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Computer Science > Machine Learning

Title: A Closer Look at AUROC and AUPRC under Class Imbalance

Authors: Matthew B. A. McDermott (1), Lasse Hyldig Hansen (2), Haoran Zhang (3), Giovanni Angelotti (4), Jack Gallifant (3) ((1) Harvard Medical School, (2) Aarhus University, (3) Massachusetts Institute of Technology, (4) IRCCS Humanitas Research Hospital)
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 imbalance and might even be a harmful metric, given its inclination to unduly favor model improvements in subpopulations with more frequent positive labels. This bias can inadvertently heighten algorithmic disparities. Prompted by these insights, a thorough review of existing ML literature was conducted, utilizing large language models to analyze over 1.5 million papers from arXiv. Our investigation focused on the prevalence and substantiation of the purported AUPRC superiority. The results expose a significant deficit in empirical backing and a trend of misattributions that have fuelled the widespread acceptance of AUPRC's supposed advantages. Our findings represent a dual contribution: a significant technical advancement in understanding metric behaviors and a stark warning about unchecked assumptions in the ML community. All experiments are accessible at this https URL
Subjects: Machine Learning (cs.LG); Methodology (stat.ME)
Cite as: arXiv:2401.06091 [cs.LG]
  (or arXiv:2401.06091v3 [cs.LG] for this version)

Submission history

From: Matthew McDermott [view email]
[v1] Thu, 11 Jan 2024 18:11:42 GMT (269kb,D)
[v2] Mon, 26 Feb 2024 00:13:22 GMT (528kb,D)
[v3] Thu, 18 Apr 2024 13:25:26 GMT (528kb,D)

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