哪种方法最适合计算不相关数据集的Matthews相关系数(MCC)值?
答案 0 :(得分:6)
我不确定"最好的方法"这里,但给定confusion matrix计算应该是直截了当的。在Python中:
import math
# tp is true positives, fn is false negatives, etc
mcc = (tp*tn - fp*fn) / math.sqrt( (tp + fp)*(tp + fn)*(tn + fp)*(tn + fn) )
答案 1 :(得分:1)
以前的答案是正确的,但是在您的公式中,您可能还想考虑分母中四个和中的任何一个为零的情况;在这种情况下,分母可以任意设置为1。
为了完整起见,我在下面添加了R代码(可以找到原始代码here)
mcc <- function (actual, predicted)
{
# handles zero denominator and verflow error on large-ish products in denominator.
#
# actual = vector of true outcomes, 1 = Positive, 0 = Negative
# predicted = vector of predicted outcomes, 1 = Positive, 0 = Negative
# function returns MCC
TP <- sum(actual == 1 & predicted == 1)
TN <- sum(actual == 0 & predicted == 0)
FP <- sum(actual == 0 & predicted == 1)
FN <- sum(actual == 1 & predicted == 0)
sum1 <- TP+FP; sum2 <-TP+FN ; sum3 <-TN+FP ; sum4 <- TN+FN;
denom <- as.double(sum1)*sum2*sum3*sum4 # as.double to avoid overflow error on large products
if (any(sum1==0, sum2==0, sum3==0, sum4==0)) {
denom <- 1
}
mcc <- ((TP*TN)-(FP*FN)) / sqrt(denom)
return(mcc)
}