gain curve in ML?

The cumulative gain curve evaluates the performance of the model by comparing the results of a random pick with the model. The graph shows the percentage of targets reached while considering a certain percentage of the population with the highest probability to be target according to the model.

How cumulative gain chart is made.

1.) tpr - True Positive Rate or Sensitivity tpr=TP/(TP+FN)

2.) sup - Support (Predictive Positive Rate) sup = (TP+FP)/N = (predicted pos)/total fraction of positively predicted examples

3.) recall 4.) Accuracy

Gain Chart

* True Positive Rate vs Predicted Positive Rate.

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