Python code to compute and plot (truncated, weighted) area under gain curves (agc)
Project description
AGC - Area under Gain Curves
Python code to compute and plot (truncated, weighted) area under gain curves (AGC)
For binary classification, gain curves are a nice alternative to ROC curves in that they can naturally be truncated to focus on the top scoring points only. In this code, we provide three functions:
agc_score
: Compute the area under the gain curve (AGC) for binary labelled dataagc_approximate
: Approximate the area under the gain curve (AGC) for binary labelled data via samplinggain_curve
: Compute the proportion of data points and true positive rate for all thresholds, for plotting
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