The Matthews correlation coefficient (MCC) is more informative than Cohen's kappa and Brier score in binary classification assessment

Davide Chicco*, Matthijs J. Warrens, Giuseppe Jurman

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)

Abstract

Even if measuring the outcome of binary classifications is a pivotal task in machine learning and statistics, no consensus has been reached yet about which statistical rate to employ to this end. In the last century, the computer science and statistics communities have introduced several scores summing up the correctness of the predictions with respect to the ground truth values. Among these scores, the Matthews correlation coefficient (MCC) was shown to have several advantages over confusion entropy, accuracy, F1 score, balanced accuracy, bookmaker informedness, markedness, and diagnostic odds ratio: MCC, in fact, produces a high score only if the majority of the predicted negative data instances and the majority of the positive data instances are correct, and therefore it results being very trustworthy on imbalanced datasets. In this study, we compare MCC with two other popular scores: Cohen’s Kappa, a metric that originated in social sciences, and the Brier score, a strictly proper scoring function which emerged in weather forecasting studies. After explaining the mathematical properties and the relationships between MCC and each of these two rates, we report some use cases where these scores generate different values, which lead to discordant outcomes, where MCC provides a more truthful and informative result. We highlight the reasons why it is more advisable to use MCC rather that Cohen’s Kappa and the Brier score to evaluate binary classifications.

Original languageEnglish
Article number9440903
Pages (from-to)78368-78381
Number of pages14
JournalIEEE Access
Volume9
DOIs
Publication statusPublished - 26-May-2021

Keywords

  • applied machine learning
  • binary classification
  • Blogs
  • Brier score
  • Calibration
  • Cohen’s Kappa
  • confusion matrix
  • Correlation
  • Machine learning
  • Matthews correlation coefficient
  • Measurement
  • Standards
  • supervised machine learning
  • Task analysis

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