QINI
Tags: #machine learning #causual inferenceEquation
$$g(t)=Y^{T}_{t}-\frac{Y^{C}_{t}N^{T}_{t}}{N^{C}_{t}},\\ f(t)=g(t) \times \frac{N^{T}_{t}+N^{C}_{t}}{N^{T}_{t}}$$Latex Code
g(t)=Y^{T}_{t}-\frac{Y^{C}_{t}N^{T}_{t}}{N^{C}_{t}},\\
f(t)=g(t) \times \frac{N^{T}_{t}+N^{C}_{t}}{N^{T}_{t}}
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Introduction
Equation
Latex Code
g(t)=Y^{T}_{t}-\frac{Y^{C}_{t}N^{T}_{t}}{N^{C}_{t}},\\
f(t)=g(t) \times \frac{N^{T}_{t}+N^{C}_{t}}{N^{T}_{t}}
Explanation
Author in this paper Using control groups to target on predicted lift: Building and assessing uplift model defines Qini coefficint as the area under the QINI curve, which is more suitable for the unbalanced samples size of control group and treatment group.
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