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Precision Recall Curves and auPRC

yzanyzan Posts: 66 image Unicorn
edited December 2018 in Product Feedback - Resolved

Close to a necesity for evaluation of imbalanced binary classification problems.

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Comments

  • DocMusherDocMusher Posts: 333 image Unicorn

    Hi,

    This paper is interesting and covers the topic well : AUPRC

    Good luck

    Sven

  • MartinLiebigMartinLiebig Posts: 3,533 image RM Data Scientist

    Dear @SvenVanPoucke, Dear @yzan,

     

    i've got a prototype opertor ready. It will hit operator toolbox as soon as i got time to write the documentation. if you need a preview version of it, please PM me.

     

    Best,

    Martin

    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
  • tftemmetftemme Posts: 164 image RM Research

    Hi @SvenVanPoucke, Hi @yzan,

     

    Just for completness. The Operator Toolbox extension covers now since version 0.4.0 (Blog Post about 0.4.0 release) the AUPRC.

     

    Best regards,
    Fabian

  • sgenzersgenzer Posts: 2,959 image Community Manager

    Operator Toolbox Extension

  • amitdamitd Posts: 49 image Maven

    It's great that we have the AUPRC value generated through the Operator Toolbox Extension. What would be much more useful is the Precision-Recall curves for a classifier (for any given threshold or cutoff value), especially when the dataset has a significant skew for the class labels. See the linked description about this, borrowed from the "Introduction to Data Mining" (2nd edition) by Tan et al. The intent is show the resultant PR-curve: PR-curve link (part 1)PR-curve link (part 2)

  • sgenzersgenzer Posts: 2,959 image Community Manager

    thanks @amitdeokar. It is my sneaking suspicion that this is being worked on as an improvement to the operator. Stay tuned.... cc @mschmitz

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