H2O's documentation doesn't provide clear definitions for each column in the gains/lift table output. I'm not sure how the capture rate is being calculated, and there is a score column that is not mentioned in the documentation.
Here's what the output looks like.
The raw java file is here -- I tried finding the answer to my question in there but had difficulty making sense of it. Thanks.
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.
For a given row x in the table:
cumulative_data_fraction = number in group x / all observations
lower_threshold = minimum of predicted probability in group x
lift = response_rate / overall response rate (i.e., cumulative_response_rate in group 16)
cumulative_lift = cumulative_response_rate / overall response rate
response_rate = percent of responses in group x
score = average of predicted probability in group x
cumulative_response_rate = response rate for all observations in groups 1 through x
cumulative_score = average of predicted probability for all observations in groups 1 through x
capture_rate = percent of all responses that are in group x
cumulative_capture_rate = percent of all responses that are in groups 1 through x
gain = (lift - 1) * 100
cumulative_gain = (cumulative_lift - 1) * 100
