Template:Confusion matrix terms

From HandWiki
Terminology and derivations
from a confusion matrix
condition positive (P)
the number of real positive cases in the data
condition negative (N)
the number of real negative cases in the data

true positive (TP)
eqv. with hit
true negative (TN)
eqv. with correct rejection
false positive (FP)
eqv. with false alarm, Type I error
false negative (FN)
eqv. with miss, Type II error

sensitivity, recall, hit rate, or true positive rate (TPR)
[math]\displaystyle{ \mathrm{TPR} = \frac {\mathrm{TP}} {\mathrm{P}} = \frac {\mathrm{TP}} {\mathrm{TP}+\mathrm{FN}}= 1 - \mathrm{FNR} }[/math]
specificity, selectivity or true negative rate (TNR)
[math]\displaystyle{ \mathrm{TNR} = \frac {\mathrm{TN}} {\mathrm{N}} = \frac {\mathrm{TN}} {\mathrm{TN} + \mathrm{FP}} = 1 - \mathrm{FPR} }[/math]
precision or positive predictive value (PPV)
[math]\displaystyle{ \mathrm{PPV} = \frac {\mathrm{TP}} {\mathrm{TP} + \mathrm{FP}} = 1 - \mathrm{FDR} }[/math]
negative predictive value (NPV)
[math]\displaystyle{ \mathrm{NPV} = \frac {\mathrm{TN}} {\mathrm{TN} + \mathrm{FN}} = 1 - \mathrm{FOR} }[/math]
miss rate or false negative rate (FNR)
[math]\displaystyle{ \mathrm{FNR} = \frac {\mathrm{FN}} {\mathrm{P}} = \frac {\mathrm{FN}} {\mathrm{FN} + \mathrm{TP}} = 1 - \mathrm{TPR} }[/math]
fall-out or false positive rate (FPR)
[math]\displaystyle{ \mathrm{FPR} = \frac {\mathrm{FP}} {\mathrm{N}} = \frac {\mathrm{FP}} {\mathrm{FP} + \mathrm{TN}} = 1 - \mathrm{TNR} }[/math]
false discovery rate (FDR)
[math]\displaystyle{ \mathrm{FDR} = \frac {\mathrm{FP}} {\mathrm{FP} + \mathrm{TP}} = 1 - \mathrm{PPV} }[/math]
false omission rate (FOR)
[math]\displaystyle{ \mathrm{FOR} = \frac {\mathrm{FN}} {\mathrm{FN} + \mathrm{TN}} = 1 - \mathrm{NPV} }[/math]
Threat score (TS) or Critical Success Index (CSI)
[math]\displaystyle{ \mathrm{TS} = \frac{\mathrm{TP}}{\mathrm{TP} + \mathrm{FN} + \mathrm{FP}} }[/math]

accuracy (ACC)
[math]\displaystyle{ \mathrm{ACC} = \frac {\mathrm{TP} + \mathrm{TN}} {\mathrm{P} + \mathrm{N}} = \frac {\mathrm{TP} + \mathrm{TN}} {\mathrm{TP} + \mathrm{TN} + \mathrm{FP} + \mathrm{FN}} }[/math]
balanced accuracy (BA)
[math]\displaystyle{ \mathrm{BA} = \frac {TPR + TNR}{2} }[/math]
F1 score
is the harmonic mean of precision and sensitivity
[math]\displaystyle{ \mathrm{F}_1 = 2 \cdot \frac {\mathrm{PPV} \cdot \mathrm{TPR}} {\mathrm{PPV} + \mathrm{TPR}} = \frac {2 \mathrm{TP}} {2 \mathrm{TP} + \mathrm{FP} + \mathrm{FN}} }[/math]
Matthews correlation coefficient (MCC)
[math]\displaystyle{ \mathrm{MCC} = \frac{ \mathrm{TP} \times \mathrm{TN} - \mathrm{FP} \times \mathrm{FN} } {\sqrt{ (\mathrm{TP}+\mathrm{FP}) ( \mathrm{TP} + \mathrm{FN} ) ( \mathrm{TN} + \mathrm{FP} ) ( \mathrm{TN} + \mathrm{FN} ) } } }[/math]
Informedness or Bookmaker Informedness (BM)
[math]\displaystyle{ \mathrm{BM} = \mathrm{TPR} + \mathrm{TNR} - 1 }[/math]
Markedness (MK)
[math]\displaystyle{ \mathrm{MK} = \mathrm{PPV} + \mathrm{NPV} - 1 }[/math]

Sources: Fawcett (2006),[1] Powers (2011),[2] Ting (2011),[3] and CAWCR[4] Chicco & Jurman (2020)[5].