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 | 0.0170 | 0.9270 | 0.0587 | 0.0730 | 0.9413 | 0.0520 | 0.9340 | 0.1519 | 0.0268 |
F-meas NC | 0.3684 | 0.8465 | 0.0013 | 0.1535 | 0.9987 | 0.6562 | 0.9193 | 0.6736 | 0.5395 |
G-mean | 0.0156 | 0.9305 | 0.0650 | 0.0695 | 0.9350 | 0.0474 | 0.9326 | 0.1446 | 0.0243 |
G-mean NC | 0.0355 | 0.9041 | 0.0252 | 0.0959 | 0.9748 | 0.1181 | 0.9386 | 0.2338 | 0.0635 |
MCC | 0.0155 | 0.9307 | 0.0654 | 0.0693 | 0.9346 | 0.0472 | 0.9325 | 0.1443 | 0.0242 |
MCC NC | 0.0422 | 0.8994 | 0.0201 | 0.1006 | 0.9799 | 0.1411 | 0.9386 | 0.2578 | 0.0769 |
Precision | 0.0170 | 0.9270 | 0.0587 | 0.0730 | 0.9413 | 0.0520 | 0.9340 | 0.1519 | 0.0268 |
Precision NC | 0.9873 | 0.3665 | 0.0001 | 0.6335 | 0.9999 | 0.4655 | 0.5745 | 0.5312 | 0.8709 |
C | 0.0357 | 0.9037 | 0.0231 | 0.0963 | 0.9769 | 0.1193 | 0.9394 | 0.2367 | 0.0639 |
D | 0.5000 | 0.8327 | 0.0009 | 0.1673 | 0.9991 | 0.7092 | 0.9119 | 0.7171 | 0.6197 |