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[D] Why are ML model outputs not tested regarding statistical significance? (alien.top)

submitted 1 year ago by Tigmib@alien.top to c/machinelearning@academy.garden

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Often when I read ML papers the authors compare their results against a benchmark (e.g. using RMSE, accuracy, ...) and say "our results improved with our new method by X%". Nobody makes a significance test if the new method Y outperforms benchmark Z. Is there a reason why? Especially when you break your results down e.g. to the anaylsis of certain classes in object classification this seems important for me. Or do I overlook something?

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[–] GullibleEngineer4@alien.top 1 points 1 year ago (1 children)

Isn't cross validation (for prediction tasks) an alternative to and I daresay even better than statistical significance tests?

I am referring to the seminal paper of Statistical Modeling: The Two Cultures by Leo Breiman if someone wants to know where am I coming from.

Paper: https://www.jstor.org/stable/2676681

[–] Brudaks@alien.top 1 points 1 year ago

Cross-validation is a reasonable alternative, however, it does increase your compute cost 5-10 times, or, more likely, means that you generate 5-10 times smaller model(s) which are worse than you could have made if you'd just made a single one.