Lift Curve

Question

Here is the lift chart output, the chart starts at (0.1,0.1) not at the origin of (0,0) is there a reason to that?

Here are some scaling on both X and Y axis...

If we put eh point to the origin and redraw the cumulative response, is this a more accurate graph?

The area under the curve (AUC or ROC metric) does it include the drawn area as well or not?

Best

josethomas429 · Accepted Answer

This question is old and I am not with Alteryx support, but I was doing something related.  I thought I would comment.

I believe the AUC reported does indeed include the area between 0 and 0.1 even though it is not shown.

I checked this using the gains chart that is also provide in the output.  So say Alteryx gives you a gains chart like this:

DecileCum_Pct

0        g0           10g120g230g340g450g560g670g780g890g9

100    g10

g0-g10 are numbers between 0 and 1.

The x-coordinates of the points in the curve are Decile / 100.  The y-coordinates of points in the curve are g0 - g10 (though point (0,g0) is omitted as you pointed out.

Using the trapezoidal rule, the AUC including the area that's 'falling off the picture' is like this:

AUC ~= sum(i= 1 to i=10) {((Decile[i] - Decile[i-1])/100)*(g[i] + g[i-1])/2}

It may look a little funky, but this calculation is easy to do in Excel.  Doing that in my own example, I can match the AUC Alteryx is outputting to 3 decimal places.  So I think it's the case that they're including the 'falling of the chart' area.  Why they didn't start the chart at 0 for the picture, I don't know.  I speculate that the incremental option would logically start at 0.1 and they decided to start both versions of the chart at the same place.

Best,

Jose