mcc.cmatrix.md
mcc.cmatrix
R Documentation
Matthews Correlation Coefficient
Description
A generic S3 function to compute the matthews correlation coefficient
score for a classification model. This function dispatches to S3 methods
in mcc()
and performs no input validation. If you supply NA values or
vectors of unequal length (e.g. length(x) != length(y)
), the
underlying C++
code may trigger undefined behavior and crash your R
session.
Defensive measures
Because mcc()
operates on raw pointers, pointer-level faults (e.g.
from NA or mismatched length) occur before any R
-level error handling.
Wrapping calls in try()
or tryCatch()
will not prevent R
-session
crashes.
To guard against this, wrap mcc()
in a "safe" validator that checks
for NA values and matching length, for example:
safe_mcc <- function(x, y, ...) {
stopifnot(
!anyNA(x), !anyNA(y),
length(x) == length(y)
)
mcc(x, y, ...)
}
Apply the same pattern to any custom metric functions to ensure input
sanity before calling the underlying C++
code.
Efficient multi-metric evaluation
For multiple performance evaluations of a classification model, first
compute the confusion matrix once via cmatrix()
. All other performance
metrics can then be derived from this one object via S3 dispatching:
## compute confusion matrix
confusion_matrix <- cmatrix(actual, predicted)
## evaluate matthews correlation coefficient
## via S3 dispatching
mcc(confusion_matrix)
## additional performance metrics
## below
The mcc.factor()
method calls cmatrix()
internally, so explicitly
invoking mcc.cmatrix()
yourself avoids duplicate computation, yielding
significant speed and memory effciency gains when you need multiple
evaluation metrics.
Usage
## S3 method for class 'cmatrix'
mcc(x, ...)
Arguments
x
A confusion matrix created cmatrix()
.
...
Arguments passed into other methods.
Value
A <double>-value
Other names
The Matthews Correlation Coefficient has other names depending on research field:
\phi
-coefficient,phi()
References
James, Gareth, et al. An introduction to statistical learning. Vol. 112. No. 1. New York: springer, 2013.
Hastie, Trevor. "The elements of statistical learning: data mining, inference, and prediction." (2009).
Pedregosa, Fabian, et al. "Scikit-learn: Machine learning in Python." the Journal of machine Learning research 12 (2011): 2825-2830.
Examples
## Classes and
## seed
set.seed(1903)
classes <- c("Kebab", "Falafel")
## Generate actual
## and predicted classes
actual_classes <- factor(
x = sample(x = classes, size = 1e3, replace = TRUE),
levels = c("Kebab", "Falafel")
)
predicted_classes <- factor(
x = sample(x = classes, size = 1e3, replace = TRUE),
levels = c("Kebab", "Falafel")
)
## Construct confusion
## matrix
confusion_matrix <- SLmetrics::cmatrix(
actual = actual_classes,
predicted = predicted_classes
)
## Evaluate performance
SLmetrics::mcc(confusion_matrix)
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