Qini score larger than 1 or smaller than 0

[Leo-T-Zang]

Hi,

When I compute the qini score of meta learners, sometimes I get Qini larger than 1 (like 12) and sometimes smaller than 0 (like -0.4). Based on my understanding, qini score should be within the interval of 0 and 1.

Is this a bug? If not, could you please tell me how to explain such values?

Thanks.

[vincewu51]

Without normalization, Qini score can be larger than 1. If model is worse than random, it can be less than 0.

(Qini score: the area between the Qini curves of a model and random.
For details, see Radcliffe (2007), Using Control Group to Target on Predicted Lift: Building and Assessing Uplift Models)

[vincewu51]

Close for now. Feel free to re-open is needed.