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The relationship between Precision-Recall and ROC curves

Published: 25 June 2006 Publication History
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  • Abstract

    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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    Published In

    cover image ACM Other conferences
    ICML '06: Proceedings of the 23rd international conference on Machine learning
    June 2006
    1154 pages
    ISBN:1595933832
    DOI:10.1145/1143844
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 25 June 2006

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    ICML '06 Paper Acceptance Rate 140 of 548 submissions, 26%;
    Overall Acceptance Rate 140 of 548 submissions, 26%

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