Baycomp

Janez Demsar has reimplemented our library about Bayesian hypothesis testing for comparing competing algorithms in ML. It can now be installed directly with pip. Hereafter, a brief description.

Baycomp is a library for Bayesian comparison of classifiers.

Functions compare two classifiers on one or on multiple data sets. They compute three probabilities: the probability that the first classifier has higher scores than the second, the probability that differences are within the region of practical equivalence (rope), or that the second classifier has higher scores. We will refer to this probabilities as p_left, p_rope and p_right. If the argument rope is omitted (or set to zero), functions return only p_left and p_right.

The region of practical equivalence (rope) is specified by the caller and should correspond to what is “equivalent” in practice; for instance, classification accuracies that differ by less than 0.5 may be called equivalent.

Similarly, whether higher scores are better or worse depends upon the type of the score.

The library can also plot the posterior distributions.

The library can be used in three ways.

  1. Two shortcut functions can be used for comparison on single and on multiple data sets. If nbc and j48 contain a list of average
    classification accuracies of naive Bayesian classifier and J48 on a collection of data sets, we can call

     >>> two_on_multiple(nbc, j48, rope=1)
     (0.23124, 0.00666, 0.7621)
    

    (Actual results may differ due to Monte Carlo sampling.)

    With some additional arguments, the function can also plot the posterior distribution from which these probabilities came.

  2. Tests are packed into test classes. The above call is equivalent to
     >>> SignedRankTest.probs(nbc, j48, rope=1)
     (0.23124, 0.00666, 0.7621)
    

    and to get a plot, we call

     >>> SignedRankTest.plot(nbc, j48, rope=1, names=("nbc", "j48"))
    

    To switch to another test, use another class::

     >>> SignTest.probs(nbc, j48, rope=1)
     (0.26508, 0.13274, 0.60218)
    
  3. Finally, we can construct and query sampled posterior distributions.
     >>> posterior = SignedRankTest(nbc, j48, rope=0.5)
     >>> posterior.probs()
     (0.23124, 0.00666, 0.7621)
     >>> posterior.plot(names=("nbc", "j48"))
    

Installation

Install from PyPI:

pip install baycomp

Documentation

User documentation is available on https://baycomp.readthedocs.io/.

A detailed description of the implemented methods is available in Time for a Change: a Tutorial for Comparing Multiple Classifiers Through Bayesian Analysis, Alessio Benavoli, Giorgio Corani, Janez Demšar, Marco Zaffalon. Journal of Machine Learning Research, 18 (2017) 1-36.

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