SoftMCC: An MCC-Brier Calibration Bridge for Threshold-Free Model Selection under Class Imbalance

2026-08-10Machine Learning

Machine Learning
AI summary

The authors introduce SoftMCC, a new way to evaluate binary classifiers that works with probability outputs rather than fixed thresholds. SoftMCC matches the traditional Matthews correlation coefficient (MCC) when predictions are binary, but handles probabilistic predictions more smoothly and considers calibration of probabilities. In tests across many scenarios, SoftMCC showed more consistent rankings of models compared to other measures like AUPRC or MCC with a fixed threshold. However, selecting models based on SoftMCC did not improve actual test performance, and its rankings changed with calibration adjustments, showing it is sensitive to probability calibration. Overall, the authors present SoftMCC as a stable and calibration-aware metric but without clear utility gains in model selection.

Matthews correlation coefficientbinary classificationimbalanced datamodel selectionprobability calibrationAUPRCBrier skill scoreKendall's Wthresholdingrank stability
Authors
Özkan Canay
Abstract
Model selection for imbalanced binary classification often uses the Matthews correlation coefficient (MCC), but thresholding makes validation rankings threshold-dependent. SoftMCC is a post-training MCC validation framework on established probability-valued confusion counts, coupling an MCC-specific calibrated identity with a tie-aware, shared-pool selection protocol. Its core score is a covariance-normalized probability-label association, reduces exactly to MCC for hard predictions, and is Pearson-bounded. Under perfect population calibration it equals the Brier skill score with identical candidate ordering; outside that regime the gap does not identify calibration error. Across 18 settings with 12 duplicate-safe grouped repeats, SoftMCC attains the best stability mean rank (2.31) and highest mean tie-corrected Kendall's W (0.659), with a significant Friedman test (p=0.007); Nemenyi analysis separates it from AUPRC and MCC@0.5, while 14-source-family sensitivity retains only the latter. Selected-model utility shows no advantage. Three of six prespecified comparisons have negative mean test-MCC differences, only F1@best survives Holm correction (p=0.014), and the dataset-level test is not significant (p=0.117). Label permutation lowers mean W to 0.092; temperature scaling shifts SoftMCC rankings (mean Spearman 0.851) whereas rank-based and threshold-optimized metrics remain invariant. SoftMCC is a calibration-sensitive MCC-family selector with bounded stability and utility evidence.