Reliability of machine learning evaluation -- the consistency of observed evaluation scores across replicated model training runs -- is affected by several sources of nondeterminism which can be regarded as measurement noise. Current tendencies to remove noise in order to enforce reproducibility of research results neglect inherent nondeterminism at the implementation level and disregard crucial interaction effects between algorithmic noise factors and data properties. This limits the scope of conclusions that can be drawn from such experiments. Instead of removing noise, we propose to incorporate several sources of variance, including their interaction with data properties, into an analysis of significance and reliability of machine learning evaluation, with the aim to draw inferences beyond particular instances of trained models. We show how to use linear mixed effects models (LMEMs) to analyze performance evaluation scores, and to conduct statistical inference with a generalized likelihood ratio test (GLRT). This allows us to incorporate arbitrary sources of noise like meta-parameter variations into statistical significance testing, and to assess performance differences conditional on data properties. Furthermore, a variance component analysis (VCA) enables the analysis of the contribution of noise sources to overall variance and the computation of a reliability coefficient by the ratio of substantial to total variance.
翻译:机器学习评估的可靠性——即跨重复模型训练运行的观测评估分数一致性——受到若干非确定性来源的影响,这些来源可被视为测量噪声。当前为强化研究结果可重复性而消除噪声的趋势,忽视了实现层面的固有非确定性,并忽略了算法噪声因子与数据属性之间的关键交互效应。这限制了从这类实验中可得出结论的范围。我们建议不消除噪声,而是将多种方差来源(包括其与数据属性的交互作用)纳入机器学习评估的显著性与可靠性分析中,旨在超越特定训练模型实例进行推理。我们展示了如何使用线性混合效应模型(LMEMs)分析性能评估分数,并通过广义似然比检验(GLRT)进行统计推断。这使我们能够将元参数变化等任意噪声源纳入统计显著性检验,并根据数据属性评估性能差异。此外,方差组分分析(VCA)可分析噪声源对总体方差的贡献,并通过实质方差与总方差之比计算可靠性系数。