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Youden index instrument

DefinitionTrue positive rate minus false positive rate at a threshold, whose maximum over thresholds is the pointwise ceiling that prunes the formula search. Chapter 5 section 5.4. Also Youden.
ExampleTrue positive rate 0.75 and false positive rate 0.25 give Youden index 0.5.
BookData Mining as Observation, draft 0.2, commit f3914f0; entry id youden-index, kind instrument.
Statusno ledger row names this entry. Corrections: none recorded.
Defining equation

Book equation 5.4.

Assumptions and scope
  • True positive rate minus false positive rate at a threshold, whose maximum over thresholds bounds the best F1 the score can reach at any threshold. The bound is exact for concave ROC curves and fails for a curve at AUROC 0.75.
  • The pointwise ceiling on a node of the formula search is proved, and using it to prune the node’s descendants is a heuristic that missed the optimum on two of five datasets in the rerun.
Prior artnone recorded
Evidencelean/DataMiningAsObservation/YoudenF1.lean
Reviewednot yet reviewed; generated 2026-09-10 from records at the commits on the provenance page.
00.5100.51false positive ratetrue positive rateYouden index, TPR − FPRarea under the curve, AUROCchance is the diagonal
True positive rate minus false positive rate at a threshold.

Equation

Book equation 5.4.

\[\begin{gathered} F_1^{\max}\ \le\ \sup_{t\in[J,\,1]}\ \frac{2t\pi}{t\pi+\pi+(t-J)(1-\pi)},\qquad J=\max_{\tau}\big(\mathrm{TPR}-\mathrm{FPR}\big),\qquad \pi=\text{prevalence}, \\ J\le 2A-1\ \text{when the ROC curve is concave, and not in general.} \end{gathered}\]

Conditions

Conditions are curated in entries.toml rather than read from a record.

Ledger

none

First stated

Youden, index for rating diagnostic tests, 1950, as chapter 5 section 5.4 of Data Mining as Observation reads it, with the pointwise ceiling in theory-radar/paper/astar_paper.tex:94-110.

Measurements

none

Failures and corrections

none

Invariance envelope

none declared

Machine checked

lean/DataMiningAsObservation/YoudenF1.lean, theorems f1_eq, f1_le_of_youden, auroc_eq, youden_eq, youden_exceeds_auroc_form, at observation-data-mining f3914f0; what the check covers is stated in the book’s appendix C.

Used in

Data Mining as Observation chapters 5.

Related

ROC curve; AUROC; F1; safe pruning.

See also

Book equations stated beside the entry’s terms, not defining it: 0.28, 0.38.

Sources-table rows that share a record with the entry without naming it: chapter 5 section 5.4, chapter 6 section 6.3.

Status

Generated 2026-09-10 by encyclopedia/generate.py; book at observation-data-mining f3914f0; the commit of every record is listed in the encyclopedia’s provenance.

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