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Autores principales: Yu, Jinyang, Hamdan, Sami, Sasse, Leonard, Morrison, Abigail, Patil, Kaustubh R.
Formato: Preprint
Publicado: 2023
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Acceso en línea:https://arxiv.org/abs/2311.14079
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author Yu, Jinyang
Hamdan, Sami
Sasse, Leonard
Morrison, Abigail
Patil, Kaustubh R.
author_facet Yu, Jinyang
Hamdan, Sami
Sasse, Leonard
Morrison, Abigail
Patil, Kaustubh R.
contents Mutation validation (MV) is a recently proposed approach for model selection, garnering significant interest due to its unique characteristics and potential benefits compared to the widely used cross-validation (CV) method. In this study, we empirically compared MV and $k$-fold CV using benchmark and real-world datasets. By employing Bayesian tests, we compared generalization estimates yielding three posterior probabilities: practical equivalence, CV superiority, and MV superiority. We also evaluated the differences in the capacity of the selected models and computational efficiency. We found that both MV and CV select models with practically equivalent generalization performance across various machine learning algorithms and the majority of benchmark datasets. MV exhibited advantages in terms of selecting simpler models and lower computational costs. However, in some cases MV selected overly simplistic models leading to underfitting and showed instability in hyperparameter selection. These limitations of MV became more evident in the evaluation of a real-world neuroscientific task of predicting sex at birth using brain functional connectivity.
format Preprint
id arxiv_https___arxiv_org_abs_2311_14079
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Empirical Comparison between Cross-Validation and Mutation-Validation in Model Selection
Yu, Jinyang
Hamdan, Sami
Sasse, Leonard
Morrison, Abigail
Patil, Kaustubh R.
Machine Learning
Mutation validation (MV) is a recently proposed approach for model selection, garnering significant interest due to its unique characteristics and potential benefits compared to the widely used cross-validation (CV) method. In this study, we empirically compared MV and $k$-fold CV using benchmark and real-world datasets. By employing Bayesian tests, we compared generalization estimates yielding three posterior probabilities: practical equivalence, CV superiority, and MV superiority. We also evaluated the differences in the capacity of the selected models and computational efficiency. We found that both MV and CV select models with practically equivalent generalization performance across various machine learning algorithms and the majority of benchmark datasets. MV exhibited advantages in terms of selecting simpler models and lower computational costs. However, in some cases MV selected overly simplistic models leading to underfitting and showed instability in hyperparameter selection. These limitations of MV became more evident in the evaluation of a real-world neuroscientific task of predicting sex at birth using brain functional connectivity.
title Empirical Comparison between Cross-Validation and Mutation-Validation in Model Selection
topic Machine Learning
url https://arxiv.org/abs/2311.14079