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Questions tagged [gini]

The Gini coefficient is used to measure income inequality and discriminatory power of a classifier. If everybody has the same income, Gini coefficient = 0. If one person has all the income, Gini coefficient = 1. All other values are somewhere in between.

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how does splitting at a node occur in a decision-tree with non-categorical data?

According to a website (:http://dataaspirant.com/2017/01/30/how-decision-tree-algorithm-works/) , these values are chosen randomly: I don't think this is the case with any optimized solution of a ...
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Is Gini index actively involved in splitting a Random Forest node?

Since there are many references that a RF uses a slightly different approach on splitting a node in comparison to Vanilla Bagging. Does Gini index play an active role in the split or it's just another ...
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Classification trees: contingency table and Gini index at split point (grouped categories)

I am working through chapter 14 of the book Applied predictive modeling (Kuhn, Max, and Kjell Johnson. Applied predictive modeling. Vol. 26. New York: Springer, 2013.). For tree models with categorial ...
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Lorenz Curve for Insurance Pure Premium

I'm testing various pure premium models and want to make a Lorenz curve to compare the models. The goal is to show underwriters which models are better. I'm not sure if I'm doing it correctly. I'm ...
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Number of all possible splits in each node of trees in a Random Forest

The trees in a Random Forest are grown by recursive splitting the nodes, and the best split in each node is obtained by using the Gini index, I want to know if there is a possibility to know the ...
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What does a high GINI in a random forest model imply?

I ran a classification problem using random forest to predict whether a customer will have more than zero revenue in the next 12 months. I am getting a gini of 95 and accuracy of 90% as well. I know ...
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How can I distill revenue diversity into a single number?

I have a dataset of revenue per customer per month. I want to have a measure of the diversity of this revenue, for which (to me) there are two aspects: More customers is better A more equal ...
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39 views

Interpreting MeanDecreaseGini graph in R

Using the randomForest package in R, I fitted a customer churn dataset to a random forest model. The first objective was to identify the most important variables in ...
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Gini above 1 when bootstrapping

Let's say I have a dataset (data), which contains the binary target variable class and the predictions (probabilities in [0,1]). ...
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Gini coefficient

I’m learning about inequality measures, there are several ways to calculate it and I understand all but one. $\kappa = \frac{E|X-X^\prime|}{2E(X)}$ I’m not sure what the second x means in the case ...
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Computing Gini index and cross-entropy for a dendrogram

I am trying to calculate purity of clusters obtained through hierarchical clustering. I followed this tutorial here: Decision tree learning My question is: is computing these measures the same for ...
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Gini index/criterion/impurity/coefficient according to Breiman, Sen, Bishop, and Duda

once again a student (me) is lost in the sea of Gini... I am currently trying to figure out, where the Gini based formula for feature selection proposed by Cehovin and Bosnic [1] comes from: $Gini(A)...
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Gini index question

If a country A has a higher Gini index than country B, can you interpret this as that the income distribution in A is lower because of the higher inequality? So we would expect to see wealth being ...
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GINI and AUC relationship

I know there is a relationship between GINI coefficient and AUC. But can anyone tell me how to get this relationship? Most people get it from geometric deviation from ROC curve. But the thing is how ...
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Gini coefficients - Accounting for firm exits

What is the appropriate way to measure the Gini coefficient over time in an industry where a large number of firms are exiting? Should the Gini coefficient be calculated using the initial number of ...
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Is GINI limited to binary classifiers or can we use it for multi-class classifiers as well?

I have looked around and have seen GINI being used mostly in the context of binary classifiers. Does GINI make sense only for binary classifiers? Can we extend the definition to multiclass classifiers?...
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How to measure dispersion in word frequency data?

How can I quantify the amount of dispersion in a vector of word counts? I'm looking for a statistic that will be high for document A, because it contains many different words that occur infrequently, ...
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logloss vs gini/auc

I've trained two models (binary classifiers using h2o AutoML) and I want to select one to use. I have the following results: ...
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Are decision trees sensitive to log translations in feature space?

This question was partially answered on Are decision trees sensitive to translations in feature space?, but no references were provided for "Gini impurity and entropy measures are translation ...
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A simple & clear explanation of the Gini impurity?

In a context of decision tree splitting, it is not obvious to see why the Gini impurity $$ i(t)=1-\sum\limits_{j=1}^k p^2(j|t) $$ is a measure of node t impurity. Is there an easy explanation of this?
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Why use Normalized Gini Score instead of AUC as evaluation?

Kaggle's competition Porto Seguro's Safe Driver Prediction uses Normalized Gini Score as evaluation metric and this got me curious about the reasons for this choice. What are the advantages of using ...
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Gini coefficient finite sample correction

I wanted to compute some gini coefficients for different populations of differents sizes. In R I used the ineq package containing a Gini coefficient implementation. One of the paramater (i.e. corr) ...
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381 views

Difference Gini Impurity and Gini Index

Are the Gini Index and the Gini Impurity the same? If not, what is exactly the difference?
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249 views

How to get approximative confidence interval for Gini and AUC?

I found an interesting way to calculate a confidence interval for the Gini and respectively AUC coefficient for credit risk scoring. Question: Can anyone explain me, why the sum $$ AUC = \frac{1}{...
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341 views

Lognormal parameters knowing GDP per-capita, Gini coefficient and quintile shares

How can i recover μ and σ for the lognormal distribution (income) knowing mean GDP per-capita (which should be my μ) and the Gini coefficient with data on 5 quintile income shares? Thanks to all. σ ...
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192 views

Optimal classifier or optimal threshold for scoring

In practice, there can be a classifier that gives far better performance at a specific acceptable threshold than an "optimal" classifier with better average performance across range of thresholds (...
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How to compare two Gini results?

I'm comparing two Gini results from two distributions of income, in which one income is a source of the other. Let, say that Gini_1 = 0,770 and Gini_2 = 0,373. Clearly, Gini_2 shows a less inequal ...
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Gini coefficients : compare two samples with different sample sizes

I've two samples representing the distribution of tumor cell clones in two patient. In sample 1 I've about 10,000 clones - each clone has a relative abundance (so the sum of the relative abundance of ...
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Can we use the Gini corefficient to calculate the standard deviation of an income distribution?

I have a question regarding the Gini coefficient. I want to know how I can calculate the $\%$ of people earning $x\$$ or less for a population in a country with a given mean income level. I know ...
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How to compare two datasets in terms of density?

I have two 1-D datasets (A: 300,000 points and B: 30,000 points) representing genetic events along the human genome (size: 3 billions "points"). I know that A and B are not uniformly distributed along ...
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How to do feature selection by using Classification and Regression Tree (CART)?

How to do feature selection by using Classification and Regression Tree? As I know, splitting data in decision tree can use Gini Index or Entropy, but it can't be used in feature selection. So how I ...
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Quantifying group homogeneity

I'm trying to find a way to quantify the homogeneity of a group. An example dataset is below, where group D, for example, has 5 members of type1, 1 member of type2, and 1 member of type3. Groups A ...
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How calculate Gini coefficient (unbiased) and Lorenz Curve with stratified sample?

I'm working with a stratified sample by minimum variance method with 3 levels that becomes at 1176 stratum. The sample comes from finite population of income taxes data. I'm looking for how calculate ...
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How to compute the Wealth Lorenz curve with negative values?

I have some data with asset holdings (wealth) of a large group of people. I want to compute the Lorenz curve and Gini coefficient of my population. The problem is that a large fraction of people have ...
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Difference is summary statistics: Gini coefficient and standard deviation

There are several summary statistics. When you want to describe the spread of a distribution you can use for example the standard deviation or Gini coefficient. I know that the standard deviation is ...
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Correcting for season-length bias of Gini on win percentage

I made this plot to try and compare the competitiveness of the major US sports (NHL/NBA/MLB/NFL): Each point of a given color represents, for a given season, the Gini coefficient of the win ...
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Is it appropriate to compare sports with different-length seasons using Gini?

I made this plot to try and compare the competitiveness of the major US sports (NHL/NBA/MLB/NFL): Each point of a given color represents, for a given season, the Gini coefficient of the win ...
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Deviance vs Gini coefficient in GLM

What are the pros and cons of using Deviance as opposed to Gini coefficient when measuring the quality of regression / classification models? From experience, I see that people like Gini more than ...
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What is the interval of Gini Index?

Suppose we have 2 classes. C1: 0 C2: 6 The Gini index is: $1−(0÷6)^2−(6÷6)^2 = 0$ C1: 3 C2: 3 The Gini Index is: $1−(3÷6)^...
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Computing Gini Index

I'm trying to compute the Gini coefficient of the following table: ...
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1k views

Random Forest: Class-specific Gini variable importance in R?

library(randomForest) data(iris) fit <- randomForest(Species ~ ., data=iris, importance=TRUE); fit.imp<-importance(fit) fit.imp columns 1-3 show the class-...
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Basic Gini impurity derivation

From wikipedia: https://en.wikipedia.org/wiki/Decision_tree_learning I am unable to get my head around two of the steps: The first equation: $f_i(1 - f_i)$. This does not immediately become ...
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What is the difference between GINI and AUC curve interpretation?

we used to create GINI curve using lift created with help of percentage of good and bad for scorecard modelling. But what I have studied that ROC curve is created using Confusion matrix with ...
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62 views

Gini index on data with error margins

I have data series and I want to calculate Gini coefficients for each row as an estimate of matrix sparsity. Hoever values contained in the rows are not exact and have error bounds. My question is ...
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Does Breiman's random forest use information gain or Gini index?

I would like to know if Breiman's random forest (random forest in R randomForest package) uses as a splitting criterion (criterion for attribute selection) information gain or Gini index? I tried to ...
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Deducing an approximation to the Gini coefficient

Assuming we do not know the Lorenz curve function, If $(X_k, Y_k)$ are the known points on the Lorenz curve, with the $X_k$ indexed in increasing order $(X_{k – 1} < X_k)$, so that: $X_k$ is the ...
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How can I calculate AUC using Gini coefficient?

In the Gini Coefficient's Wikipedia page, it is defined as $G= 1 - \frac{\Sigma_{i=1}^n f(y_i)(S_{i-1}+S_i)}{S_n}$ for discrete variables, where $S_i= \Sigma_{j=1}^i f(y_i)y_i$ and $S_0=0$ ($y$ being ...
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Interpreting output of Cox regression model

I am trying to use two variables - activity score (ascore - a whole number indicating amount of activity) and gini (given by Gini-Simpson index - a value ranging between 0 and 1, indicating diversity ...
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Is it possible to get confusion matrices from AUC?

When I have one confusion matrix for each cutoff level (from 0.00 to 0.99), I can compute AUC coefficient. It looks like: ...
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Bootstrapping and comparing Gini coefficients

for my dissertation I need to compare the Gini coefficients of 5 different markets with approx. the sample population size. I would like to do bootstrapping to compare the means (instead of ...