Monday, March 12, 2007

Model Selection Poll Closed

The poll is closed, with votes as follows:

R^2 or MSE 21%
Lift or Gains 46%
True Alert
vs. False Alert Tradeoff 12%
PCC 12%
Other 8%

Broken down in another way:

Global error (R^2 or PCC): 33%
Ranked error (Lift, ROC): 58%

where ranked error means that one first sorts the scored records and then scores the model. The relative proportions of these two roughly correspond to what I see and use in consulting: probably about 75% of the time I used something like ROC or Lift to score models.

Thanks to those who voted.

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