Gini Index

Measure of predictive power based on the Lorenz curve.

The Gini index is a measure of the predictive power based on the Lorenz curve. It is proportionate to the area between the random line and the predictive model curve. The Gini index is defined as the area under the Lorenz curve. It is the area between the ‘Trade-off’ curve and the obtained curve multiplied by 2.