A Closer Look at AUROC and AUPRC under Class Imbalance

arXiv:2401.06091v2 Announce Type: replace
Abstract: In machine learning (ML), a widespread adage is that the area under the precision-recall curve (AUPRC) is a superior metric for model comparison to the area under the receiver operating characteristic (AUROC) for binary classification tasks with class imbalance. This paper challenges this notion through novel mathematical analysis, illustrating that AUROC and AUPRC can be concisely related in probabilistic terms. We demonstrate that AUPRC, contrary to popular belief, is not superior in cases of class …

arxiv class closer look cs.lg look stat.me type