Threshold optimization and random undersampling for imbalanced credit card data

Journal of Big Data

Table 9 Results for the CatBoost depth 1 classifier

Technique	Threshold	TPR	FPR	FNR	TNR	F-meas	G-mean	MCC	Precision
F-meas	0.0535	0.9183	0.0529	0.0817	0.9471	0.0571	0.9324	0.1591	0.0295
F-meas NC	0.4056	0.8667	0.0042	0.1333	0.9958	0.4201	0.9288	0.4886	0.2820
G-mean	0.0477	0.9217	0.0600	0.0783	0.9400	0.0510	0.9307	0.1497	0.0262
G-mean NC	0.1089	0.8982	0.0252	0.1018	0.9748	0.1206	0.9355	0.2349	0.0651
MCC	0.0475	0.9217	0.0603	0.0783	0.9397	0.0507	0.9306	0.1493	0.0261
MCC NC	0.1250	0.8947	0.0215	0.1053	0.9785	0.1408	0.9355	0.2552	0.0772
Precision	0.0535	0.9183	0.0529	0.0817	0.9471	0.0571	0.9324	0.1591	0.0295
Precision NC	0.8815	0.6851	0.0005	0.3149	0.9995	0.6875	0.8208	0.7039	0.7591
C	0.1000	0.8992	0.0249	0.1008	0.9751	0.1115	0.9362	0.2273	0.0595
D	0.5000	0.8599	0.0027	0.1401	0.9973	0.5053	0.9259	0.5539	0.3597