Measure to compare true observed labels with predicted
probabilities
in binary classification tasks.
Usage
prauc(truth, prob, positive, na_value = NaN, ...)
Value
Performance value as numeric(1).
Arguments
truth
(factor())
True (observed) labels.
Must have the exactly same two levels and the same length as response.
prob
(numeric())
Predicted probability for positive class.
Must have exactly same length as truth.
positive
(character(1))
Name of the positive class.
na_value
(numeric(1))
Value that should be returned if the measure is not defined for the input
(as described in the note). Default is NaN.
...
(any)
Additional arguments. Currently ignored.
Meta Information
Type: "binary"
Range: \([0, 1]\)
Minimize: FALSE
Required prediction: prob
Details
Computes the area under the Precision-Recall curve (PRC).
The PRC can be interpreted as the relationship between precision and recall (sensitivity),
and is considered to be a more appropriate measure for unbalanced datasets than the ROC curve.
The AUC-PRC is computed by integration of the piecewise function.
This measure is undefined if the true values are either all positive or
all negative.
References
Davis J, Goadrich M (2006).
“The relationship between precision-recall and ROC curves.”
In Proceedings of the 23rd International Conference on Machine Learning.
ISBN 9781595933836.