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Compute the Area Under the Lift Chart from prediction scores.
LiftAUC(y_pred, y_true)
Area Under the Lift Chart
Predicted probabilities vector, as returned by a classifier
Ground truth (correct) 0-1 labels vector
data(cars) logreg <- glm(formula = vs ~ hp + wt, family = binomial(link = "logit"), data = mtcars) LiftAUC(y_pred = logreg$fitted.values, y_true = mtcars$vs)
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