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Posted to issues@spark.apache.org by "Hyukjin Kwon (Jira)" <ji...@apache.org> on 2019/10/08 05:42:19 UTC

[jira] [Resolved] (SPARK-24431) wrong areaUnderPR calculation in BinaryClassificationEvaluator

     [ https://issues.apache.org/jira/browse/SPARK-24431?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Hyukjin Kwon resolved SPARK-24431.
----------------------------------
    Resolution: Incomplete

> wrong areaUnderPR calculation in BinaryClassificationEvaluator 
> ---------------------------------------------------------------
>
>                 Key: SPARK-24431
>                 URL: https://issues.apache.org/jira/browse/SPARK-24431
>             Project: Spark
>          Issue Type: Bug
>          Components: ML
>    Affects Versions: 2.2.0
>            Reporter: Xinyong Tian
>            Priority: Major
>              Labels: bulk-closed
>
> My problem, I am using CrossValidator(estimator=LogisticRegression(...), ...,  evaluator=BinaryClassificationEvaluator(metricName='areaUnderPR'))  to select best model. when the regParam in logistict regression is very high, no variable will be selected (no model), ie every row 's prediction is same ,eg. equal event rate (baseline frequency). But at this point,  BinaryClassificationEvaluator set the areaUnderPR highest. As a result  best model seleted is a no model. 
> the reason is following.  at time of no model, precision recall curve will be only two points: at recall =0, precision should be set to  zero , while the software set it to 1. at recall=1, precision is the event rate. As a result, the areaUnderPR will be close 0.5 (my even rate is very low), which is maximum .
> the solution is to set precision =0 when recall =0.



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