sklift.metrics.uplift_by_percentile¶

`sklift.metrics.metrics.``uplift_by_percentile`(y_true, uplift, treatment, strategy='overall', bins=10, std=False, total=False, string_percentiles=True)[source]

Compute metrics: uplift, group size, group response rate, standard deviation at each percentile.

Metrics in columns and percentiles in rows of pandas DataFrame:

• `n_treatment`, `n_control` - group sizes.

• `response_rate_treatment`, `response_rate_control` - group response rates.

• `uplift` - treatment response rate substract control response rate.

• `std_treatment`, `std_control` - (optional) response rates standard deviation.

• `std_uplift` - (optional) uplift standard deviation.

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

• std (bool) – If True, add columns with the uplift standard deviation and the response rate standard deviation. Default is False.

• total (bool) – If True, add the last row with the total values. Default is False. The total uplift is a weighted average uplift. See `weighted_average_uplift()`. The total response rate is a response rate on the full data amount.

• bins (int) – Determines the number of bins (and the relative percentile) in the data. Default is 10.

• string_percentiles (bool) – type of percentiles in the index: float or string. Default is True (string).

Returns

DataFrame where metrics are by columns and percentiles are by rows.

Return type

pandas.DataFrame