Improve AUC-PR Calculation

[exalate-issue-sync]

Improve our AUC-PR calculation which currently uses linear interpolation. The following article states that in the "PR space it is incorrect to linearly interpolate between points" (see: http://pages.cs.wisc.edu/~jdavis/davisgoadrichcamera2.pdf). XGBoost's AUC-PR implementation is more sophisticated (see: https://github.com/dmlc/xgboost/blob/2abe69d7744b4f695ffcf89a6add16233bfc7986/src/metric/rank_metric.cc#L446)

[exalate-issue-sync]

Michal Kurka commented: Link to a current XGBoost implementation[https://github.com/dmlc/xgboost/blob/master/src/metric/rank_metric.cc#L511|https://github.com/dmlc/xgboost/blob/master/src/metric/rank_metric.cc#L511|smart-link]

[h2o-ops]

JIRA Issue Migration Info

Jira Issue: PUBDEV-7087
Assignee: Veronika Maurerová
Reporter: Megan Kurka
State: Resolved
Fix Version: 3.30.0.1
Attachments: N/A
Development PRs: Available

Linked PRs from JIRA

#4433