A Bayesian approach for comparing cross-validated algorithms on multiple data sets

Verfasser / Beitragende:
[Giorgio Corani, Alessio Benavoli]
Ort, Verlag, Jahr:
2015
Enthalten in:
Machine Learning, 100/2-3(2015-09-01), 285-304
Format:
Artikel (online)
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024 7 0 |a 10.1007/s10994-015-5486-z  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10994-015-5486-z 
245 0 2 |a A Bayesian approach for comparing cross-validated algorithms on multiple data sets  |h [Elektronische Daten]  |c [Giorgio Corani, Alessio Benavoli] 
520 3 |a We present a Bayesian approach for making statistical inference about the accuracy (or any other score) of two competing algorithms which have been assessed via cross-validation on multiple data sets. The approach is constituted by two pieces. The first is a novel correlated Bayesian $$t$$ t test for the analysis of the cross-validation results on a single data set which accounts for the correlation due to the overlapping training sets. The second piece merges the posterior probabilities computed by the Bayesian correlated $$t$$ t test on the different data sets to make inference on multiple data sets. It does so by adopting a Poisson-binomial model. The inferences on multiple data sets account for the different uncertainty of the cross-validation results on the different data sets. It is the first test able to achieve this goal. It is generally more powerful than the signed-rank test if ten runs of cross-validation are performed, as it is anyway generally recommended. 
540 |a The Author(s), 2015 
690 7 |a Bayesian hypothesis tests  |2 nationallicence 
690 7 |a Signed-rank test  |2 nationallicence 
690 7 |a Cross-validation  |2 nationallicence 
690 7 |a Poisson-binomial  |2 nationallicence 
690 7 |a Hypothesis test  |2 nationallicence 
690 7 |a Evaluation of classifiers  |2 nationallicence 
700 1 |a Corani  |D Giorgio  |u Istituto Dalle Molle di Studi sull'Intelligenza Artificiale (IDSIA), Scuola Universitaria Professionale della Svizzera Italiana (SUPSI), Università della Svizzera Italiana (USI), Manno, Switzerland  |4 aut 
700 1 |a Benavoli  |D Alessio  |u Istituto Dalle Molle di Studi sull'Intelligenza Artificiale (IDSIA), Scuola Universitaria Professionale della Svizzera Italiana (SUPSI), Università della Svizzera Italiana (USI), Manno, Switzerland  |4 aut 
773 0 |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 100/2-3(2015-09-01), 285-304  |x 0885-6125  |q 100:2-3<285  |1 2015  |2 100  |o 10994 
856 4 0 |u https://doi.org/10.1007/s10994-015-5486-z  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10994-015-5486-z  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Corani  |D Giorgio  |u Istituto Dalle Molle di Studi sull'Intelligenza Artificiale (IDSIA), Scuola Universitaria Professionale della Svizzera Italiana (SUPSI), Università della Svizzera Italiana (USI), Manno, Switzerland  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Benavoli  |D Alessio  |u Istituto Dalle Molle di Studi sull'Intelligenza Artificiale (IDSIA), Scuola Universitaria Professionale della Svizzera Italiana (SUPSI), Università della Svizzera Italiana (USI), Manno, Switzerland  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 100/2-3(2015-09-01), 285-304  |x 0885-6125  |q 100:2-3<285  |1 2015  |2 100  |o 10994