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 | 0.0010 | 0.9161 | 0.0476 | 0.0839 | 0.9524 | 0.0628 | 0.9339 | 0.1675 | 0.0325 |
F-meas NC | 0.4605 | 0.7739 | 0.0002 | 0.2261 | 0.9998 | 0.8286 | 0.8792 | 0.8315 | 0.8961 |
G-mean | 0.0009 | 0.9189 | 0.0527 | 0.0811 | 0.9473 | 0.0573 | 0.9329 | 0.1595 | 0.0296 |
G-mean NC | 0.0015 | 0.9045 | 0.0315 | 0.0955 | 0.9685 | 0.0996 | 0.9357 | 0.2117 | 0.0531 |
MCC | 0.0009 | 0.9189 | 0.0530 | 0.0811 | 0.9470 | 0.0571 | 0.9327 | 0.1592 | 0.0295 |
MCC NC | 0.0016 | 0.9031 | 0.0300 | 0.0969 | 0.9700 | 0.1071 | 0.9357 | 0.2194 | 0.0576 |
Precision | 0.0010 | 0.9161 | 0.0476 | 0.0839 | 0.9524 | 0.0628 | 0.9339 | 0.1675 | 0.0325 |
Precision NC | 0.9418 | 0.3137 | 0.0000 | 0.6863 | 1.0000 | 0.4698 | 0.5552 | 0.5500 | 0.9830 |
C | 0.0017 | 0.8990 | 0.0229 | 0.1010 | 0.9771 | 0.1196 | 0.9371 | 0.2364 | 0.0641 |
D | 0.5000 | 0.7700 | 0.0002 | 0.2300 | 0.9998 | 0.8238 | 0.8771 | 0.8260 | 0.8877 |