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@winding-lines
Created July 16, 2019 14:25
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Stats, ML

The Relationship Between Precision-Recall and ROC Curves

PR

  • Precision vs Recall
  • better with highly skewed datasets

ROC recommended by Provost et al. (1998)

  • Receiver Operator Characteristic
  • True Positive Rate (fraction of positive examples correctly labeled) vs False Positive Rate (fraction of negative examples misclassified as positive)
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