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Area Under the Precision-Recall Curve: Point Estimates and Confidence Intervals
| Citations: | 7 - 0 self |
BibTeX
@MISC{Boyd_areaunder,
author = {Kendrick Boyd and Kevin H. Eng},
title = {Area Under the Precision-Recall Curve: Point Estimates and Confidence Intervals},
year = {}
}
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Abstract
Abstract. The area under the precision-recall curve (AUCPR) is a sin-gle number summary of the information in the precision-recall (PR) curve. Similar to the receiver operating characteristic curve, the PR curve has its own unique properties that make estimating its enclosed area challenging. Besides a point estimate of the area, an interval estimate is often required to express magnitude and uncertainty. In this paper we perform a computational analysis of common AUCPR estimators and their confidence intervals. We find both satisfactory estimates and in-valid procedures and we recommend two simple intervals that are robust to a variety of assumptions. 1
