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A comparison of MCC and CEN error measures in multi-class prediction
Giuseppe Jurman1, Samantha Riccadonna, Cesare Furlanello
1Fondazione Bruno Kessler, Trento, Italy. jurman@fbk.eu
Abstract:
We show that the Confusion Entropy, a measure of performance in multiclass problems has a strong (monotone) relation with the multiclass generalization of a classical metric, the Matthews Correlation Coefficient. Analytical results are provided for the limit cases of general no-information (n-face dice rolling) of the binary classification. Computational evidence supports the claim in the general case.
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