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