I am confused about the following:
Here I find the definition of cumulative gains chart as the plot of
- x-axis: the rate of predicted positive
- y-axis: true positive rate
It turns out that we can e.g. order by the probability of a positive outcome and plot the corresponding rate of true positives.
On the other hand there is the cumulative accuracy profile (CAP) explained here where it is said to be constructed as
The CAP of a model represents the cumulative number of positive
outcomes along the y-axis versus the corresponding cumulative number
of a classifying parameter along the x-axis.
Another source for the CAP is “Measuring the Discriminative Power of Rating Systems” by Engelmann, Hayden and Tasche.
Together with the plots I would say that the two concepts are the same. Is this true?