Data Science Asked by Ashwin Geet D'Sa on December 6, 2020
I have a multi-class classification problem and I am primarily using macro-average F1 measure to evaluate the performance of models.
I want to verify if the results are statistically significant.
I have the results if two classifiers on the same train/test-set.(paired observations).
Some sources suggest to use McNemar’s test for Binary classification task, however, is there any generalization of McNemar’s test for multi-class classification problem. If so, what would be the appropriate procedure to carry out these tests.
Generalisation of Mcnemars is called Cochran–Mantel–Haenszel test
There is an implementation in R, but I suppose porting to python should not be too hard. You can find the r version here
Correct answer by Noah Weber on December 6, 2020
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