The relationship between Precision-Recall and ROC curves
Open accessAbstract
Receiver Operator Characteristic (ROC) curves are commonly used to present results for binary decision problems in machine learning. However, when dealing with highly skewed datasets, Precision-Recall (PR) curves give a more informative picture of an algorithm's performance. We show that a deep connection exists between ROC space and PR space, such that a curve dominates in ROC space if and only if it dominates in PR space. A corollary is the notion of an achievable PR curve, which has properties much like the convex hull in ROC space; we show an efficient algorithm for computing this curve. Finally, we also note differences in the two types of curves are significant for algorithm design. For example, in PR space it is incorrect to linearly interpolate between points. Furthermore, algorithms that optimize the area under the ROC curve are not guaranteed to optimize the area under the PR curve.
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For highly imbalanced data, AUPRC gives a more informative picture of classifier performance than AUC/ROC.
“When dealing with highly imbalanced data as is the case with fraud detection, AUC (and ROC curves) may be too optimistic and the Area under the Precision-Recall Curve (AUPRC) gives a more informative picture of a classifier's performance (Davis and Goadrich, 2006; Saito and Rehmsmeier, 2015; Fern´ andez et al., 2018).”
From Data engineering for fraud detection (2021) · cites this paper as Davis and Goadrich, 2006
When dealing with highly imbalanced data as in fraud detection, AUC and ROC curves may be too optimistic.
“When dealing with highly imbalanced data as is the case with fraud detection, AUC (and ROC curves) may be too optimistic and the Area under the Precision-Recall Curve (AUPRC) gives a more informative picture of a classifier's performance (Davis and Goadrich, 2006; Saito and Rehmsmeier, 2015; Fern´ andez et al., 2018).”
From Data engineering for fraud detection (2021) · cites this paper as Davis and Goadrich, 2006
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- Authors
- Davis, J., & Goadrich, M.
- Affiliations
- University of Wisconsin–Madison (US)
- Venue
- Proceedings of the 23rd international conference on Machine learning - ICML '06
- Publisher
- ACM Press
- Published
- 2006
- Pages
- 233-240
- OpenAlex
- W1976526581
- Cited by
- 6,559
- References
- 0
- Citations by year
- 2026: 579 · 2025: 585 · 2024: 558 · 2023: 575 · 2022: 563 · 2021: 644 · 2020: 534 · 2019: 502 · 2018: 365 · 2017: 338 · 2016: 256 · 2015: 231 · 2014: 160 · 2013: 150 · 2012: 129
- FWCI
- 45.53
- Type
- conference paper
- Language
- en
- Open access
- green
- lirias.kuleuven.be
- Locations
- International Conference on Machine Learning (publishedVersion)
- Lirias (submittedVersion, other-oa)
- Minds at UW (University of Wisconsin) (submittedVersion)
- Topics
- Physical Sciences › Computer Science › Artificial Intelligence › Imbalanced Data Classification Techniques
- Physical Sciences › Computer Science › Artificial Intelligence › Machine Learning and Data Classification
- Physical Sciences › Computer Science › Artificial Intelligence › Machine Learning and Algorithms
- Keywords
- precision-recall curve, ROC curve, binary classification, class imbalance, convex hull, area under the curve, linear interpolation, classifier evaluation
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