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.

General Metrics

Metric	Class to create a custom value/cost-sensitive metric.
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.