马修斯相关系数的非对称属性 相关系数
Yuki Itaya1, Jun Tamura2, Kenichi Hayashi3
1Graduate School of Science and Technology, Keio University, Yokohama, Japan.
Statistics in medicine
|December 17, 2024
概括
本研究介绍了马修斯相关系数 (MCC) 的统计推理方法,这是对分类性能的一种可靠指标. 它为MCC提供了置信区间,改善了机器学习和统计学中的可靠性评估.
科学领域:
- 统计 统计 统计 统计
- 机器学习 机器学习
- 数据科学数据科学数据科学
背景情况:
- 分类评估在统计和机器学习中至关重要,影响医疗保健等领域的关键决策.
- 马修斯相关系数 (MCC) 是一个可靠的指标,特别是在不平衡的数据集.
- 在MCC的统计推断中存在研究差距,导致过度依赖点估计.
研究的目的:
- 引入和评估用于构建单个MCC的非对称置信区间的方法.
- 开发对配对设计中MCC之间的差异的置信区间的方法.
- 为了解决MCC缺乏统计推断的问题,提高可靠性评估.
主要方法:
- 为单个MCC开发非对称的置信区间方法.
- 构建对配对数据的MCC差异的置信区间.
- 模拟研究用于评估有限样本性能和比较方法.
主要成果:
- 通过对各种场景进行模拟,对拟议的置信区间方法进行评估.
- 对不同推断技术的有限样本行为和性能进行比较.
- 通过对二进制分类器进行比较的真实数据分析来证明实用的实用性.
结论:
- 该研究为马修斯相关系数提供了重要的统计推理工具.
- 这些发现有助于对分类绩效指标的可靠性评估.
- 这项研究为在现实场景中比较二进制分类器提供了实际应用.
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