Area under the precision-recall curve: Point estimates and confidence intervals

Abstract

The area under the precision-recall curve (AUCPR) is a single number summary of the information in the precision-recall (PR) curve. Similar to the receiver operating characteristic curve, the PR curve has its own unique properties that make estimating its enclosed area challenging. Besides a point estimate of the area, an interval estimate is often required to express magnitude and uncertainty. In this paper we perform a computational analysis of common AUCPR estimators and their confidence intervals. We find both satisfactory estimates and invalid procedures and we recommend two simple intervals that are robust to a variety of assumptions. © 2013 Springer-Verlag.