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 | 0.0036 | 0.9037 | 0.0668 | 0.0963 | 0.9332 | 0.0452 | 0.9182 | 0.1386 | 0.0232 |
F-meas NC | 0.3479 | 0.8276 | 0.0004 | 0.1724 | 0.9996 | 0.8001 | 0.9094 | 0.8007 | 0.7763 |
G-mean | 0.0035 | 0.9055 | 0.0714 | 0.0945 | 0.9286 | 0.0423 | 0.9169 | 0.1337 | 0.0217 |
G-mean NC | 0.0053 | 0.8787 | 0.0336 | 0.1213 | 0.9664 | 0.0942 | 0.9212 | 0.2014 | 0.0504 |
MCC | 0.0035 | 0.9055 | 0.0714 | 0.0945 | 0.9286 | 0.0423 | 0.9169 | 0.1337 | 0.0217 |
MCC NC | 0.0067 | 0.8746 | 0.0274 | 0.1254 | 0.9726 | 0.1190 | 0.9220 | 0.2274 | 0.0652 |
Precision | 0.0036 | 0.9037 | 0.0668 | 0.0963 | 0.9332 | 0.0452 | 0.9182 | 0.1386 | 0.0232 |
Precision NC | 0.8941 | 0.5714 | 0.0001 | 0.4286 | 0.9999 | 0.6930 | 0.7541 | 0.7115 | 0.8917 |
C | 0.0122 | 0.8551 | 0.0109 | 0.1449 | 0.9891 | 0.2109 | 0.9195 | 0.3182 | 0.1204 |
D | 0.5000 | 0.7892 | 0.0003 | 0.2108 | 0.9997 | 0.8149 | 0.8881 | 0.8152 | 0.8431 |