correctR
R package for computing corrected test statistics for comparing machine learning models on correlated samples
Science Score: 49.0%
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○Scientific vocabulary similarity
Low similarity (14.4%) to scientific vocabulary
Keywords
hypothesis-testing
machine-learning
statistics
Last synced: 6 months ago
·
JSON representation
Repository
R package for computing corrected test statistics for comparing machine learning models on correlated samples
Basic Info
- Host: GitHub
- Owner: hendersontrent
- License: other
- Language: R
- Default Branch: main
- Homepage: https://hendersontrent.github.io/correctR/
- Size: 11.1 MB
Statistics
- Stars: 14
- Watchers: 1
- Forks: 3
- Open Issues: 1
- Releases: 6
Topics
hypothesis-testing
machine-learning
statistics
Created about 3 years ago
· Last pushed about 1 year ago
Metadata Files
Readme
License
README.Rmd
--- output: rmarkdown::github_document --- # correctR[](https://www.r-pkg.org/pkg/correctR) [](https://www.r-pkg.org/pkg/correctR) [](https://zenodo.org/badge/latestdoi/578642033) Corrected test statistics for comparing machine learning models on correlated samples ```{r, include = FALSE} knitr::opts_chunk$set( comment = NA, fig.width = 8, fig.height = 8, cache = FALSE) ``` ## Installation You can install the stable version of `correctR` from CRAN: ```{r eval = FALSE} install.packages("correctR") ``` You can install the development version of `correctR` from GitHub: ```{r eval = FALSE} devtools::install_github("hendersontrent/correctR") ``` ## General purpose Often in machine learning, we want to compare the performance of different models to determine if one statistically outperforms another. However, the methods used (e.g., data resampling, $k$-fold cross-validation) to obtain these performance metrics (e.g., classification accuracy) violate the assumptions of traditional statistical tests such as a $t$-test. The purpose of these methods is to either aid generalisability of findings (i.e., through quantification of error as they produce multiple values for each model instead of just one) or to optimise model hyperparameters. This makes them invaluable, but unusable with traditional tests, as [Dietterich (1998)](https://pubmed.ncbi.nlm.nih.gov/9744903/) found that the standard $t$-test underestimates the variance, therefore driving a high Type I error. `correctR` is a lightweight package that implements a small number of corrected test statistics for cases when samples are not independent (and therefore are correlated), such as in the case of resampling, $k$-fold cross-validation, and repeated $k$-fold cross-validation. These corrections were all originally proposed by [Nadeau and Bengio (2003)](https://link.springer.com/article/10.1023/A:1024068626366). Currently, only cases where two models are to be compared are supported.
Owner
- Name: Trent Henderson
- Login: hendersontrent
- Kind: user
- Location: Canberra, Australia
- Company: Nous Group
- Website: https://www.orbisantanalytics.com/
- Twitter: trentlikesstats
- Repositories: 29
- Profile: https://github.com/hendersontrent
Senior data scientist and statistics PhD student. Mostly coding in R, Julia, and Stan. Interested in genetic programming, time series, and data vis
GitHub Events
Total
- Release event: 1
- Watch event: 3
- Push event: 8
- Pull request event: 4
- Fork event: 1
- Create event: 1
Last Year
- Release event: 1
- Watch event: 3
- Push event: 8
- Pull request event: 4
- Fork event: 1
- Create event: 1
Committers
Last synced: 7 months ago
Top Committers
| Name | Commits | |
|---|---|---|
| Trent | t****1@o****m | 38 |
| Trent Henderson | t****n@n****m | 3 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 6 months ago
All Time
- Total issues: 5
- Total pull requests: 17
- Average time to close issues: 4 months
- Average time to close pull requests: about 2 hours
- Total issue authors: 2
- Total pull request authors: 1
- Average comments per issue: 0.6
- Average comments per pull request: 0.0
- Merged pull requests: 17
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 4
- Average time to close issues: N/A
- Average time to close pull requests: 2 minutes
- Issue authors: 0
- Pull request authors: 1
- Average comments per issue: 0
- Average comments per pull request: 0.0
- Merged pull requests: 4
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- hendersontrent (3)
- fnmelo (1)
Pull Request Authors
- hendersontrent (17)
Top Labels
Issue Labels
documentation (2)
bug (1)
Pull Request Labels
documentation (6)
enhancement (4)
bug (2)
CRAN (1)
Packages
- Total packages: 1
-
Total downloads:
- cran 324 last-month
- Total dependent packages: 0
- Total dependent repositories: 0
- Total versions: 4
- Total maintainers: 1
cran.r-project.org: correctR
Corrected Test Statistics for Comparing Machine Learning Models on Correlated Samples
- Homepage: https://hendersontrent.github.io/correctR/
- Documentation: http://cran.r-project.org/web/packages/correctR/correctR.pdf
- License: MIT + file LICENSE
-
Latest release: 0.3.1
published about 1 year ago
Rankings
Forks count: 28.8%
Dependent packages count: 29.8%
Stargazers count: 31.7%
Dependent repos count: 35.5%
Average: 40.0%
Downloads: 74.3%
Maintainers (1)
Last synced:
6 months ago
Dependencies
.github/workflows/pkgdown.yaml
actions
- JamesIves/github-pages-deploy-action v4.4.1 composite
- actions/checkout v3 composite
- r-lib/actions/setup-pandoc v2 composite
- r-lib/actions/setup-r v2 composite
- r-lib/actions/setup-r-dependencies v2 composite
DESCRIPTION
cran
- R >= 3.5.0 depends
- stats * imports
- knitr * suggests
- markdown * suggests
- pkgdown * suggests
- rmarkdown * suggests
- testthat >= 3.0.0 suggests
[](https://www.r-pkg.org/pkg/correctR)
[](https://www.r-pkg.org/pkg/correctR)
[](https://zenodo.org/badge/latestdoi/578642033)
Corrected test statistics for comparing machine learning models on correlated samples
```{r, include = FALSE}
knitr::opts_chunk$set(
comment = NA, fig.width = 8, fig.height = 8, cache = FALSE)
```
## Installation
You can install the stable version of `correctR` from CRAN:
```{r eval = FALSE}
install.packages("correctR")
```
You can install the development version of `correctR` from GitHub:
```{r eval = FALSE}
devtools::install_github("hendersontrent/correctR")
```
## General purpose
Often in machine learning, we want to compare the performance of different models to determine if one statistically outperforms another. However, the methods used (e.g., data resampling, $k$-fold cross-validation) to obtain these performance metrics (e.g., classification accuracy) violate the assumptions of traditional statistical tests such as a $t$-test. The purpose of these methods is to either aid generalisability of findings (i.e., through quantification of error as they produce multiple values for each model instead of just one) or to optimise model hyperparameters. This makes them invaluable, but unusable with traditional tests, as [Dietterich (1998)](https://pubmed.ncbi.nlm.nih.gov/9744903/) found that the standard $t$-test underestimates the variance, therefore driving a high Type I error. `correctR` is a lightweight package that implements a small number of corrected test statistics for cases when samples are not independent (and therefore are correlated), such as in the case of resampling, $k$-fold cross-validation, and repeated $k$-fold cross-validation. These corrections were all originally proposed by [Nadeau and Bengio (2003)](https://link.springer.com/article/10.1023/A:1024068626366). Currently, only cases where two models are to be compared are supported.