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by aabaker99 1682 days ago
While I agree with your overall sentiment, it is important to understand the relationship between class (im)balance and ROC curve performance. A very short article which does a great job explaining this is [0]. There are, of course, other performance metrics that are appropriate in the presence of class imbalance, such as precision-recall curves, so I wouldn't go so far as to say "metrics on biased data are going to be biased". Some metrics can correct for the class imbalance bias. Others can't.

[0] https://www.researchgate.net/profile/Jake-Lever/publication/...

1 comments

What do you mean by class imbalance bias?