R: Gain curve

gain_curve {yardstick} | R Documentation

## Gain curve

### Description

`gain_curve()` constructs the full gain curve and returns a tibble. See `gain_capture()` for the relevant area under the gain curve. Also see `lift_curve()` for a closely related concept.

### Usage

    gain_curve(data, ...)

    ## S3 method for class 'data.frame'
    gain_curve(
      data,
      truth,
      ...,
      na_rm = TRUE,
      event_level = yardstick_event_level()
    )

    autoplot.gain_df(object, ...)

### Arguments

`data` | A `data.frame` containing the `truth` and `estimate` columns.
`...` | A set of unquoted column names or one or more `dplyr` selector functions to choose which variables contain the class probabilities. If `truth` is binary, only 1 column should be selected. Otherwise, there should be as many columns as factor levels of `truth`.
`truth` | The column identifier for the true class results (that is a `factor`). This should be an unquoted column name although this argument is passed by expression and supports quasiquotation (you can unquote column names). For `_vec()` functions, a `factor` vector.
`na_rm` | A `logical` value indicating whether `NA` values should be stripped before the computation proceeds.
`event_level` | A single string. Either `"first"` or `"second"` to specify which level of `truth` to consider as the "event". This argument is only applicable when `estimator = "binary"`. The default uses an internal helper that generally defaults to `"first"`, however, if the deprecated global option `yardstick.event_first` is set, that will be used instead with a warning.
`object` | The `gain_df` data frame returned from `gain_curve()`.

### Details

There is a `ggplot2::autoplot()` method for quickly visualizing the curve. This works for binary and multiclass output, and also works with grouped data (i.e. from resamples). See the examples.

The greater the area between the gain curve and the baseline, the better the model.

Gain curves are identical to CAP curves (cumulative accuracy profile). See the Engelmann reference for more information on CAP curves.

### Value

A tibble with class `gain_df` or `gain_grouped_df` having columns:

- `.n` - The index of the current sample.

- `.n_events` - The index of the current unique sample. Values with repeated `estimate` values are given identical indices in this column.

- `.percent_tested` - The cumulative percentage of values tested.

- `.percent_found` - The cumulative percentage of true results relative to the total number of true results.

### Gain and Lift Curves

The motivation behind cumulative gain and lift charts is as a visual method to determine the effectiveness of a model when compared to the results one might expect without a model. As an example, without a model, if you were to advertise to a random 10\ to capture 10\ advertised to your entire customer base. Given a model that predicts which customers are more likely to respond, the hope is that you can more accurately target 10\ \>10\

The calculation to construct gain curves is as follows:

1. `truth` and `estimate` are placed in descending order by the `estimate` values (`estimate` here is a single column supplied in `...`).

2. The cumulative number of samples with true results relative to the entire number of true results are found. This is the y-axis in a gain chart.

### Multiclass

If a multiclass `truth` column is provided, a one-vs-all approach will be taken to calculate multiple curves, one per level. In this case, there will be an additional column, `.level`, identifying the "one" column in the one-vs-all calculation.

### Relevant Level

There is no common convention on which factor level should automatically be considered the "event" or "positive" result when computing binary classification metrics. In `yardstick`, the default is to use the first level. To alter this, change the argument `event_level` to `"second"` to consider the last level of the factor the level of interest. For multiclass extensions involving one-vs-all comparisons (such as macro averaging), this option is ignored and the "one" level is always the relevant result.

### Author(s)

Max Kuhn

### References

Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk (2003). "Measuring the Discriminative Power of Rating Systems," Discussion Paper Series 2: Banking and Financial Studies 2003,01, Deutsche Bundesbank.

### See Also

Compute the relevant area under the gain curve with `gain_capture()`.

Other curve metrics: `lift_curve()`, `pr_curve()`, `roc_curve()`

### Examples

    # ---------------------------------------------------------------------------
    # Two class example

    # `truth` is a 2 level factor. The first level is `"Class1"`, which is the
    # "event of interest" by default in yardstick. See the Relevant Level
    # section above.
    data(two_class_example)

    # Binary metrics using class probabilities take a factor `truth` column,
    # and a single class probability column containing the probabilities of
    # the event of interest. Here, since `"Class1"` is the first level of
    # `"truth"`, it is the event of interest and we pass in probabilities for it.
    gain_curve(two_class_example, truth, Class1)

    # ---------------------------------------------------------------------------
    # `autoplot()`

    library(ggplot2)
    library(dplyr)

    # Use autoplot to visualize
    # The top left hand corner of the grey triangle is a "perfect" gain curve
    autoplot(gain_curve(two_class_example, truth, Class1))

    # Multiclass one-vs-all approach
    # One curve per level
    hpc_cv %>%
      filter(Resample == "Fold01") %>%
      gain_curve(obs, VF:L) %>%
      autoplot()

    # Same as above, but will all of the resamples
    # The resample with the minimum (farthest to the left) "perfect" value is
    # used to draw the shaded region
    hpc_cv %>%
      group_by(Resample) %>%
      gain_curve(obs, VF:L) %>%
      autoplot()

[Package yardstick version 0.0.8 Index]