arXiv · 1609.08905
Statistical comparison of classifiers through Bayesian hierarchical modelling
Abstract
Usually one compares the accuracy of two competing classifiers via null hypothesis significance tests (nhst). Yet the nhst tests suffer from important shortcomings, which can be overcome by switching to Bayesian hypothesis testing. We propose a Bayesian hierarchical model which jointly analyzes the cross-validation results obtained by two classifiers on multiple data sets. It returns the posterior probability of the accuracies of the two classifiers being practically equivalent or significantly different. A further strength of the hierarchical model is that, by jointly analyzing the results obtained on all data sets, it reduces the estimation error compared to the usual approach of averaging the cross-validation results obtained on a given data set.
Explore related subjects
Keep this discovery
Giorgio Corani, Alessio Benavoli, Janez Demšar, Francesca Mangili, Marco Zaffalon. 2016-09-28. Statistical comparison of classifiers through Bayesian hierarchical modelling. https://arxiv.org/abs/1609.08905
Cite the original work for its findings. Save a collection to share your selection of sources.