From: Threshold optimization and random undersampling for imbalanced credit card data
Technique | Threshold | TPR | FPR | FNR | TNR | F-meas | G-mean | MCC | Precision |
---|---|---|---|---|---|---|---|---|---|
F-meas | 0.0012 | 0.9087 | 0.0678 | 0.0913 | 0.9322 | 0.0446 | 0.9202 | 0.1380 | 0.0229 |
F-meas NC | 0.1975 | 0.7735 | 0.0002 | 0.2265 | 0.9998 | 0.8143 | 0.8790 | 0.8159 | 0.8628 |
G-mean | 0.0012 | 0.9114 | 0.0734 | 0.0886 | 0.9266 | 0.0414 | 0.9188 | 0.1326 | 0.0212 |
G-mean NC | 0.0026 | 0.8807 | 0.0262 | 0.1193 | 0.9738 | 0.1164 | 0.9258 | 0.2274 | 0.0631 |
MCC | 0.0011 | 0.9114 | 0.0737 | 0.0886 | 0.9263 | 0.0413 | 0.9186 | 0.1323 | 0.0211 |
MCC NC | 0.0037 | 0.8725 | 0.0198 | 0.1275 | 0.9802 | 0.1639 | 0.9245 | 0.2715 | 0.0942 |
Precision | 0.0012 | 0.9087 | 0.0678 | 0.0913 | 0.9322 | 0.0446 | 0.9202 | 0.1380 | 0.0229 |
Precision NC | 0.6220 | 0.4836 | 0.0000 | 0.5164 | 1.0000 | 0.6437 | 0.6939 | 0.6844 | 0.9740 |
C | 0.0017 | 0.8937 | 0.0390 | 0.1063 | 0.9610 | 0.0739 | 0.9266 | 0.1809 | 0.0386 |
D | 0.5000 | 0.5652 | 0.0001 | 0.4348 | 0.9999 | 0.7047 | 0.7513 | 0.7275 | 0.9386 |