Time for a change: a tutorial for comparing multiple classifiers through Bayesian analysis
Machine Learning
2017-07-18 v3 Machine Learning
Abstract
The machine learning community adopted the use of null hypothesis significance testing (NHST) in order to ensure the statistical validity of results. Many scientific fields however realized the shortcomings of frequentist reasoning and in the most radical cases even banned its use in publications. We should do the same: just as we have embraced the Bayesian paradigm in the development of new machine learning methods, so we should also use it in the analysis of our own results. We argue for abandonment of NHST by exposing its fallacies and, more importantly, offer better - more sound and useful - alternatives for it.
Cite
@article{arxiv.1606.04316,
title = {Time for a change: a tutorial for comparing multiple classifiers through Bayesian analysis},
author = {Alessio Benavoli and Giorgio Corani and Janez Demsar and Marco Zaffalon},
journal= {arXiv preprint arXiv:1606.04316},
year = {2017}
}
Comments
This paper has been published in the Journal of Machine Learning Research (JMLR) vol.18, 2017