Encyclopedia of Machine Learning

2010 Edition
| Editors: Claude Sammut, Geoffrey I. Webb

Gini Coefficient

Reference work entry
DOI: https://doi.org/10.1007/978-0-387-30164-8_343

The Gini coefficient is an empirical measure of classification performance based on the area under an ROC curve (AUC). Attributed to the Italian statistician Corrado Gini (1884-1965), it can be calculated as 2 ⋅{ AUC} − 1 and thus takes values in the interval [ − 1, 1], where 1 indicates perfect ranking performance and − 1 indicates that all negatives are ranked before all positives. See  ROC Analysis.

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