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I was presenting Alteryx to someone I think would benefit from using it, showing its packaged tools from R.
Quickly I built a simple logistic model, nice and easy. Then when I was configuring a lift chart to show this model quality, I was asked about KS statistic...
I know performing Kolmogorov-Smirnov test is something really straightforward in R (there is a "ks.test()" command, just don't recall which library it uses...), but I was wondering:
Is there a pre-packaged tool in Alteryx that not only calculate KS Statistic, but also build a graphic showing the cumulative curves that give origin to KS statistic (as the maximum distance between these curves)?
No we currently do not provide a KS test for binary classification models. We do provide a number of other statistics for these models in both the Lift Chart tool, but also, a more complete set of statistics, the Model Comparison tool that is available in the Predictive District of the Alteryx Analytics Gallery. The Model Comparison tool also addresses multinomial classification and continuous target models. Adding this measure to the Model Comparison tool would be very straight forward, since the measure is calculated from the ROC curve of the model, which is already calculated in the Model Comparison tool. We didn't include it in that tool since this is the first time we have had it requested, but we can definately do this in a futrue release.