Description

The Matthews Correlation Coefficient (MCC) is used as a performance metric. It  may be viewed as a discretization of the Pearson correlation for binary variables.


Parameters:

(1) true positive (TP), as a decimal fraction from 0 to 1

(2) true negative (TN), as a decimal fraction from 0 to 1

(3) false positive (FP), as a decimal fraction from 0 to 1

(4) false negative (FN), as a decimal fraction from 0 to 1

 

A =

= ((TP) * (TN)) - ((FP) * (FN))

 

B =

= (TP + FP) * (TP + FN) * (TN + FP) * (TN + FN)

 

Matthew's correlation coefficient = MCC =

= A / B

 

Interpretation:

• The closer the MCC is to 1 the better the performance.


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