The Matthews correlation coefficient (MCC) should replace the ROC AUC as the standard metric for assessing binary
Davide Chicco1, Giuseppe Jurman2
1Institute of Health Policy Management and Evaluation, University of Toronto, 155 College Street, M5T 3M7, Toronto, Ontario, Canada. davidechicco@davidechicco.it.
Biodata Mining
|February 21, 2023
Summary
The Matthews correlation coefficient (MCC) offers a more reliable evaluation of binary classification models than the ROC AUC. MCC considers all four key metrics, providing a balanced assessment for improved scientific accuracy.
Area of Science:
- Machine Learning
- Computational Statistics
- Biostatistics
Background:
- Binary classification is a key task in machine learning and statistics.
- The Area Under the Receiver Operating Characteristic Curve (ROC AUC) is a widely used metric for evaluating binary classifiers.
- However, ROC AUC has limitations, including potential overoptimistic results and insensitivity to specific performance aspects.
Purpose of the Study:
- To highlight the drawbacks of using ROC AUC as a sole performance metric for binary classification.
- To advocate for the adoption of the Matthews correlation coefficient (MCC) as a superior alternative.
- To emphasize the importance of a comprehensive evaluation of classification models.
Main Methods:
- Comparative analysis of ROC AUC and MCC.
- Examination of the components of the confusion matrix (sensitivity, specificity, precision, negative predictive value).
- Discussion of the mathematical properties and interpretation of both metrics.
Main Results:
- ROC AUC can be misleading as it doesn't account for all predictive values and can obscure poor performance in specific areas.
- MCC provides a balanced measure by considering all four fundamental rates of the confusion matrix.
- A high MCC score reliably indicates a high-performing classifier across all metrics, whereas a high ROC AUC does not guarantee this.
Conclusions:
- The Matthews correlation coefficient (MCC) is a more robust and reliable metric for evaluating binary classification performance.
- Researchers should prioritize MCC over ROC AUC to avoid overoptimistic conclusions and ensure accurate assessment of classifier efficacy.
- Adopting MCC as the standard metric will enhance the rigor and reproducibility of scientific studies employing binary classification.
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