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Nice writeup. F1, balanced accuracy, etc. In truth it depends on your problem and what a practical "best" solution is, especially in imbalanced scenarios, but M
by lamename 1y ago
Nice writeup.
F1, balanced accuracy, etc. In truth it depends on your problem and what a practical "best" solution is, especially in imbalanced scenarios, but Matthews Correlation Coefficient (MCC) is probably the best comprehensive and balanced blind go-to metric, because it guarantees that more portions of the confusion matrix are good [0,1].
I made a quick interactive, graphical exploration to demonstrate this in python [2].
[0]: https://biodatamining.biomedcentral.com/articles/10.1186/s13040-023-00322-4 https://biodatamining.biomedcentral.com/articles/10.1186/s13...
[1]: https://biodatamining.biomedcentral.com/articles/10.1186/s13040-021-00244-z https://biodatamining.biomedcentral.com/articles/10.1186/s13...
[2]: https://www.glidergrid.xyz/post-archive/understanding-the-roc-curve-and-beyond https://www.glidergrid.xyz/post-archive/understanding-the-ro...
- klysm 1y agoMCC also generalizes to multi-class well. I wish it had a better name though. It seems like F1 score has better marketing
- andersource 1y agoReally neat visualization! And thanks for the tip on MCC. Out of curiosity I plugged it to the same visualization (performance vs. class weight when optimized with BCE) and it behaves similar to F1, i.e. best without weighting.