Check out Matthews Correlation Coefficient
<http://scikit-learn.org/stable/modules/generated/sklearn.metrics.matthews_corrcoef.html>!
It's derived from the chi^2 test.
On Tue, Jul 22, 2014 at 6:26 PM, Hamed Zamani <hamedzam...@acm.org> wrote:
> Hi,
>
> I am working on a binary classification problem in which both training and
> test data are highly imbalanced. In other words, the number of instances
> available in one class is far more than the other one.
>
> Would you please let me know which evaluation measure is the best one to
> compare different methods in imbalanced situations? Please note that
> predicting the label of instances of the class which contains lower
> instances is really harder than predicting the labels of the other
> instances and I am looking for a evaluation measure which consider this
> issue.
>
> I am wondering if you also provide me a reference for your opinions.
>
> Thanks a lot,
> Best regards,
> Hamed
>
>
>
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