AI engineering glossary · Evaluation metrics
What is gini coefficient?
Gini coefficient (also called Gini index in scoring, accuracy ratio): In credit scoring and ranking models, a rescaling of AUC: Gini = 2 * AUC - 1. It runs from 0 for random ranking to 1 for perfect ranking. Lenders quote it to describe how well a scorecard separates good and bad borrowers.
Gini coefficient: an example
A credit scorecard with AUC 0.80 has a Gini coefficient of 2 * 0.80 - 1 = 0.60.
Related terms
More Evaluation metrics terms
- Hamming loss
- Hit rate
- Human evaluation
- Isotonic calibration
- Jaccard index
- Kendall's tau
- Kolmogorov-Smirnov statistic
- Krippendorff's alpha
Where you learn it
Gini coefficient is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.