I am building an uplift model from clinical data and I would like to evaluate it and compare it with the performance of different models.
For this, I plotted the Qini curve and obtained the Qini coefficients. Also, in parallel, I plotted the uplift for groups of patients split based on the estimated conditional average treatment effect.
I was expecting the two measures to give similar indications, but I find that in several cases they do not match. Here is one example:
I used the Qini function from here https://humboldt-wi.github.io/blog/research/theses/uplift_modeling_blogpost/
and extracted the cumincrgain and uplift values for the two plots.
How can this be explained?
Thank you
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