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Contribution Details

Type Conference or Workshop Paper
Scope Discipline-based scholarship
Published in Proceedings Yes
Title The binormal assumption on precision-recall curves
Authors
  • Kay Henning Brodersen
  • Cheng Soon Ong
  • Klaas Enno Stephan
  • Joachim M Buhmann
Presentation Type paper
Item Subtype Original Work
Refereed Yes
Status Published in final form
Page Range 4263 - 4266
Event Title Proceedings of the 20th International Conference on Pattern Recognition
Event Type conference
Event Location Istanbul, Turkey
Event Start Date August 22 - 2010
Event End Date August 25 - 2010
Place of Publication Istanbul, Turkey
Publisher IEEE Computer Society
Abstract Text The precision-recall curve (PRC) has become a widespread conceptual basis for assessing classification performance. The curve relates the positive predictive value of a classifier to its true positive rate and often provides a useful alternative to the well-known receiver operating characteristic (ROC). The empirical PRC, however, turns out to be a highly imprecise estimate of the true curve, especially in the case of a small sample size and class imbalance in favour of negative examples. Ironically, this situation tends to occur precisely in those applications where the curve would be most useful, e.g., in anomaly detection or information retrieval. Here, we propose to estimate the PRC on the basis of a simple distributional assumption about the decision values that generalizes the established binormal model for estimating smooth ROC curves. Using simulations, we show that our approach outperforms empirical estimates, and that an account of the class imbalance is crucial for obtaining unbiased PRC estimates.
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