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Precision Recall Curves and auPRC

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

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

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    DocMusherDocMusher Member Posts: 333 Unicorn

    Hi,

    This paper is interesting and covers the topic well : AUPRC

    Good luck

    Sven

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    MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,524 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
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    tftemmetftemme Administrator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, RMResearcher, Member Posts: 164 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

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    sgenzersgenzer Administrator, Moderator, Employee, RapidMiner Certified Analyst, Community Manager, Member, University Professor, PM Moderator Posts: 2,959 Community Manager

    Operator Toolbox Extension

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    amitdamitd Member, University Professor Posts: 49 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)

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    sgenzersgenzer Administrator, Moderator, Employee, RapidMiner Certified Analyst, Community Manager, Member, University Professor, PM Moderator Posts: 2,959 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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