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In the context of binary classifcation methods, I am looking for a performance metric that can be optimized in MATLAB.

Since the data is not balanced, a good choice seems to be the so-called F1-score which is a function of precision and recall. However, the MATLAB function fminsearch depends stongly on the given initial conditions (several local minima). Im wondering if there is another performance metric with desired properties such as convexity.

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