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Independent t-test

Open kaz94 opened this issue 4 years ago • 2 comments

Comparing the same algorithm but on different data sets, and deciding whether the difference in a chosen metric is statistically significant or just due to randomness could be useful.

kaz94 avatar Mar 10 '21 23:03 kaz94

It might be useful to add a 2-sample independent t-test in general, but I think using either (a) a 5x2cv paired t test or McNemar test is better for classifier comparisons

  • http://rasbt.github.io/mlxtend/user_guide/evaluate/paired_ttest_5x2cv/
  • http://rasbt.github.io/mlxtend/user_guide/evaluate/mcnemar/

EDIT: I see you are asking for the different-dataset scenario. Yes, then these two above cannot be used and either a permutation test of 2-sample independent t-test may be used.

rasbt avatar Mar 14 '21 15:03 rasbt

Yes, I suggested it since I needed to use the independent version to compare the same classifier but on different data sets :)

niedz., 14 mar 2021, 16:57 użytkownik Sebastian Raschka < @.***> napisał:

It might be useful to at 2-sample independent t-test in general, but I think using either (a) a 5x2cv paired t test or McNemar test is better for classifier comparisons

http://rasbt.github.io/mlxtend/user_guide/evaluate/paired_ttest_5x2cv/

  • http://rasbt.github.io/mlxtend/user_guide/evaluate/mcnemar/

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kaz94 avatar Mar 14 '21 17:03 kaz94