{
  "id": 329607,
  "title": "Competition evaluation Metrics formula",
  "url": "/competitions/amex-default-prediction/discussion/329607",
  "author_name": "",
  "post_date": "2022-06-07T15:25:56.466188400Z",
  "votes": 4,
  "comment_count": 2,
  "views": 0,
  "content": "<p>Hey there,</p>\n<p>There are many explanations and implementations of the competition metrics but I was wondering what the actual formula looks like, all the implementations are based on.</p>\n<p>From what I was able to interpret into the code, the default rate captured at 4% is equal to $$\\frac{\\sum pred-in-top-4%}{\\sum labels}$$ is that right?</p>\n<p>And to the Gini Part: wiki says $$G_1 = 2AUC-1$$ where $$G_1 = 1 - \\sum_{k=1}^n(X_k-X_{k-1})(Y_k-Y_{k-1})$$</p>\n<p>Can someone enlighten me with the actual formula(s)? Cause I really need formulas to understand things^^</p>",
  "messages": [
    {
      "id": "1814188",
      "postDate": "06/07/2022 15:25:56",
      "content": "<p>Hey there,</p>\n<p>There are many explanations and implementations of the competition metrics but I was wondering what the actual formula looks like, all the implementations are based on.</p>\n<p>From what I was able to interpret into the code, the default rate captured at 4% is equal to $$\\frac{\\sum pred-in-top-4%}{\\sum labels}$$ is that right?</p>\n<p>And to the Gini Part: wiki says $$G_1 = 2AUC-1$$ where $$G_1 = 1 - \\sum_{k=1}^n(X_k-X_{k-1})(Y_k-Y_{k-1})$$</p>\n<p>Can someone enlighten me with the actual formula(s)? Cause I really need formulas to understand things^^</p>",
      "rawMarkdown": "Hey there,\n\nThere are many explanations and implementations of the competition metrics but I was wondering what the actual formula looks like, all the implementations are based on.\n\nFrom what I was able to interpret into the code, the default rate captured at 4% is equal to $$\\frac{\\sum pred-in-top-4%}{\\sum labels}$$ is that right?\n\nAnd to the Gini Part: wiki says $$G_1 = 2AUC-1$$ where $$G_1 = 1 - \\sum_{k=1}^n(X_k-X_{k-1})(Y_k-Y_{k-1})$$\n\nCan someone enlighten me with the actual formula(s)? Cause I really need formulas to understand things^^",
      "votes": null
    },
    {
      "id": "1814463",
      "postDate": "06/07/2022 23:43:26",
      "content": "<p><a href=\"https://www.kaggle.com/ambrosm\" target=\"_blank\">@ambrosm</a> posted this explainer:</p>\n<p><a href=\"https://www.kaggle.com/competitions/amex-default-prediction/discussion/327464\" target=\"_blank\">https://www.kaggle.com/competitions/amex-default-prediction/discussion/327464</a></p>",
      "rawMarkdown": "ambrosm posted this explainer:\n\nhttps://www.kaggle.com/competitions/amex-default-prediction/discussion/327464",
      "votes": null
    },
    {
      "id": "1814672",
      "postDate": "06/08/2022 06:47:11",
      "content": "<p><a href=\"https://www.kaggle.com/eduus710\" target=\"_blank\">@eduus710</a> overlooked that one, thanks!</p>",
      "rawMarkdown": "eduus710 overlooked that one, thanks!",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 1814463,
      "author_name": "eduus710",
      "author_url": "",
      "post_date": "06/07/2022 23:43:26",
      "content": "<p><a href=\"https://www.kaggle.com/ambrosm\" target=\"_blank\">@ambrosm</a> posted this explainer:</p>\n<p><a href=\"https://www.kaggle.com/competitions/amex-default-prediction/discussion/327464\" target=\"_blank\">https://www.kaggle.com/competitions/amex-default-prediction/discussion/327464</a></p>",
      "votes": null,
      "replies": [
        {
          "id": 1814672,
          "author_name": "vincentbrunner",
          "author_url": "",
          "post_date": "06/08/2022 06:47:11",
          "content": "<p><a href=\"https://www.kaggle.com/eduus710\" target=\"_blank\">@eduus710</a> overlooked that one, thanks!</p>",
          "votes": null,
          "replies": []
        }
      ]
    }
  ],
  "raw_markdown_by_id": {
    "1814188": "Hey there,\n\nThere are many explanations and implementations of the competition metrics but I was wondering what the actual formula looks like, all the implementations are based on.\n\nFrom what I was able to interpret into the code, the default rate captured at 4% is equal to $$\\frac{\\sum pred-in-top-4%}{\\sum labels}$$ is that right?\n\nAnd to the Gini Part: wiki says $$G_1 = 2AUC-1$$ where $$G_1 = 1 - \\sum_{k=1}^n(X_k-X_{k-1})(Y_k-Y_{k-1})$$\n\nCan someone enlighten me with the actual formula(s)? Cause I really need formulas to understand things^^",
    "1814463": "ambrosm posted this explainer:\n\nhttps://www.kaggle.com/competitions/amex-default-prediction/discussion/327464",
    "1814672": "eduus710 overlooked that one, thanks!"
  },
  "source": "meta"
}