[R] [Classification] lifting score in R

[Michael]

Thanks a lot!

Yet is there a way to incorporate the lifting score into Cross
Validation, not just a plot?

Thanks again!

On Wed, Jun 24, 2009 at 9:07 AM, Tobias Sing<tobias.sing at gmail.com> wrote:
> Michael,
>
> a lift chart for evaluating binary scoring classifiers, as I
> understand it, plots...
>
> lift score: P(Yhat = + | Y = +)/P(Yhat = +)
> against
> rate of rate of positive predictions: P(Yhat = +).
>
> ...across the continuum of possible cutoffs. If you want to do this,
> here is how you would do this with ROCR:
>
> library(ROCR)
> x <- your.predicted.scores
> y <- your.true.class.labels
> pred <- prediction(x, y)
> perf <- performance(pred, 'lift', 'rpp')
> plot(perf)
>
> x and y can be vectors, or, in the case of cross-validation, data
> frames or lists representing the individual cross-validation runs.
> See the ROCR help pages ?performance, help(package=ROCR) and this slide deck:
> http://rocr.bioinf.mpi-sb.mpg.de/ROCR_Talk_Tobias_Sing.ppt
>
> HTH,
>  Tobias
>
>
>
> On Wed, Jun 24, 2009 at 5:17 PM, Michael<comtech.usa at gmail.com> wrote:
>> Hi all,
>>
>> Could anybody give me some pointers to Cross Validation using Lifting
>> Score as error function, as commonly used in data-mining and
>> classification field in marketing and e-commerce research?
>>
>> Thanks!
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>