lederb opened a new pull request #1496:
URL: https://github.com/apache/systemds/pull/1496


   This feature implements the Matthews Correlation Coefficient (MCC) 
calculation as a metric for binary classification evaluation.
   
   The selected builtin function name  is "mcc" and its signature allows three 
modes of calculating the MCC:
   
   * one vector for predictions and one vector for labels, entries should be 
binary but are tested. If they are not binary, values are interpreted as lower 
value -> 0, higher value -> 1
   
   * alternatively a 2x2 confusion matrix can be used containing TN, FP, FN, TP 
counts in row major order
   
   * option three is the calculation based on using named params TN, FP, FN, TP 
 as parameters for the mcc call directly.
   
   
   Currently it contains a recursive call so checks on the confusion matrix are 
performed even if input were two vectors for predictions and labels, can be 
easily removed if unwanted. 
   
   There are also some tests included, where some of those are expected to fail 
due to invalid input, the ones not expected to fail are compared against the 
result of a R mcc implementation. 


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