Cumulative Incremental Gain (CIG)#
The running sum of incremental gain as more of the ranked population is treated.
Important
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What it is#
Cumulative incremental gain (CIG) is an uplift-modelling measure of the total additional outcomes — purchases, sign-ups, conversions — won by targeting customers ranked by uplift score, relative to random or no targeting. It is the quantity plotted on the Y-axis of a Qini curve.
How it’s built#
Four steps: rank customers by predicted uplift score, highest to lowest; split them into deciles or percentiles; for each segment compute the incremental gain as treatment responses minus control responses; then take the running sum of those gains down to the segment of interest.
The formula#
the treated-minus-untreated outcome accumulated over the top proportion \(p\) of a population of size \(N\).
A worked example#
Across 10,000 customers, targeting the top 20% yields 400 treatment versus 300 control conversions — a gain of 100; extending to the top 40% adds 750 versus 550 — a further 200. The cumulative incremental gain at 40% is therefore 300 conversions.
Reading the Qini curve#
Plotting CIG against the percentage of the population targeted gives the Qini curve. A steep early slope means the model finds persuadables first and targeting pays off quickly; a flat curve means the model is no better than random. The shape reveals the optimal targeting fraction — where gain stops rising — and lets you compare models by how much incremental value each delivers.
Theme: Causal Inference & Uplift · All terminology
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Mind map — connected ideas
Incremental Gain · Total Incremental Benefit (TIB) · Qini Curve · Treatment Effect · Posterior probability of uplift · Conversion Rate Uplift
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More in Causal Inference & Uplift
AUUC (Area Under the Uplift Curve) · Causal Effect · Causal Impact · Causal Inference · Causal ML (Causal Machine Learning) · Causal Trees · Cumulative Uplift · Incremental Conversions · Incremental Gain · Incremental Recovery Rate (IRR) · Incremental Revenue · Incremental Sales · Qini Coefficient · Qini Curve
See also
Source article Adapted (context, re-expressed) in our own words from: Cumulative Incremental Gain (CIG) (insightful-data-lab.com).