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How to test differences in F1 scores?

Apr 23, 2016 8:52 AM
(1247 views)

Hi all,

I've evaluated the performances of several classifications models (e.g., BayesNet, Random Forrest), on several datatsets, by measuring the F1 score (F1 score - Wikipedia, the free encyclopedia) achieved by a ten fold cross validation.My data, ha hence the following columns: classification model, dataset, F1 score.

Now I want to test if:

1)There is a statistical difference among predictors.

2)There is a statistical difference between the best predictor and all the others.

My approach would be to do:

-Fit y by x, with y=F1 and x=classification model

-Non parametric Wilcoxon test: this will answer point 1.

-Non parametric multiple comparison: Wilcoxon test: this will answer point 2.

However, I see other tests than Wilcoxon and I wonder if what I am doing is correct.

Thanks for your help,

Davide

1 REPLY 1

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Re: How to test differences in F1 scores?

Apr 28, 2016 10:11 AM
(1167 views)
| Posted in reply to message from dfalessi_calpol 04/23/2016 11:52 AM

Hello Davide,

I think your approach is reasonable.

Another method you might look at would be Oneway > Compare Means > With Best, Hsu MCB. This is a multiple comparison procedure that tests if each level of the X variable is significantly different than the "best" level. The output will show p-values for comparing all levels with the max as well as with the min.

You can find some information on the option in the Fit Y by X platform in JMP here: Compare Means

Best,

Michael

Michael Crotty

Sr Statistical Writer

JMP Development

Sr Statistical Writer

JMP Development