Gain/Lift chart interpretation using H2OFlow

Question

The above image is the H2O GBM classification model lift chart for training and validation data sets. I am confused it with the other lift charts I have seen. Normally the baseline will be 45 degrees and the lift curve used to be somewhat convex shape from the baseline curve. In the above figure if the green line shows the lift curve, why is it constant and coming down and touches the baseline? Also why the baseline is not 45 degree? Can anyone help me to interpret the model using the above graph? Is my model perform well?

Answer 1

The black line is not the baseline, but the cumulative capture rate. The capture rate is the proportion of all the events that fall into the group/bin. E.g. if 90 out of total 100 positive outcomes/events fall into the first bin, then the capture rate for that bin is 0.9.

The green line is the cumulative lift curve, so by definition the two lines converge at 1.

Whether your model performs well or not depends on your goal. According to the validation metrics, you could capture about 80% of the events by targeting only 50% of the population, which means lift of about 1.6.