GINI - GINI Coefficient

\[\text{GINI}(y, \hat{y}) =\]

• Best possible score is 1, bigger value is better. Range = [0, 1]

• This version is based on: https://github.com/benhamner/Metrics/blob/master/MATLAB/metrics/gini.m

Latex equation code:

\text{GINI}(y, \hat{y}) =

Example to use Gini metric, there are two GINI versions:

from numpy import array
from permetrics.regression import RegressionMetric

## For 1-D array
y_true = array([3, -0.5, 2, 7])
y_pred = array([2.5, 0.0, 2, 8])

evaluator = RegressionMetric(y_true, y_pred, decimal=5)
print(evaluator.gini())
print(evaluator.gini_wiki())

## For > 1-D array
y_true = array([[0.5, 1], [-1, 1], [7, -6]])
y_pred = array([[0, 2], [-1, 2], [8, -5]])

evaluator = RegressionMetric(y_true, y_pred, decimal=5)
print(evaluator.GINI(multi_output="raw_values"))
print(evaluator.GINI_WIKI(multi_output="raw_values"))