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 | 0.1735 | 0.9173 | 0.0446 | 0.0827 | 0.9554 | 0.0672 | 0.9360 | 0.1738 | 0.0349 |
F-meas NC | 0.3210 | 0.8994 | 0.0213 | 0.1006 | 0.9787 | 0.1358 | 0.9381 | 0.2519 | 0.0739 |
G-mean | 0.1590 | 0.9193 | 0.0496 | 0.0807 | 0.9504 | 0.0614 | 0.9346 | 0.1654 | 0.0318 |
G-mean NC | 0.1992 | 0.9122 | 0.0387 | 0.0878 | 0.9613 | 0.0794 | 0.9363 | 0.1889 | 0.0416 |
MCC | 0.1572 | 0.9195 | 0.0503 | 0.0805 | 0.9497 | 0.0606 | 0.9344 | 0.1643 | 0.0314 |
MCC NC | 0.2054 | 0.9106 | 0.0375 | 0.0894 | 0.9625 | 0.0824 | 0.9360 | 0.1923 | 0.0433 |
Precision | 0.1752 | 0.9169 | 0.0441 | 0.0831 | 0.9559 | 0.0679 | 0.9361 | 0.1747 | 0.0353 |
Precision NC | 0.7930 | 0.8209 | 0.0035 | 0.1791 | 0.9965 | 0.4734 | 0.9024 | 0.5310 | 0.3857 |
C | 0.2500 | 0.9061 | 0.0280 | 0.0939 | 0.9720 | 0.1012 | 0.9383 | 0.2163 | 0.0536 |
D | 0.5000 | 0.8846 | 0.0105 | 0.1154 | 0.9895 | 0.2279 | 0.9355 | 0.3373 | 0.1313 |