No information rate test

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Alberto Azzari
Alberto Azzari 2021-12-21
回答: Aneela 2024-3-1
Hi, I'm here to ask you if there exists something similar to the no information rate test in matlab, I want to explain myself better: during classification analysis I met the need to statistically compute the p-value of a function that allows me to test the hypothesis that the accuracy (true predicted label / true label) is actually better than no information rate (is the proportion of the largest class within the dataset)

回答(1 个)

Aneela
Aneela 2024-3-1
Hi Alberto Azzari,
In MATLAB, there isn't a built-in function that directly computes the p-value to test whether the accuracy of a classifier is significantly better than the no information rate (NIR).
However, you can refer to the workflow below for Permutation Testing:
  • Compute the No Information Rate (NIR) by finding the proportion of the largest class in your dataset.
  • Compute the “observed accuracy” of the classifier on the original dataset.
  • Randomly permute the class labels of your dataset many times, each time calculating the accuracy of your classifier with the permuted labels.
  • This will give you a distribution of accuracies under Null Hypothesis.
  • The p-value is the proportion of accuracies from the permutation test that are equal to or greater than the observed accuracy.
  • A low p-value suggests that the observed accuracy is significantly better than NIR.
To prove that a model is significant, the accuracy should be higher than the NIR.

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