What is Youden's J statistic and how is it used?
mediumAnswer
- J = sensitivity + specificity - 1.
- It's the vertical distance from the ROC curve to the diagonal at a given operating point.
- The threshold that maximizes J is the 'Youden optimal' operating point — often used in medical statistics to pick a screening cutoff that balances sensitivity and specificity.
- Assumes equal cost of FP and FN — use cost-weighted variants when they differ.
Check yourself — multiple choice
- J = precision + recall
- J = sensitivity + specificity − 1; the optimal J point on the ROC balances the two
- J is always 0
- J is only defined for regression
Youden's J = sens + spec − 1. Optimal threshold when FP and FN cost equally.
#metrics#classification#calibration
Practise Supervised Learning
215 interview questions in this topic.
Related questions
- What is log loss (cross-entropy) and what does a specific value mean?
- What is the Brier score and how does it compare to log loss?
- How do you select the decision threshold for a binary classifier?
- Precision vs recall — when do you optimize each?
- How do you read a confusion matrix and derive the key metrics?
- How does temperature scaling calibrate a classifier's probabilities?