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This paper describes a generalizable model evaluation method that can be adapted to evaluate AI/ML models across multiple criteria including core scientific principles and more practical outcomes. Emerging from prediction competitions in…

Machine Learning · Computer Science 2024-03-19 Jason L. Harman , Jaelle Scheuerman

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for…

Machine Learning · Statistics 2021-04-12 Jan-Matthis Lueckmann , Jan Boelts , David S. Greenberg , Pedro J. Gonçalves , Jakob H. Macke

The use of machine learning algorithms in healthcare can amplify social injustices and health inequities. While the exacerbation of biases can occur and compound during the problem selection, data collection, and outcome definition, this…

Machine Learning · Computer Science 2024-02-26 Nabil Kahouadji

Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test…

Machine Learning · Statistics 2024-01-22 Sameer K. Deshpande , Soumya Ghosh , Tin D. Nguyen , Tamara Broderick

The development of state-of-the-art systems in different applied areas of machine learning (ML) is driven by benchmarks, which have shaped the paradigm of evaluating generalisation capabilities from multiple perspectives. Although the…

Computers are increasingly used to make decisions that have significant impact in people's lives. Often, these predictions can affect different population subgroups disproportionately. As a result, the issue of fairness has received much…

Consider a collection of m competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to ``win'' (rank…

Machine Learning · Computer Science 2026-01-06 Amichai Painsky

Statistical experiments often seek to identify random variables with the largest population means. This inferential task, known as rank verification, has been well-studied on Gaussian data with equal variances. This work provides the first…

Methodology · Statistics 2025-07-15 Jeremy Goldwasser , Will Fithian , Giles Hooker

Algorithmic risk assessments are increasingly used to help humans make decisions in high-stakes settings, such as medicine, criminal justice and education. In each of these cases, the purpose of the risk assessment tool is to inform…

Machine Learning · Statistics 2020-01-13 Amanda Coston , Alan Mishler , Edward H. Kennedy , Alexandra Chouldechova

Performance evaluations are critical for quantifying algorithmic advances in reinforcement learning. Recent reproducibility analyses have shown that reported performance results are often inconsistent and difficult to replicate. In this…

Machine Learning · Computer Science 2020-08-14 Scott M. Jordan , Yash Chandak , Daniel Cohen , Mengxue Zhang , Philip S. Thomas

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we present a differentially private analogue of the classic Wilcoxon signed-rank hypothesis test, which is…

Cryptography and Security · Computer Science 2018-09-06 Simon Couch , Zeki Kazan , Kaiyan Shi , Andrew Bray , Adam Groce

Non-parametric tests can determine the better of two stochastic optimization algorithms when benchmarking results are ordinal, like the final fitness values of multiple trials. For many benchmarks, however, a trial can also terminate once…

Artificial Intelligence · Computer Science 2022-12-20 Kenneth V. Price , Abhishek Kumar , Ponnuthurai N Suganthan

Many statistical experiments involve comparing multiple population groups. For example, a public opinion poll may ask which of several political candidates commands the most support; a social scientific survey may report the most common of…

Methodology · Statistics 2019-03-20 Kenneth Hung , William Fithian

Post-hoc explanations of machine learning models are crucial for people to understand and act on algorithmic predictions. An intriguing class of explanations is through counterfactuals, hypothetical examples that show people how to obtain a…

Machine Learning · Computer Science 2019-12-09 Ramaravind Kommiya Mothilal , Amit Sharma , Chenhao Tan

In an empirical comparisons of algorithms we might compare run times over a set of benchmark problems to decide which one is fastest, i.e. an algorithmic horse race. Ideally we would like to download source code for the algorithms, compile…

Data Structures and Algorithms · Computer Science 2014-12-11 Frod Prefect , Patrick Prosser

Spearman's rank correlation test is commonly used in astronomy to discern whether a set of two variables are correlated or not. Unlike most other quantities quoted in astronomical literature, the Spearman's rank correlation coefficient is…

Instrumentation and Methods for Astrophysics · Physics 2015-06-01 P. A. Curran

The stochastic nature of iterative optimization heuristics leads to inherently noisy performance measurements. Since these measurements are often gathered once and then used repeatedly, the number of collected samples will have a…

Neural and Evolutionary Computing · Computer Science 2022-04-25 Diederick Vermetten , Hao Wang , Manuel López-Ibañez , Carola Doerr , Thomas Bäck

Clinical trials often involve the assessment of multiple endpoints to comprehensively evaluate the efficacy and safety of interventions. In the work, we consider a global nonparametric testing procedure based on multivariate rank for the…

Methodology · Statistics 2023-06-29 Kexuan Li , Lingli Yang , Shaofei Zhao , Susie Sinks , Luan Lin , Peng Sun

Many major works in social science employ matching to make causal conclusions, but different matches on the same data may produce different treatment effect estimates, even when they achieve similar balance or minimize the same loss…

Applications · Statistics 2023-03-23 Marco Morucci , Cynthia Rudin

Experimental comparisons of performance represent an important aspect of research on optimization algorithms. In this work we present a methodology for defining the required sample sizes for designing experiments with desired statistical…

Neural and Evolutionary Computing · Computer Science 2018-10-16 Felipe Campelo , Fernanda Takahashi