# 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.

79 questions
Filter by
Sorted by
Tagged with
1k views

### 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 ...
20 views

### decision tree training: gini vs entropy vs precision vs recall

When training decision trees, the standard algorithms (e.g. ID3, C4.5, C5.0) use either the gini index or entropy to determine which node to add next. Only once the tree is built, and the ROC curve is ...
26 views

### Understanding Gini Coefficient Derivation in Credit Risk

I am interested in evaluating feature/characteristic importance in a credit risk scorecard. I found the following paper on using the Gini Coefficient for this purpose: http://www.rhinorisk.com/...
40 views

### Gini Index Formula

I've read many related articles and posts. The more I read, the more I got confused about 'Gini index' and 'Gini Impurity'. I understood the concept but it seems to me that these things are used ...
7k views

### How is the Weighted Gini Criterion defined?

I am interested in trying out and/or implementing the Weighted Random Forest (WRF) algorithm described in Chen, Liaw, Breiman. How is the Weighted Gini impurity actually defined? What implementations ...
403 views

### Comparing Gini coefficient of 2 distributions

I wonder if it is fair is to compare the gini coefficient of two discrete distributions with different number of elements. If not, how can I adjust the coefficients for a fair comparison. In ...
149 views

### High AUC but low R squared in a random forest classifier

I have been looking for an answer on this website and on Google but I can't seem to find a clear explanation anywhere. The problem is the following. I built a Random Forest model (using Python's ...
34 views

### How Gini/AUC of two features is bounded by individual features?

Consider binary classification problem and popular quality measure ROC AUC (which is almost the same as Gini coefficient G = 2*AUC - 1 ). Assume we have two features F1, F2. Question (rough version)...
118 views

### The reason why Gini index is in favor of multivalued attributes

I am a beginner in data science and I try to understand the similarity and dissimilarity between information gain and Gini index. In my lecture notes, the professor states one of disadvantage of Gini ...
14 views

204 views

### 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 ...
128 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 ...
15 views

### 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 ...
42 views

### 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]). ...
207 views

### 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 ...
1k views

### 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 ...
99 views

### 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) ...
104 views

### 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 ...
2k views

### How to compare frequency distributions

I have one categorical variable that can assume 5 possible values: 1, 2, 3, 4, 5. I observe the value of the variable in two samples of different size. Now I want to compare the frequency distribution ...
108 views

409 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 ...
36 views

### 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 ...
2k views

### Rank correlation statistics comparison

I am trying to understand the relative behavior of the following rank correlation statistics: Spearman coefficient Kendall Tau / Concordance percentage Normalized Gini coefficient (area under curve ...