`lift_curve()`

constructs the full lift curve and returns a tibble. See
`gain_curve()`

for a closely related concept.

## Usage

```
lift_curve(data, ...)
# S3 method for data.frame
lift_curve(
data,
truth,
...,
na_rm = TRUE,
event_level = yardstick_event_level(),
case_weights = NULL
)
```

## Arguments

- data
A

`data.frame`

containing the columns specified by`truth`

and`...`

.- ...
A set of unquoted column names or one or more

`dplyr`

selector functions to choose which variables contain the class probabilities. If`truth`

is binary, only 1 column should be selected. Otherwise, there should be as many columns as factor levels of`truth`

.- truth
The column identifier for the true class results (that is a

`factor`

). This should be an unquoted column name although this argument is passed by expression and supports quasiquotation (you can unquote column names). For`_vec()`

functions, a`factor`

vector.- na_rm
A

`logical`

value indicating whether`NA`

values should be stripped before the computation proceeds.- event_level
A single string. Either

`"first"`

or`"second"`

to specify which level of`truth`

to consider as the "event". This argument is only applicable when`estimator = "binary"`

. The default uses an internal helper that generally defaults to`"first"`

, however, if the deprecated global option`yardstick.event_first`

is set, that will be used instead with a warning.- case_weights
The optional column identifier for case weights. This should be an unquoted column name that evaluates to a numeric column in

`data`

. For`_vec()`

functions, a numeric vector.

## Value

A tibble with class `lift_df`

or `lift_grouped_df`

having
columns:

`.n`

The index of the current sample.`.n_events`

The index of the current*unique*sample. Values with repeated`estimate`

values are given identical indices in this column.`.percent_tested`

The cumulative percentage of values tested.`.lift`

First calculate the cumulative percentage of true results relative to the total number of true results. Then divide that by`.percent_tested`

.

If using the `case_weights`

argument, all of the above columns will be
weighted. This makes the most sense with frequency weights, which are integer
weights representing the number of times a particular observation should be
repeated.

## Details

There is a `ggplot2::autoplot()`

method for quickly visualizing the curve.
This works for binary and multiclass output, and also works with grouped data
(i.e. from resamples). See the examples.

## Gain and Lift Curves

The motivation behind cumulative gain and lift charts is as a visual method
to determine the effectiveness of a model when compared to the results one
might expect without a model. As an example, without a model, if you were to
advertise to a random 10% of your customer base, then you might expect to
capture 10% of the of the total number of positive responses had you
advertised to your entire customer base. Given a model that predicts which
customers are more likely to respond, the hope is that you can more
accurately target 10% of your customer base and capture `>`

10% of the total
number of positive responses.

The calculation to construct lift curves is as follows:

`truth`

and`estimate`

are placed in descending order by the`estimate`

values (`estimate`

here is a single column supplied in`...`

).The cumulative number of samples with true results relative to the entire number of true results are found.

The cumulative

`%`

found is divided by the cumulative`%`

tested to construct the lift value. This ratio represents the factor of improvement over an uninformed model. Values`>`

1 represent a valuable model. This is the y-axis of the lift chart.

## Multiclass

If a multiclass `truth`

column is provided, a one-vs-all
approach will be taken to calculate multiple curves, one per level.
In this case, there will be an additional column, `.level`

,
identifying the "one" column in the one-vs-all calculation.

## Relevant Level

There is no common convention on which factor level should
automatically be considered the "event" or "positive" result
when computing binary classification metrics. In `yardstick`

, the default
is to use the *first* level. To alter this, change the argument
`event_level`

to `"second"`

to consider the *last* level of the factor the
level of interest. For multiclass extensions involving one-vs-all
comparisons (such as macro averaging), this option is ignored and
the "one" level is always the relevant result.

## See also

Other curve metrics:
`gain_curve()`

,
`pr_curve()`

,
`roc_curve()`

## Examples

```
# ---------------------------------------------------------------------------
# Two class example
# `truth` is a 2 level factor. The first level is `"Class1"`, which is the
# "event of interest" by default in yardstick. See the Relevant Level
# section above.
data(two_class_example)
# Binary metrics using class probabilities take a factor `truth` column,
# and a single class probability column containing the probabilities of
# the event of interest. Here, since `"Class1"` is the first level of
# `"truth"`, it is the event of interest and we pass in probabilities for it.
lift_curve(two_class_example, truth, Class1)
#> # A tibble: 501 × 4
#> .n .n_events .percent_tested .lift
#> <dbl> <dbl> <dbl> <dbl>
#> 1 0 0 0 NaN
#> 2 1 1 0.2 1.94
#> 3 2 2 0.4 1.94
#> 4 3 3 0.6 1.94
#> 5 4 4 0.8 1.94
#> 6 5 5 1 1.94
#> 7 6 6 1.2 1.94
#> 8 7 7 1.4 1.94
#> 9 8 8 1.6 1.94
#> 10 9 9 1.8 1.94
#> # … with 491 more rows
# ---------------------------------------------------------------------------
# `autoplot()`
library(ggplot2)
library(dplyr)
# Use autoplot to visualize
autoplot(lift_curve(two_class_example, truth, Class1))
# Multiclass one-vs-all approach
# One curve per level
hpc_cv %>%
filter(Resample == "Fold01") %>%
lift_curve(obs, VF:L) %>%
autoplot()
# Same as above, but will all of the resamples
hpc_cv %>%
group_by(Resample) %>%
lift_curve(obs, VF:L) %>%
autoplot()
```