Evaluation: from precision, recall and F-measure to ROC, informedness, markedness and correlation

Оценка: от precision, recall и F-меры к ROC, informedness, markedness и корреляции
David Powers
2020-10-11

CorrelationF-MeasureInformednessMarkednessPrecisionROCRand AccuracyRecallSignificancechance-corrected evaluationdichotomous and multi-class extension
Commonly used evaluation measures including Recall, Precision, F-Measure and Rand Accuracy are biased and should not be used without clear understanding of the biases, and corresponding identification of chance or base case levels of the statistic. Using these measures a system that performs worse in the objective sense of Informedness, can appear to perform better under any of these commonly used measures. We discuss several concepts and measures that reflect the probability that prediction is informed versus chance. Informedness and introduce Markedness as a dual measure for the probability that prediction is marked versus chance. Finally we demonstrate elegant connections between the concepts of Informedness, Markedness, Correlation and Significance as well as their intuitive relationships with Recall and Precision, and outline the extension from the dichotomous case to the general multi-class case.
1
A system can score better on Precision/Recall/F-measure yet perform worse by the objective measure of Informedness.
2
Common evaluation measures like Recall, Precision, F-measure and Rand Accuracy are biased and can be misleading without accounting for chance or base rates.
3
Markedness is introduced as a dual measure assessing the probability that prediction is marked versus chance.
4
The authors demonstrate formal connections between Informedness, Markedness, Correlation, Significance and their relationships to Recall and Precision, and provide an extension to multi-class cases.
5
The paper advocates measures that reflect the probability that prediction is informed versus chance, notably Informedness.

Evaluation measures for binary and multiclass predictive systems (Recall, Precision, F-Measure, Rand Accuracy, ROC-related measures, Informedness, Markedness, Correlation)

Biases, chance/base-rate effects and relationships among evaluation metrics, and the properties of Informedness, Markedness, Correlation (and their connections to Recall, Precision, ROC and significance) including extension from dichotomous to multiclass cases

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2020-10-11
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David Powers
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