EasyDeepLearn

What is the Matthews Correlation Coefficient (MCC) and when should you use it?

medium

Answer

  • MCC = (TP*TN - FP*FN) / sqrt((TP+FP)(TP+FN)(TN+FP)(TN+FN)) — the Pearson correlation coefficient between predicted and true binary labels.
  • Range [-1, 1]: 1 perfect, 0 chance, -1 perfectly wrong.
  • Its advantage over F1: symmetric in positive and negative classes (F1 ignores TN), so it's a fair single-number summary even on imbalanced data.
  • Great for reporting binary classifier quality in one number.
Check yourself — multiple choice
  • MCC is the same as accuracy
  • It's the correlation between predicted and true labels — symmetric across classes and robust on imbalance
  • MCC only works for regression
  • MCC is always positive

MCC = Pearson correlation of predicted vs true; symmetric across classes ⇒ great on imbalance.

#metrics#classification#imbalance

Practise Supervised Learning

215 interview questions in this topic.

Related questions