Matthews correlation should be reviewed

[tlienart]

Here are some cases where it will fail (e.g. due to a square root over negative value)

cm = MLJBase.ConfusionMatrix{2}([29488 13017; 12790 29753], ["0.0", "1.0"])
cm = MLJBase.ConfusionMatrix{2}([29429 13222; 12849 29548], ["0.0", "1.0"])
cm = MLJBase.ConfusionMatrix{2}([29500 13052; 12778 29718], ["0.0", "1.0"])
cm = MLJBase.ConfusionMatrix{20}([465 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0; 0 192 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0; 0 0 0 21541 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0; 0 0 0 0 0 333 0 0 0 0 0 0 0 0 0 0 0 1 0 0; 0 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 0 0 0 0; 0 0 0 0 0 0 0 0 5 0 0 0 0 0 0 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 245 0 0 0 0 1 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 56084 0 0 0 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 0 51 0 0 0 0 0 1 0; 0 0 0 0 0 0 0 0 0 0 0 0 0 210 0 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 39 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 3 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 214 0 0; 1 0 4 1 2 2 0 3 0 0 2 1 0 0 1 1 0 0 19383 2; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 10; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0; 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0], ["0.0", "1.0", "2.0", "3.0", "4.0", "6.0", "7.0", "8.0", "9.0", "11.0", "12.0", "13.0", "14.0", "16.0", "17.0", "18.0", "19.0", "20.0", "21.0", "22.0"])

[ablaom]

Update: We now need to use ConfusionMatrixObject here. Here's the example of the issue in the first example, updated:

julia> cm = MLJBase.ConfusionMatrixObject([29488 13017; 12790 29753], ["0.0", "1.0"])
              ┌───────────────────────────┐
              │       Ground Truth        │
┌─────────────┼─────────────┬─────────────┤
│  Predicted  │     0.0     │     1.0     │
├─────────────┼─────────────┼─────────────┤
│     0.0     │    29488    │    13017    │
├─────────────┼─────────────┼─────────────┤
│     1.0     │    12790    │    29753    │
└─────────────┴─────────────┴─────────────┘


julia> MatthewsCorrelation()(ans)
ERROR: DomainError with -5.3675251778421e18:
sqrt will only return a complex result if called with a complex argument. Try sqrt(Complex(x)).
Stacktrace:
 [1] throw_complex_domainerror(f::Symbol, x::Float64)
   @ Base.Math ./math.jl:33
 [2] sqrt
   @ ./math.jl:582 [inlined]
 [3] sqrt(x::Int64)
   @ Base.Math ./math.jl:608
 [4] (::MatthewsCorrelation)(cm::MLJBase.ConfusionMatrixObject{2})
   @ MLJBase ~/Dropbox/Julia7/MLJ/MLJBase/src/measures/finite.jl:357
 [5] top-level scope
   @ REPL[21]:1