I am dealing with a highly imbalanced classes problem. Accuracy is of course not a good performance metric in such cases, So I want to calculate either ROC AUC sore or AUC precision-recall score but I'm not sure which metric among the two is better for assessing imbalanced classes model.
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Related: What does it mean that AUC is a semi-proper scoring rule?
You should really be using a proper scoring rule. More information can be found at the tag wiki.
Why is LogLoss preferred over other proper scoring rules? specifically presents arguments for and against the log and the Brier score, which are two of the most common proper scoring rules.
answered Mar 15, 2021 at 12:45