The impact of class imbalance in classification performance metrics based on the binary confusion matrix

A major issue in the classification of class imbalanced datasets involves the determination of the most suitable performance metrics to be used. In previous work using several examples, it has been shown that imbalance can exert a major impact on the value and meaning of accuracy and on certain other well-known performance metrics. In this paper, our approach goes beyond simply studying case studies and develops a systematic analysis of this impact by simulating the results obtained using binary classifiers. A set of functions and numerical indicators are attained which enables the comparison of the behaviour of several performance metrics based on the binary confusion matrix when they are faced with…