Lift-chart

[boemans]

Is it possible to output a lift chart in Weka?

[Mark]

Hi,

You can output a number of different charts that can be computed by varying a threshold over a list of predictions sorted according to the probability assigned to a particular class label. See this Wiki entry for more details:

http://weka.sourceforge.net/wiki/index.php/ROC

Cheers,
Mark.

[boemans]

Well, I found out that you can output ROC-curves and recall-precision curves, but didn't find the possibility to output lift charts...

[Mark]

ROC curves are closely related to lift charts. The vertical axis is the same (except expressed as a percentage on the ROC curve). The horizontal axis is different on the ROC curve - number of negatives included in the sample expressed as a percentage of the total number of negatives rather than sample size in the lift chart. In direct marketing situations in which the proportion of positives is very small anyway, there is negligible difference between the size of the sample and the number of negatives it contains. Furthermore, since you know the number of positives and negatives in the data, it is easy to convert the horizontal axis of an ROC curve to show sample size.

Cheers,
Mark.