Area under the Precision-Recall Curve: Point Estimates and Confidence Intervals

Abstract

The area under the precision-recall curve (AUCPR) is a single 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 condence intervals. We nd both satisfactory estimates and invalid procedures and we recommend two simple intervals that are robust to a variety of assumptions.

Code

github repository