Jun 10

How to calculate lift measure – part I

Suppose you’ve hired consultants to create a predictive model which predict that some event will occur and the result their work is function of model and you have to implement it as scalar or CLR function in your RDBMS.

f(X1,X2,..Xn): RxRx…xR -> (0,1)

Assuming you don’t have BI tool that can assess whether supplied function well describes the problem. How to check if the consultants did it on right manner?

The paper describes lift measure for estimation model using example of model “propensity to buy”. The graphs below are made using SSRS and SQL code is written for MS SQL Server 2012 or higher.

You can see the article here.

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