empulse.metrics

The metrics module contains a collection of metrics for evaluating the performance of models in the context of customer churn, credit scoring, and acquisition.

Build your own cost-sensitive metric

Metric	Class to create a custom value/cost-sensitive metric.
MetricStrategy	Abstract base class for metric strategies.
MaxProfit	Strategy for the Expected Maximum Profit (EMP) metric.
Cost	Strategy for the Expected Cost metric.
Savings	Strategy for the Expected Savings metric.

General Metrics

max_profit	Maximum Profit Measure (MP).
max_profit_score	max_profit but only returning the MP score.
lift_score	Compute the lift score for the top fraction of predictions.
cost_loss	Cost of a classifier.
expected_cost_loss	Expected cost of a classifier.
expected_log_cost_loss	Expected log cost of a classifier.
make_objective_aec	Create an objective function for the Average Expected Cost (AEC) measure.
savings_score	Cost savings of a classifier compared to using a baseline.
expected_savings_score	Expected savings of a classifier compared to a baseline.

Customer Acquisition Metrics

empa	Expected Maximum Profit measure for customer Acquisition (EMPA).
empa_score	empa but only returning the EMPA score.
mpa	Maximum Profit measure for customer Acquisition (MPA).
mpa_score	mpa but only returning the MPA score.
expected_cost_loss_acquisition	Expected cost of a classifier for customer acquisition.
make_objective_acquisition	Create an objective function for the Expected Cost measure for customer acquisition.

Customer Churn Metrics

empc	Expected Maximum Profit Measure for Customer Churn (EMPC).
empc_score	empc but only returning the EMPC score.
mpc	Maximum Profit Measure for Customer Churn (MPC).
mpc_score	mpc but only returning the MPC score.
empb	Expected Maximum Profit Measure for B2B Customer Churn (EMPB).
empb_score	empb but only returning the EMPB score.
auepc_score	Area Under the Expected Profit Curve (AUEPC).
expected_cost_loss_churn	Expected cost of a classifier for customer churn.
make_objective_churn	Create an objective function for the Expected Cost measure for customer churn.

Credit Scoring Metrics

empcs	Expected Maximum Profit measure for Credit Scoring.
empcs_score	empcs but only returning the EMPCS score.
mpcs	Maximum Profit measure for Credit Scoring.
mpcs_score	mpcs but only returning the MPCS score.

Helper Functions

classification_threshold

Return classification threshold for given customer threshold.