Journal of Applied Mathematics and Decision Sciences
Volume 2009 (2009), Article ID 868215, 14 pages
Research Article

Cumulative Gains Model Quality Metric

Department of Mathematics and Statistics, South Dakota State University, Box 2220, Brookings, SD 57007, USA

Received 1 December 2008; Accepted 13 April 2009

Academic Editor: Lean Yu

Copyright © 2009 Thomas Brandenburger and Alfred Furth. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper proposes a more comprehensive look at the ideas of KS and Area Under the Curve (AUC) of a cumulative gains chart to develop a model quality statistic which can be used agnostically to evaluate the quality of a wide range of models in a standardized fashion. It can be either used holistically on the entire range of the model or at a given decision threshold of the model. Further it can be extended into the model learning process.