Using the WeakLearn algorithm from the original RankBoost paper, how do you set the optimal threshold to maximize AU-RPC (instead of AUC)? And, once that threshold is set, how do you calculate the AU-RPC for use in calculating alpha?
This paper suggests that the "area under the recall-precision curve [is] a much better metric [than AUC] when working with highly skewed data sets", which is my current application. The paper proposes a modification of RankBoost.B that purports to maximize AU-RPC. However, the authors are using learners based on first-order clauses, while I need to use the originally proposed WeakLearn learners. How can I apply the same idea with the original learner algorithm?