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 | 0.0381 | 0.9152 | 0.0694 | 0.0848 | 0.9306 | 0.0441 | 0.9228 | 0.1376 | 0.0226 |
F-meas NC | 0.1973 | 0.8520 | 0.0051 | 0.1480 | 0.9949 | 0.3822 | 0.9205 | 0.4561 | 0.2545 |
G-mean | 0.0362 | 0.9189 | 0.0771 | 0.0811 | 0.9229 | 0.0398 | 0.9208 | 0.1302 | 0.0203 |
G-mean NC | 0.0575 | 0.8955 | 0.0336 | 0.1045 | 0.9664 | 0.0885 | 0.9301 | 0.1988 | 0.0467 |
MCC | 0.0362 | 0.9189 | 0.0771 | 0.0811 | 0.9229 | 0.0398 | 0.9208 | 0.1302 | 0.0203 |
MCC NC | 0.0619 | 0.8931 | 0.0303 | 0.1069 | 0.9697 | 0.0975 | 0.9305 | 0.2093 | 0.0517 |
Precision | 0.0382 | 0.9152 | 0.0694 | 0.0848 | 0.9306 | 0.0441 | 0.9228 | 0.1376 | 0.0226 |
Precision NC | 0.6686 | 0.7846 | 0.0006 | 0.2154 | 0.9994 | 0.7638 | 0.8845 | 0.7702 | 0.7717 |
C | 0.1000 | 0.8693 | 0.0142 | 0.1307 | 0.9858 | 0.1739 | 0.9255 | 0.2868 | 0.0968 |
D | 0.5000 | 0.8398 | 0.0006 | 0.1602 | 0.9994 | 0.7746 | 0.9160 | 0.7771 | 0.7212 |