sklift.metrics.weighted_average_uplift¶
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sklift.metrics.metrics.
weighted_average_uplift
(y_true, uplift, treatment, strategy='overall', bins=10)[source]¶ Weighted average uplift.
It is an average of uplift by percentile. Weights are sizes of the treatment group by percentile.
Parameters: - y_true (1d array-like) – Correct (true) target values.
- uplift (1d array-like) – Predicted uplift, as returned by a model.
- treatment (1d array-like) – Treatment labels.
- strategy (string, ['overall', 'by_group']) –
Determines the calculating strategy. Default is ‘overall’.
'overall'
:- The first step is taking the first k observations of all test data ordered by uplift prediction (overall both groups - control and treatment) and conversions in treatment and control groups calculated only on them. Then the difference between these conversions is calculated.
'by_group'
:- Separately calculates conversions in top k observations in each group (control and treatment) sorted by uplift predictions. Then the difference between these conversions is calculated
- bins (int) – Determines the number of bins (and the relative percentile) in the data. Default is 10.
Returns: Weighted average uplift.
Return type: float