Matthews_Correlation_Coefficient.py

# Matthews correlation coefficient calculation used inside Keras model
def matthews_correlation(y_true, y_pred):
  """
  Calculate Matthews Correlation Coefficient.

  References
  ----------
  .. [1] https://en.wikipedia.org/wiki/Matthews_correlation_coefficient
  .. [2] https://www.kaggle.com/tarunpaparaju/vsb-competition-attention-bilstm-with-features/notebook?scriptVersionId=10690570
  """
  y_pred_positive = K.round(K.clip(y_pred, 0, 1))
  y_pred_negative = 1 - y_pred_positive 

  y_positive = K.round(K.clip(y_true, 0, 1))
  y_negative= 1 - y_positive

  tp = K.sum(y_positive * y_pred_positive)
  tn = K.sum(y_negative * y_pred_negative)

  fp = K.sum(y_negative * y_pred_positive)
  fn = K.sum(y_positive * y_pred_negative)

  numerator = (tp * tn - fp * fn)
  denominator = K.sqrt((tp + fp) * (tp + fn) * (tn + fp) * (tn + fn))

  return numerator / (denominator + K.epsilon())

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