AUUC (Area Under the Uplift Curve)#
A summary of uplift-model quality as the area under its uplift curve.
Important
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What it is#
AUUC (Area Under the Uplift Curve) is the cumulative incremental gain of an uplift model, integrated over the entire population — the total area under the uplift curve (incremental gain against population proportion). It is an overall measure of how well the model ranks individuals by uplift.
How it’s computed#
Sort customers by predicted uplift score (descending) and partition them into bins such as deciles. For each bin, compute the uplift as the treatment response rate minus the control rate,
then plot cumulative uplift against the fraction of the population targeted; AUUC is the area under that curve.
The formula#
where \(U(x)\) is the cumulative uplift at population fraction \(x\). A strong model traces a steep curve — targeting the top 20% might capture 80% of all achievable incremental responses — while random targeting hugs the baseline near zero.
AUUC versus the Qini coefficient#
The two are close cousins. AUUC is a raw area, so it depends on dataset size and response rate — much like raw accuracy. The Qini coefficient is a normalised AUUC, scaled between random and perfect targeting, which makes it comparable across datasets — much like AUC. Both are core metrics for evaluating uplift models.
Theme: Causal Inference & Uplift · All terminology
Hint
Mind map — connected ideas
Qini Coefficient · Uplift Curve · Cumulative Incremental Gain (CIG) · Total Incremental Benefit (TIB) · Uplift Score · Uplift
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More in Causal Inference & Uplift
Causal Effect · Causal Impact · Causal Inference · Causal ML (Causal Machine Learning) · Causal Trees · Cumulative Incremental Gain (CIG) · 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: AUUC (Area Under the Uplift Curve) (insightful-data-lab.com).