马修斯相关系数(MCC)应取代 ROC AUC,成为评估二元分类的标准指标。

IF 4 3区 生物学 Q1 MATHEMATICAL & COMPUTATIONAL BIOLOGY Biodata Mining Pub Date : 2023-02-17 DOI:10.1186/s13040-023-00322-4
Davide Chicco, Giuseppe Jurman
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引用次数: 0

摘要

二元分类是机器学习和计算统计常用的任务,接收者工作特征曲线下面积(ROC AUC)已成为大多数科学领域评估二元分类的常用标准指标。ROC 曲线的 Y 轴为真阳性率(也称灵敏度或召回率),X 轴为假阳性率,ROC AUC 的范围从 0(最差结果)到 1(完美结果)不等。然而,ROC AUC 有几个缺陷和不足。这个分数是在预测灵敏度和特异性不足的情况下产生的,而且它对分类器获得的正预测值(也称为精确度)和负预测值(NPV)没有任何说明,因此可能会产生夸大的过于乐观的结果。由于只包含 ROC AUC 而不包含精确度和负预测值的情况很常见,研究人员可能会错误地得出分类成功的结论。此外,ROC 空间中的一个给定点并不能确定一个混淆矩阵或一组具有相同 MCC 值的矩阵。事实上,给定的(灵敏度、特异性)对可以覆盖很宽的 MCC 范围,这让人对 ROC AUC 作为性能测量指标的可靠性产生怀疑。相反,只有当分类器在混淆矩阵的所有四个基本比率(灵敏度、特异性、精确度和负预测值)上都获得高分时,马修斯相关系数(MCC)才会在其[计算公式:见正文]区间内产生高分。此外,高 MCC(例如 MCC [公式:见正文] 0.9)总是与高 ROC AUC 相对应,反之亦然。在这篇简短的研究中,我们将解释为什么马修斯相关系数应该取代 ROC AUC,成为所有科学领域涉及二元分类的所有科学研究的标准统计量。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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The Matthews correlation coefficient (MCC) should replace the ROC AUC as the standard metric for assessing binary classification.

Binary classification is a common task for which machine learning and computational statistics are used, and the area under the receiver operating characteristic curve (ROC AUC) has become the common standard metric to evaluate binary classifications in most scientific fields. The ROC curve has true positive rate (also called sensitivity or recall) on the y axis and false positive rate on the x axis, and the ROC AUC can range from 0 (worst result) to 1 (perfect result). The ROC AUC, however, has several flaws and drawbacks. This score is generated including predictions that obtained insufficient sensitivity and specificity, and moreover it does not say anything about positive predictive value (also known as precision) nor negative predictive value (NPV) obtained by the classifier, therefore potentially generating inflated overoptimistic results. Since it is common to include ROC AUC alone without precision and negative predictive value, a researcher might erroneously conclude that their classification was successful. Furthermore, a given point in the ROC space does not identify a single confusion matrix nor a group of matrices sharing the same MCC value. Indeed, a given (sensitivity, specificity) pair can cover a broad MCC range, which casts doubts on the reliability of ROC AUC as a performance measure. In contrast, the Matthews correlation coefficient (MCC) generates a high score in its [Formula: see text] interval only if the classifier scored a high value for all the four basic rates of the confusion matrix: sensitivity, specificity, precision, and negative predictive value. A high MCC (for example, MCC [Formula: see text] 0.9), moreover, always corresponds to a high ROC AUC, and not vice versa. In this short study, we explain why the Matthews correlation coefficient should replace the ROC AUC as standard statistic in all the scientific studies involving a binary classification, in all scientific fields.

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来源期刊
Biodata Mining
Biodata Mining MATHEMATICAL & COMPUTATIONAL BIOLOGY-
CiteScore
7.90
自引率
0.00%
发文量
28
审稿时长
23 weeks
期刊介绍: BioData Mining is an open access, open peer-reviewed journal encompassing research on all aspects of data mining applied to high-dimensional biological and biomedical data, focusing on computational aspects of knowledge discovery from large-scale genetic, transcriptomic, genomic, proteomic, and metabolomic data. Topical areas include, but are not limited to: -Development, evaluation, and application of novel data mining and machine learning algorithms. -Adaptation, evaluation, and application of traditional data mining and machine learning algorithms. -Open-source software for the application of data mining and machine learning algorithms. -Design, development and integration of databases, software and web services for the storage, management, retrieval, and analysis of data from large scale studies. -Pre-processing, post-processing, modeling, and interpretation of data mining and machine learning results for biological interpretation and knowledge discovery.
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