Thanks a lot! Yet is there a way to incorporate the lifting score into Cross Validation, not just a plot?
Thanks again! On Wed, Jun 24, 2009 at 9:07 AM, Tobias Sing<tobias.s...@gmail.com> wrote: > Michael, > > a lift chart for evaluating binary scoring classifiers, as I > understand it, plots... > > lift score: P(Yhat = + | Y = +)/P(Yhat = +) > against > rate of rate of positive predictions: P(Yhat = +). > > ...across the continuum of possible cutoffs. If you want to do this, > here is how you would do this with ROCR: > > library(ROCR) > x <- your.predicted.scores > y <- your.true.class.labels > pred <- prediction(x, y) > perf <- performance(pred, 'lift', 'rpp') > plot(perf) > > x and y can be vectors, or, in the case of cross-validation, data > frames or lists representing the individual cross-validation runs. > See the ROCR help pages ?performance, help(package=ROCR) and this slide deck: > http://rocr.bioinf.mpi-sb.mpg.de/ROCR_Talk_Tobias_Sing.ppt > > HTH, > Tobias > > > > On Wed, Jun 24, 2009 at 5:17 PM, Michael<comtech....@gmail.com> wrote: >> Hi all, >> >> Could anybody give me some pointers to Cross Validation using Lifting >> Score as error function, as commonly used in data-mining and >> classification field in marketing and e-commerce research? >> >> Thanks! >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
