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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 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 ...
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2answers
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What is the relationship between the GINI score and the log-likelihood ratio

I am studying classification and regression trees, and one of the measures for the split location is the GINI score. Now I am used to determining best split location when the log of the likelihood ...
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1answer
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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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3answers
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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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1answer
3k views

Gini coefficient and error bounds

I have a time series of data with N=14 counts at each time point, and I want to calculate the Gini coefficient and a standard error for this estimate at each time point. Since I have only N=14 counts ...
10
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1answer
14k views

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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2answers
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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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1answer
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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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3answers
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 ...
3
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0answers
470 views

Comparing Gini coefficients: Variance estimation etc. needed?

In a project on software measurement, we plan to use aggregating statistics (e.g., Gini) to describe the concentration of certain observed program attributes (size) among program units (e.g., modules, ...
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1answer
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 ...