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Gini for metric output #61

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danieleewww opened this issue Nov 17, 2017 · 1 comment

danieleewww commented Nov 17, 2017

Is possible to put Gini into evaluation function?

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kaz-Anova commented Nov 17, 2017

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.

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