Precision-recall operating characteristic (P-ROC) curves in imprecise environments

Traditionally, machine learning algorithms have been evaluated in applications where assumptions can be reliably made about class priors and/or misclassification costs. In this paper, we consider the case of imprecise environments, where little may be known about these factors and they may well vary significantly when the system is applied. Specifically, the use of precision-recall analysis is investigated and compared to the more well known performance measures such as error-rate and the receiver operating characteristic (ROC). We argue that while ROC analysis is invariant to variations in class priors, this invariance in fact hides an important factor of the evaluation in imprecise environments. Therefore, we develop a generalised precision-recall analysis methodology in which variation due to prior class probabilities is incorporated into a multi-way analysis of variance (ANOVA). The increased sensitivity and reliability of this approach is demonstrated in a remote sensing application