Contingency Space

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Metric Calculations

Accuracy

\({tp + tn} \over {p + n}\)

Accuracy measures how many correct instances were predicted divided by total number of instances.

Balanced Accuracy

\({1 \over 2}{({tp + tn}) \over ({p + n})}\)

Calculates average of proportion of correctly predicted classes.

Geometric Mean

\(({tp \over p} * {tn \over n})^{1 \over 2}\)

Product of true positive over positive instances and true negatives over negative instance inversed.

Precision

\({tp} \over {p}^¬\)

Indicates the proportion of the data points that are relevant.

Recall

\({tp} \over {p}\)

Indicates the proportion of the data points that are relevant.

F1-Score

\({2*{pre * rec} \over {pre + rec}}\)

Weighted average of Precision and Recall.


Gilbert's Skill Score

\({tp - r} \over {tp + fp + fn - r}\)

Doolittle's Skill Score

\(({tp * tn - fp * fn})^2 \over {(tp + fp) * (tp + fn) * p * n}\)

True Skill Statistic

\({tp \over p} - {fp \over n}\)

Represents the matches and also mismatches between observatiosn and predictions.

Heidke Skill Score

\({2*((tp * tn) - (fn * fp))} \over {p * (fn + tn) + n * (tp + fp)}\)

A measure of skill in forecasts. Finds the correct number of forecasts.

Youden Index

\({tp * tn - fn * fp} \over {(tp + fn) * (fp + tn)}\)

Captures performance of a dichotomous diagnostic test.

Tau

\(({({fp \over n})^2 + ({fn \over p})^2})^{1 \over 2}\)