Dataset Information

Optimal classifier for imbalanced data using Matthews Correlation Coefficient metric.

ABSTRACT: Data imbalance is frequently encountered in biomedical applications. Resampling techniques can be used in binary classification to tackle this issue. However such solutions are not desired when the number of samples in the small class is limited. Moreover the use of inadequate performance metrics, such as accuracy, lead to poor generalization results because the classifiers tend to predict the largest size class. One of the good approaches to deal with this issue is to optimize performance metrics that are designed to handle data imbalance. Matthews Correlation Coefficient (MCC) is widely used in Bioinformatics as a performance metric. We are interested in developing a new classifier based on the MCC metric to handle imbalanced data. We derive an optimal Bayes classifier for the MCC metric using an approach based on Frechet derivative. We show that the proposed algorithm has the nice theoretical property of consistency. Using simulated data, we verify the correctness of our optimality result by searching in the space of all possible binary classifiers. The proposed classifier is evaluated on 64 datasets from a wide range data imbalance. We compare both classification performance and CPU efficiency for three classifiers: 1) the proposed algorithm (MCC-classifier), the Bayes classifier with a default threshold (MCC-base) and imbalanced SVM (SVM-imba). The experimental evaluation shows that MCC-classifier has a close performance to SVM-imba while being simpler and more efficient.

SUBMITTER: Boughorbel S

PROVIDER: S-EPMC5456046 | biostudies-literature | 2017

REPOSITORIES: biostudies-literature

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Optimal classifier for imbalanced data using Matthews Correlation Coefficient metric.

Boughorbel Sabri S Jarray Fethi F El-Anbari Mohammed M

PloS one 20170602 6

Data imbalance is frequently encountered in biomedical applications. Resampling techniques can be used in binary classification to tackle this issue. However such solutions are not desired when the number of samples in the small class is limited. Moreover the use of inadequate performance metrics, such as accuracy, lead to poor generalization results because the classifiers tend to predict the largest size class. One of the good approaches to deal with this issue is to optimize performance metri ...[more]

PMID: 28574989

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Project description:The accuracy of a classification is fundamental to its interpretation, use and ultimately decision making. Unfortunately, the apparent accuracy assessed can differ greatly from the true accuracy. Mis-estimation of classification accuracy metrics and associated mis-interpretations are often due to variations in prevalence and the use of an imperfect reference standard. The fundamental issues underlying the problems associated with variations in prevalence and reference standard quality are revisited here for binary classifications with particular attention focused on the use of the Matthews correlation coefficient (MCC). A key attribute claimed of the MCC is that a high value can only be attained when the classification performed well on both classes in a binary classification. However, it is shown here that the apparent magnitude of a set of popular accuracy metrics used in fields such as computer science medicine and environmental science (Recall, Precision, Specificity, Negative Predictive Value, J, F1, likelihood ratios and MCC) and one key attribute (prevalence) were all influenced greatly by variations in prevalence and use of an imperfect reference standard. Simulations using realistic values for data quality in applications such as remote sensing showed each metric varied over the range of possible prevalence and at differing levels of reference standard quality. The direction and magnitude of accuracy metric mis-estimation were a function of prevalence and the size and nature of the imperfections in the reference standard. It was evident that the apparent MCC could be substantially under- or over-estimated. Additionally, a high apparent MCC arose from an unquestionably poor classification. As with some other metrics of accuracy, the utility of the MCC may be overstated and apparent values need to be interpreted with caution. Apparent accuracy and prevalence values can be mis-leading and calls for the issues to be recognised and addressed should be heeded.

Dataset Information

Optimal classifier for imbalanced data using Matthews Correlation Coefficient metric.

Publications

Optimal classifier for imbalanced data using Matthews Correlation Coefficient metric.

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