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The precision-recall plot is more informative than the ROC plot when evaluating binary classifiers on imbalanced datasets.

Saito T, Rehmsmeier M

Plos One. 2015; 10(3):e0118432

https://doi.org/10.1371/journal.pone.0118432PMID: 25738806

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11 Apr 2017
Michael Barnes
Michael Barnes

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This article evaluates a variety of metrics for assessing the performance of binary classifiers. The authors make a compelling case that when data is heavily skewed, as it is in most bioinformatic contexts, the widely used receiver operating characteristic (ROC) curve and its associated metric AUC (area under the ROC curve) can be severely misleading. Even more sophisticated measures such as the F1 statistic or cost curves can fail to distinguish between strong and poor classifiers when data are heavily imbalanced. The most informative and intuitive metric in such cases is the area under the precision-recall curve, which plots the true positive rate (i.e. sensitivity or recall) against the positive predictive value (i.e. precision) for a given classifier. Building upon the pioneering work of Davis & Goadrich (2006), who proved the isomorphism of ROC and PR space {1}, Saito & 
Rehmsmeier advocate nonlinear interpolation of PR curves in cases of tied scoring. The authors have even written an R package, precrec, that computes all the statistics considered in the paper and generates accompanying figures to go with the metrics. Their work should help bioinformatic researchers decide which plots and performance measures are most appropriate when evaluating binary classification models.

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  • Bioinformatics, Biomedical Informatics & Computational Biology

    Big Data & Analytics | Cataloguing & Benchmarking Computational Methods | Translational Bioinformatics
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    Methodologies, Data Analysis & Reproducibility

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