Threshold optimization and random undersampling for imbalanced credit card data

Journal of Big Data

Table 3 Results for the CatBoost depth 5 classifier

Technique	Threshold	TPR	FPR	FNR	TNR	F-meas	G-mean	MCC	Precision
F-meas	0.0018	0.9039	0.0150	0.0961	0.9850	0.1764	0.9434	0.2935	0.0982
F-meas NC	0.3541	0.8053	0.0001	0.1947	0.9999	0.8687	0.8970	0.8717	0.9449
G-mean	0.0015	0.9063	0.0180	0.0937	0.9820	0.1514	0.9432	0.2698	0.0829
G-mean NC	0.0023	0.8970	0.0108	0.1030	0.9892	0.2395	0.9418	0.3476	0.1405
MCC	0.0015	0.9063	0.0180	0.0937	0.9820	0.1510	0.9432	0.2695	0.0826
MCC NC	0.0023	0.8970	0.0108	0.1030	0.9892	0.2395	0.9418	0.3476	0.1405
Precision	0.0018	0.9039	0.0150	0.0961	0.9850	0.1764	0.9434	0.2935	0.0982
Precision NC	0.4869	0.7953	0.0001	0.2047	0.9999	0 .8676	0.8915	0.8714	0.9560
C	0.0017	0.9037	0.0147	0.0963	0.9853	0.1755	0.9435	0.2934	0.0973
D	0.5000	0.7937	0.0001	0.2063	0.9999	0.8665	0.8905	0.8704	0.9559