Jacqueline M. Hughes-Oliver

Jeremy R. Ash, Jacqueline M. Hughes-Oliver

In virtual screening for drug discovery, hit enrichment curves are widely used to assess the performance of ranking algorithms with regard to their ability to identify early enrichment. Unfortunately, researchers almost never consider the uncertainty associated with estimating such curves before declaring differences between performance of competing algorithms. Appropriate inference is complicated by two sources of correlation that are often overlooked: correlation across different testing fractions within a single algorithm, and correlation between competing algorithms. Additionally, researchers are often interested in making comparisons along the entire curve, not only at a few testing fractions. We develop inferential procedures to address both the needs of those interested in a few testing fractions, as well as those interested in the entire curve. For the former, four hypothesis testing and (pointwise) confidence intervals are investigated, and a newly developed EmProc approach is found to be most effective. For inference along entire curves, EmProc-based confidence bands are recommended for simultaneous coverage and minimal width. Our inferential procedures trivially extend to enrichment factors, as well.

Jacqueline M. Hughes-Oliver

The ROC curve is widely used to assess the quality of prediction/classification/ranking algorithms, and its properties have been extensively studied. The precision-recall (PR) curve has become the de facto replacement for the ROC curve in the presence of imbalance, namely where one class is far more likely than the other class. While the PR and ROC curves tend to be used interchangeably, they have some very different properties. Properties of the PR curve are the focus of this paper. We consider: (1) population PR curves, where complete distributional assumptions are specified for scores from both classes; and (2) empirical estimators of the PR curve, where we observe scores and no distributional assumptions are made. The properties have direct consequence on how the PR curve should, and should not, be used. For example, the empirical PR curve is not consistent when scores in the class of primary interest come from discrete distributions. On the other hand, a normal approximation can fit quite well for points on the empirical PR curve from continuously-defined scores, but convergence can be heavily influenced by the distributional setting, the amount of imbalance, and the point of interest on the PR curve.