Performance metrics in machine learning: a scenario-based guide from the confusion matrix to calibration, regression and uncertainty

arXiv:2611.08048v1 Announce Type: new Abstract: Performance metrics can yield different conclusions from the same predictions. This methodological tutorial explains the effects of class prevalence, decision thresholds, aggregation rules and software conventions through controlled scenarios. Twenty-two confusion-matrix metrics are organized in a prevalence-coded map. Fifteen scenarios cover binary and multi-class classification, score discrimination, probability calibration, regression, uncertainty and consistency checks. Inputs are fixed in released files, and one factor is varied in each scenario. All 205 verification checks passed; 202 were independent and 3 were internal. An always-negative rule achieved an accuracy of 0.990 at a prevalence of 0.010, with balanced accuracy of 0.500. At fixed sensitivity and specificity, precision fell from 0.889 to 0.008 as prevalence fell from 0.5 to 0.001. Three probability variants shared a ROC-AUC of 0.825 but had calibration slopes of 2.08, 1.04 and 0.52. With 10 participants, participant-majority accuracy of 0.700 had a 95% interval of 0.348-0.933. Fold-averaged scores were falsely flagged as inconsistent under an inappropriate pooled-test-set model. A goal-based metric table and a reporting checklist are provided. The scenarios illustrate mechanisms and do not estimate their frequency in published studies. A literature audit and a real-data demonstration are specified as future protocols and were not executed.