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      The advantages of the Matthews correlation coefficient (MCC) over F1 score and accuracy in binary classification evaluation

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          Abstract

          Background

          To evaluate binary classifications and their confusion matrices, scientific researchers can employ several statistical rates, accordingly to the goal of the experiment they are investigating. Despite being a crucial issue in machine learning, no widespread consensus has been reached on a unified elective chosen measure yet. Accuracy and F 1 score computed on confusion matrices have been (and still are) among the most popular adopted metrics in binary classification tasks. However, these statistical measures can dangerously show overoptimistic inflated results, especially on imbalanced datasets.

          Results

          The Matthews correlation coefficient (MCC), instead, is a more reliable statistical rate which produces a high score only if the prediction obtained good results in all of the four confusion matrix categories (true positives, false negatives, true negatives, and false positives), proportionally both to the size of positive elements and the size of negative elements in the dataset.

          Conclusions

          In this article, we show how MCC produces a more informative and truthful score in evaluating binary classifications than accuracy and F 1 score, by first explaining the mathematical properties, and then the asset of MCC in six synthetic use cases and in a real genomics scenario. We believe that the Matthews correlation coefficient should be preferred to accuracy and F 1 score in evaluating binary classification tasks by all scientific communities.

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          Most cited references64

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          Support vector machines

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            Statistical comparisons of classifiers over multiple data sets

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              Optimal classifier for imbalanced data using Matthews Correlation Coefficient metric

              Data imbalance is frequently encountered in biomedical applications. Resampling techniques can be used in binary classification to tackle this issue. However such solutions are not desired when the number of samples in the small class is limited. Moreover the use of inadequate performance metrics, such as accuracy, lead to poor generalization results because the classifiers tend to predict the largest size class. One of the good approaches to deal with this issue is to optimize performance metrics that are designed to handle data imbalance. Matthews Correlation Coefficient (MCC) is widely used in Bioinformatics as a performance metric. We are interested in developing a new classifier based on the MCC metric to handle imbalanced data. We derive an optimal Bayes classifier for the MCC metric using an approach based on Frechet derivative. We show that the proposed algorithm has the nice theoretical property of consistency. Using simulated data, we verify the correctness of our optimality result by searching in the space of all possible binary classifiers. The proposed classifier is evaluated on 64 datasets from a wide range data imbalance. We compare both classification performance and CPU efficiency for three classifiers: 1) the proposed algorithm (MCC-classifier), the Bayes classifier with a default threshold (MCC-base) and imbalanced SVM (SVM-imba). The experimental evaluation shows that MCC-classifier has a close performance to SVM-imba while being simpler and more efficient.
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                Author and article information

                Contributors
                davidechicco@davidechicco.it
                jurman@fbk.eu
                Journal
                BMC Genomics
                BMC Genomics
                BMC Genomics
                BioMed Central (London )
                1471-2164
                2 January 2020
                2 January 2020
                2020
                : 21
                Affiliations
                [1 ]ISNI 0000 0004 0474 0428, GRID grid.231844.8, Krembil Research Institute, ; Toronto, Ontario, Canada
                [2 ]Peter Munk Cardiac Centre, Toronto, Ontario, Canada
                [3 ]ISNI 0000 0000 9780 0901, GRID grid.11469.3b, Fondazione Bruno Kessler, ; Trento, Italy
                Article
                6413
                10.1186/s12864-019-6413-7
                6941312
                31898477
                44a19859-b041-441f-89ee-b3e699e5a45d
                © The Author(s) 2019

                Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License ( http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. The Creative Commons Public Domain Dedication waiver ( http://creativecommons.org/publicdomain/zero/1.0/) applies to the data made available in this article, unless otherwise stated.

                Categories
                Research Article
                Custom metadata
                © The Author(s) 2020

                Genetics
                matthews correlation coefficient,binary classification,f1 score,confusion matrices,machine learning,biostatistics,accuracy,dataset imbalance,genomics

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