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 | 0.0005 | 0.8929 | 0.0752 | 0.1071 | 0.9248 | 0.0400 | 0.9085 | 0.1285 | 0.0205 |
F-meas NC | 0.3299 | 0.7547 | 0.0002 | 0.2453 | 0.9998 | 0.7997 | 0.8682 | 0.8019 | 0.8550 |
G-mean | 0.0005 | 0.8996 | 0.0836 | 0.1004 | 0.9164 | 0.0362 | 0.9078 | 0.1220 | 0.0185 |
G-mean NC | 0.0014 | 0.8612 | 0.0247 | 0.1388 | 0.9753 | 0.1632 | 0.9161 | 0.2644 | 0.0951 |
MCC | 0.0005 | 0.8996 | 0.0836 | 0.1004 | 0.9164 | 0.0362 | 0.9078 | 0.1220 | 0.0185 |
MCC NC | 0.0033 | 0.8524 | 0.0123 | 0.1476 | 0.9877 | 0.2766 | 0.9173 | 0.3654 | 0.1751 |
Precision | 0.0005 | 0.8929 | 0.0752 | 0.1071 | 0.9248 | 0.0400 | 0.9085 | 0.1285 | 0.0205 |
Precision NC | 0.8217 | 0.4545 | 0.0000 | 0.5455 | 1.0000 | 0.6190 | 0.6729 | 0.6659 | 0.9805 |
C | 0.0017 | 0.8498 | 0.0089 | 0.1502 | 0.9911 | 0.2459 | 0.9176 | 0.3471 | 0.1440 |
D | 0.5000 | 0.6898 | 0.0001 | 0.3102 | 0.9999 | 0.7832 | 0.8302 | 0.7906 | 0.9074 |