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Nonparametric estimation of the precision-recall curve

  • CNRS LTCI
  • Université Paris-Saclay

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

22 Citations (Scopus)

Abstract

The Precision-Recall (PR) curve is a widely used visual tool to evaluate the performance of scoring functions in regards to their capacities to discriminate between two populations. The purpose of this paper is to examine both theoretical and practical issues related to the statistical estimation of PR curves based on classification data. Consistency and asymptotic normality of the empirical counterpart of the PR curve in sup norm are rigorously established. Eventually, the issue of building confidence bands in the PR space is considered and a specific resampling procedure based on a smoothed and truncated version of the empirical distribution of the data is promoted. Arguments of theoretical and computational nature are presented to explain why such a bootstrap is preferable to a "naive" bootstrap in this setup.

Original languageEnglish
Title of host publicationProceedings of the 26th International Conference On Machine Learning, ICML 2009
PublisherOmnipress
Pages185-192
Number of pages8
ISBN (Print)9781605585161
DOIs
Publication statusPublished - 1 Jan 2009
Externally publishedYes
Event26th International Conference On Machine Learning, ICML 2009 - Montreal, QC, Canada
Duration: 14 Jun 2009 → 18 Jun 2009

Publication series

NameProceedings of the 26th International Conference On Machine Learning, ICML 2009

Conference

Conference26th International Conference On Machine Learning, ICML 2009
Country/TerritoryCanada
CityMontreal, QC
Period14/06/09 → 18/06/09

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