Good ROC curve but poor precision-recall curve
问题 I have some machine learning results that I don't quite understand. I am using python sciki-learn, with 2+ million data of about 14 features. The classification of 'ab' looks pretty bad on the precision-recall curve, but the ROC for Ab looks just as good as most other groups' classification. What can explain that? 回答1: Class imbalance. Unlike the ROC curve, PR curves are very sensitive to imbalance. If you optimize your classifier for good AUC on an unbalanced data you are likely to obtain