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"The Gains/Lift table contains n rows. Each row is a certain bin (the binning can now be controlled actually).
Per each bin, kolmogorov-smirnov metric is calculated as cumulative_event - cumulative_non_event. The value the function model.kolmogorov_smirnov() returns is maximal value from all the bins `max(cumulative_event_i - cumulative_non_event_i).
cumulative_event (1s) and cumulative_non_event (0s) are values from 0 to 1. With each bin, this number grows (or reimains the same, if there are no new events or non-event observed in the next bin).
cumulative_event is the sum of all events observed so far up to the bin i divided by total number of events.
cumulative_non_event is analogically the sum of all non-events observed so far up to the bin i divided by total number of non-events.
Subtract these two numbers from each other and you have kolmogorov-smirnov metric."
The text was updated successfully, but these errors were encountered:
Add the formula information for the KS Metric:
https://www.analyticsvidhya.com/blog/2019/08/11-important-model-evaluation-error-metrics/#:~:text=K-S%20or%20Kolmogorov-Smirnov%20chart,the%20positive%20and%20negative%20distributions <- part 4
"The Gains/Lift table contains n rows. Each row is a certain bin (the binning can now be controlled actually).
Per each bin, kolmogorov-smirnov metric is calculated as cumulative_event - cumulative_non_event. The value the function model.kolmogorov_smirnov() returns is maximal value from all the bins `max(cumulative_event_i - cumulative_non_event_i).
cumulative_event (1s) and cumulative_non_event (0s) are values from 0 to 1. With each bin, this number grows (or reimains the same, if there are no new events or non-event observed in the next bin).
cumulative_event is the sum of all events observed so far up to the bin i divided by total number of events.
cumulative_non_event is analogically the sum of all non-events observed so far up to the bin i divided by total number of non-events.
Subtract these two numbers from each other and you have kolmogorov-smirnov metric."
The text was updated successfully, but these errors were encountered: