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