%Aigaion2 BibTeX export from Idiap Publications %Saturday 21 December 2024 07:09:37 PM @TECHREPORT{Morais_Idiap-Com-01-2023, author = {Morais, Antonio}, editor = {Anjos, Andr{\'{e}} and Odobez, Jean-Marc}, projects = {Idiap}, month = {2}, title = {A Bayesian approach to machine learning model comparison}, type = {Idiap-Com}, number = {Idiap-Com-01-2023}, year = {2023}, institution = {Idiap}, school = {EPFL}, abstract = {Performance measures are an important component of machine learning algorithms. They are useful when it comes to evaluate the quality of a model, but also to help the algorithm improve itself. Every need has its own metric. However, when we have a small data set, these measures don’t express properly the performance of the model. That’s when confidence intervals and credible regions come in handy. Expressing the performance measures in a probabilistic setting lets us develop them as distributions. Then we can use those distributions to establish credible regions. In the first instance we will address the precision, recall and F1-score followed by the accuracy, specificity and Jaccard index. We will study the coverage of the credible regions computed through the posterior distributions. Then we will discuss ROC curve, precision-recall curve and k-fold cross-validation. Finally we will conclude with a small discussion about what we could do with dependent samples.}, pdf = {https://publications.idiap.ch/attachments/reports/2022/Morais_Idiap-Com-01-2023.pdf} }