I tried out a few models on a highly imbalanced sample (~2:100) where I can get decent AUC from ROC (test sample). But when I plot precision-recall (test sample), it looks horrible. Kind of like the worse PR curve in box (d).
This article contains the picture from below and describes that ROC is better suited since it is invariant to class distribution.
My question is if there's anything than can be done to improve precision-recall?