Binormal Precision–Recall Curves for Optimal Classification of Imbalanced Data

Zhongkai Liu () and Howard D. Bondell ()
Additional contact information
Zhongkai Liu: North Carolina State University
Howard D. Bondell: University of Melbourne

Statistics in Biosciences, 2019, vol. 11, issue 1, No 7, 161 pages

Abstract: Abstract Binary classification on imbalanced data, i.e., a large skew in the class distribution, is a challenging problem. Evaluation of classifiers via the receiver operating characteristic (ROC) curve is common in binary classification. Techniques to develop classifiers that optimize the area under the ROC curve have been proposed. However, for imbalanced data, the ROC curve tends to give an overly optimistic view. Realizing its disadvantages of dealing with imbalanced data, we propose an approach based on the Precision–Recall (PR) curve under the binormal assumption. We propose to choose the classifier that maximizes the area under the binormal PR curve. The asymptotic distribution of the resulting estimator is shown. Simulations, as well as real data results, indicate that the binormal Precision–Recall method outperforms approaches based on the area under the ROC curve.

Keywords: Binary classification; Binormal assumption; Imbalanced data; Precision–Recall curve; ROC curve (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s12561-019-09231-9 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stabio:v:11:y:2019:i:1:d:10.1007_s12561-019-09231-9

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/12561

DOI: 10.1007/s12561-019-09231-9

Access Statistics for this article

Statistics in Biosciences is currently edited by Hongyu Zhao and Xihong Lin

More articles in Statistics in Biosciences from Springer, International Chinese Statistical Association
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().