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Goodness of Fit Metrics for Multi-class Predictor

2022/08/11 by Uri Itai, Natan Katz, Itai, Uri +1
Computer Science · Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Imbalanced Data Classification Techniques #Machine Learning (cs.LG)

paper · pdf · doi:10.48550/arxiv.2208.05651

openalex publication_date 2022/08/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The multi-class prediction had gained popularity over recent years. Thus measuring fit goodness becomes a cardinal question that researchers often have to deal with. Several metrics are commonly used for this task. However, when one has to decide about the right measurement, he must consider that different use-cases impose different constraints that govern this decision. A leading constraint at least in real world multi-class problems is imbalanced data: Multi categorical problems hardly provide symmetrical data. Hence, when we observe common KPIs (key performance indicators), e.g., Precision-Sensitivity or Accuracy, one can seldom interpret the obtained numbers into the model's actual needs. We suggest generalizing Matthew's correlation coefficient into multi-dimensions. This generalization is based on a geometrical interpretation of the generalized confusion matrix.

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