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Bayesian Analysis to Compare Models using Resampling Statistics

Max Kuhn

Last update: 11 October 2023

Copyright license: MIT license, File License

Software version identifier: 1.0.0, 0.0.1, 0.0.2, 0.0.3, 0.1.0, 1.0.1

Description

Bayesian analysis used here to answer the question: "when looking at resampling results, are the differences between models 'real'?" To answer this, a model can be created were the performance statistic is the resampling statistics (e.g. accuracy or RMSE). These values are explained by the model types. In doing this, we can get parameter estimates for each model's affect on performance and make statistical (and practical) comparisons between models. The methods included here are similar to Benavoli et al (2017) <https://jmlr.org/papers/v18/16-305.html>.

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