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 | 0.0083 | 0.9096 | 0.0607 | 0.0904 | 0.9393 | 0.0500 | 0.9241 | 0.1469 | 0.0257 |
F-meas NC | 0.1187 | 0.8405 | 0.0008 | 0.1595 | 0.9992 | 0.7396 | 0.9163 | 0.7453 | 0.6637 |
G-mean | 0.0076 | 0.9136 | 0.0692 | 0.0864 | 0.9308 | 0.0438 | 0.9220 | 0.1370 | 0.0224 |
G-mean NC | 0.0155 | 0.8870 | 0.0245 | 0.1130 | 0.9755 | 0.1209 | 0.9300 | 0.2340 | 0.0654 |
MCC | 0.0076 | 0.9136 | 0.0693 | 0.0864 | 0.9307 | 0.0437 | 0.9220 | 0.1370 | 0.0224 |
MCC NC | 0.0169 | 0.8844 | 0.0214 | 0.1156 | 0.9786 | 0.1352 | 0.9301 | 0.2487 | 0.0739 |
Precision | 0.0083 | 0.9096 | 0.0607 | 0.0904 | 0.9393 | 0.0500 | 0.9241 | 0.1469 | 0.0257 |
Precision NC | 0.6452 | 0.6098 | 0.0001 | 0.3902 | 0.9999 | 0.7219 | 0.7791 | 0.7368 | 0.8960 |
C | 0.0122 | 0.8947 | 0.0321 | 0.1053 | 0.9679 | 0.0881 | 0.9305 | 0.1994 | 0.0464 |
D | 0.5000 | 0.7206 | 0.0002 | 0.2794 | 0.9998 | 0.7903 | 0.8482 | 0.7945 | 0.8780 |