uber / causalml

Uplift modeling and causal inference with machine learning algorithms

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Qini score > 1 on IT dataset

NHUV opened this issue · comments

commented

Hello,

I computed the qini score on my IT, OOT, OOS and OOT/OOS dataset. I trained a BaseXRegressor using a RandomForestRegressor. When calling qini_score(df, normalize=True) I obtain a qini score of 1.2 on the IT dataset. The qini scores on the OOS, OOT and OOT/OOS are smaller than 1. The df contains 3 columns: 'y', 'w', 'learner'. I understood that, when normalized, the qini score can't be larger than 1.
Any suggestions on what might go wrong?

Thanks!

Thanks for your question. The normalized Qini and AUUC scores can be greater than 1 when the treatment effect of a subpopulation is negative. The discussions on the previous question in #407 and #524 might be helpful.

commented

Thanks a lot @jeongyoonlee. I missed those two previous questions.