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Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms

Bogdan TrawińskiMagdalena SmętekZbigniew TelecTadeusz Lasota — 2012

International Journal of Applied Mathematics and Computer Science

In the paper we present some guidelines for the application of nonparametric statistical tests and post-hoc procedures devised to perform multiple comparisons of machine learning algorithms. We emphasize that it is necessary to distinguish between pairwise and multiple comparison tests. We show that the pairwise Wilcoxon test, when employed to multiple comparisons, will lead to overoptimistic conclusions. We carry out intensive normality examination employing ten different tests showing that the...

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