Champion and Challenger Performance Reports

This characteristic report creates a chart for each index that exceeds a deviation threshold (either 0.1 or 0.25) as indicated in the define performance definition. The characteristic report detects shifts in the distribution of input variables over time.

A Lift Trend chart displays the cumulative lift of the champion model over time.

When the Gini - ROC Chart is created, the Gini index for each ROC curve is also created. The Gini coefficient represents the area under the ROC curve and is a benchmark statistic that can be used to summarize the predictive accuracy of a model. The Gini - Trend Chart plots a model's Gini index scores over time, and these are used to monitor model degradation over time.

Sensitivity is the proportion of true positive events, and specificity is the proportion of true negative events. The Gini - ROC Chart plots Sensitivity on the Y axis and 1 - Specificity on the X axis.

When you create a Kolmogorov-Smirnov report, the KS statistic and the corresponding probability cutoff are computed for each Kolmogorov-Smirnov table. The KS Trend Chart uses a summary data set that plots the KS Statistic and the probability cutoff values over time. The KS Trend Chart is used to monitor model degradation over time.

The KS Chart uses the Kolmogorov-Smirnov statistic to measure the maximum vertical separation, or deviation between the cumulative distributions of events and non-events.

The Score Histogram compares the scoring result distribution at different time periods using a histogram.

The Score Distribution Line Plot compares the scoring result distribution at different time periods using a line plot.