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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| Online-Zugang: | https://arxiv.org/abs/2304.03990 |
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| _version_ | 1866916551272169472 |
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| author | Yang, Jing Wang, Ruibo Song, Yijun Li, Jihong |
| author_facet | Yang, Jing Wang, Ruibo Song, Yijun Li, Jihong |
| contents | In the task of comparing two classification algorithms, the widely-used McNemar's test aims to infer the presence of a significant difference between the error rates of the two classification algorithms. However, the power of the conventional McNemar's test is usually unpromising because the hold-out (HO) method in the test merely uses a single train-validation split that usually produces a highly varied estimation of the error rates. In contrast, a cross-validation (CV) method repeats the HO method in multiple times and produces a stable estimation. Therefore, a CV method has a great advantage to improve the power of McNemar's test. Among all types of CV methods, a block-regularized 5$\times$2 CV (BCV) has been shown in many previous studies to be superior to the other CV methods in the comparison task of algorithms because the 5$\times$2 BCV can produce a high-quality estimator of the error rate by regularizing the numbers of overlapping records between all training sets. In this study, we compress the 10 correlated contingency tables in the 5$\times$2 BCV to form an effective contingency table. Then, we define a 5$\times$2 BCV McNemar's test on the basis of the effective contingency table. We demonstrate the reasonable type I error and the promising power of the proposed 5$\times$2 BCV McNemar's test on multiple simulated and real-world data sets. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_03990 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Block-regularized 5$\times$2 Cross-validated McNemar's Test for Comparing Two Classification Algorithms Yang, Jing Wang, Ruibo Song, Yijun Li, Jihong Machine Learning In the task of comparing two classification algorithms, the widely-used McNemar's test aims to infer the presence of a significant difference between the error rates of the two classification algorithms. However, the power of the conventional McNemar's test is usually unpromising because the hold-out (HO) method in the test merely uses a single train-validation split that usually produces a highly varied estimation of the error rates. In contrast, a cross-validation (CV) method repeats the HO method in multiple times and produces a stable estimation. Therefore, a CV method has a great advantage to improve the power of McNemar's test. Among all types of CV methods, a block-regularized 5$\times$2 CV (BCV) has been shown in many previous studies to be superior to the other CV methods in the comparison task of algorithms because the 5$\times$2 BCV can produce a high-quality estimator of the error rate by regularizing the numbers of overlapping records between all training sets. In this study, we compress the 10 correlated contingency tables in the 5$\times$2 BCV to form an effective contingency table. Then, we define a 5$\times$2 BCV McNemar's test on the basis of the effective contingency table. We demonstrate the reasonable type I error and the promising power of the proposed 5$\times$2 BCV McNemar's test on multiple simulated and real-world data sets. |
| title | Block-regularized 5$\times$2 Cross-validated McNemar's Test for Comparing Two Classification Algorithms |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2304.03990 |