How to perform (modified) t-test for multiple variables and multiple models on Python (Machine Learning)

Question

How to perform (modified) t-test for multiple variables and multiple models on Python (Machine Learning)

Shounak Ray

2022年5月25日 03:06

I have created and analyzed around 16 machine learning models using WEKA. Right now, I have a CSV file which shows the models' metrics (such as percent_correct, F-measure, recall, precision, etc.). I am trying to conduct a (modified) student's t-test on these models. I am able to conduct one (according to THIS link) where I compare only ONE variable common to only TWO models. I want to perform a (or multiple) t-tests with MULTIPLE variables and MULTIPLE models at once.

As mentioned, I can only perform the test with one variable (let's say F-measure) among two models (let's say decision table and neural net).

Here's the code for that. I am performing a Kolmogorov-Smirnov test (modified t):

from matplotlib import pyplot
from pandas import read_csv, DataFrame
from scipy.stats import ks_2samp

results = DataFrame()
results['A'] = read_csv('LMT (f-measure).csv', header=None).values[:, 0]
results['B'] = read_csv('LWL (f-measure).csv', header=None).values[:, 0]
print(results.describe())
results.boxplot()
pyplot.show()
results.hist()
pyplot.show()

value, pvalue = ks_2samp(results['A'], results['B'])
alpha = 0.05
print(value, pvalue)
if pvalue  alpha:
    print('Samples are likely drawn from the same distributions (fail to reject H0)')
else:
    print('Samples are likely drawn from different distributions (reject H0)')

Any ideas?

Topic visualization pandas python statistics machine-learning

Category Data Science

Shounak Ray · Accepted Answer · 2019年4月4日 07:58

This is a simple solution to my question. It only deals with two models and two variables, but you could easily have lists with the names of the classifiers and the metrics you want to analyze. For my purposes, I just change the values of COI, ROI_1, and ROI_2 respectively.

NOTE: This solution is also generalizable. How? Just change the values of COI, ROI_1, and ROI_2 and load any chosen dataset in df = pandas.read_csv("FILENAME.csv, ...). If you want another visualization, just change the pyplot settings near the end.

The key was assigning a new DataFrame to the original DataFrame and implementing the .loc["SOMESTRING"] method. It removes all the rows in the data, EXCEPT for the one specified as a parameter.

Remember, however, to include index_col=0 when you read the file OR use some other method to set the index of the DataFrame. Without doing this, your row values will just be indexes, from 0 to MAX_INDEX.

# Written: April 4, 2019

import pandas                       # for visualizations
from matplotlib import pyplot       # for visualizations
from scipy.stats import ks_2samp    # for 2-sample Kolmogorov-Smirnov test
import os                           # for deleting CSV files

# Functions which isolates DataFrame
def removeColumns(DataFrame, typeArray, stringOfInterest):
    for i in range(0, len(typeArray)):
        if typeArray[i].find(stringOfInterest) != -1:
            continue
        else:
            DataFrame.drop(typeArray[i], axis = 1, inplace = True)

# Get the whole DataFrame
df = pandas.read_csv("ExperimentResultsCondensed.csv", index_col=0)
dfCopy = df

# Specified metrics and models for comparison
COI = "Area_under_PRC"
ROI_1 = "weka.classifiers.meta.AdaBoostM1[DecisionTable]"
ROI_2 = "weka.classifiers.meta.AdaBoostM1[DecisionStump]"

# Lists of header and row in dataFrame
#  `rows` may act strangely
headers = list(df.dtypes.index)
rows = list(df.index)

# remove irrelevant rows
df1 = dfCopy.loc[ROI_1]
df2 = dfCopy.loc[ROI_2]

# remove irrelevant columns
removeColumns(df1, headers, COI)
removeColumns(df2, headers, COI)

# Make CSV files
df1.to_csv(str(ROI_1 + "-" + COI + ".csv"), index=False)
df2.to_csv(str(ROI_2 + "-" + COI) + ".csv", index=False)

results = pandas.DataFrame()
# Read CSV files
# The CSV files can be of any netric/measure, F-measure is used as an example
results[ROI_1] = pandas.read_csv(str(ROI_1 + "-" + COI + ".csv"), header=None).values[:, 0]
results[ROI_2] = pandas.read_csv(str(ROI_2 + "-" + COI + ".csv"), header=None).values[:, 0]

# Kolmogorov-Smirnov test since we have Non-Gaussian, independent, distinctive variance datasets
# Test configurations
value, pvalue = ks_2samp(results[ROI_1], results[ROI_2])
# Corresponding confidence level: 95%
alpha = 0.05

# Output the results
print('\n')
print('\033[1m' + '>>>TEST STATISTIC: ')
print(value)
print(">>>P-VALUE: ")
print(pvalue)
if pvalue > alpha:
    print('\t>>Samples are likely drawn from the same distributions (fail to reject H0 - NOT SIGNIFICANT)')
else:
    print('\t>>Samples are likely drawn from different distributions (reject H0 - SIGNIFICANT)')

# Plot files
df1.plot.density()
pyplot.xlabel(str(COI + " Values"))
pyplot.ylabel(str("Density"))
pyplot.title(str(COI + " Density Distribution of " + ROI_1))
pyplot.show()

df2.plot.density()
pyplot.xlabel(str(COI + " Values"))
pyplot.ylabel(str("Density"))
pyplot.title(str(COI + " Density Distribution of " + ROI_2))
pyplot.show()

# Delete Files
os.remove(str(ROI_1 + "-" + COI + ".csv"))
os.remove(str(ROI_2 + "-" + COI + ".csv"))

How to perform (modified) t-test for multiple variables and multiple models on Python (Machine Learning)

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