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Notes on the H-measure of classifier performance

Author

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  • D. J. Hand

    (Imperial College)

  • C. Anagnostopoulos

    (Imperial College)

Abstract

The H-measure is a classifier performance measure which takes into account the context of application without requiring a rigid value of relative misclassification costs to be set. Since its introduction in 2009 it has become widely adopted. This paper answers various queries which users have raised since its introduction, including questions about its interpretation, the choice of a weighting function, whether it is strictly proper, its coherence, and relates the measure to other work.

Suggested Citation

  • D. J. Hand & C. Anagnostopoulos, 2023. "Notes on the H-measure of classifier performance," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 109-124, March.
    • Handle: RePEc:spr:advdac:v:17:y:2023:i:1:d:10.1007_s11634-021-00490-3
    DOI: 10.1007/s11634-021-00490-3
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    References listed on IDEAS

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