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Gini in quality #33
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@Mateko Could you supply a case for more details? |
@Secbone I'm trying to test my data, while IV values seem like my function, then gini only returns values from (42-43) for all variables in the dataset - which is definitely wrong. |
@Mateko the gini value is depends on data, so you can't say "the values is between 42 and 43" is wrong, could you supply a case, so we can find out if it is wrong? BTW, the gini value in |
@Mateko the gini value's formula in |
If corellation between feature and default its higher then this feature should be more usefull. |
@Mateko Yes, you can think the gini value as the negtive correlation value. |
So u think its good to named it Gini in this place? Maybe be better to get there a default % and get a roc auc score from this? |
@Mateko Of course it is Gini. The ROC or AUC usually used in binary classification as model metrics, but in this place, it needs a value to measure features in many cases, not only binary. |
Gini returns bad values, its returns 42-43 for all variables (checked on binned, and non binned values)
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