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A Unified Framework for Statistical Inference and Power Analysis of Single and Comparative F β $$ {F}_{\beta } $$
Chih-Yuan Hsu1,2, Qi Liu1,2, Yu Shyr1,2
1Department of Biostatistics, Vanderbilt University Medical Center, Nashville, Tennessee, USA.
Introducing psF1, a new framework for statistical analysis of F1 and F-beta scores in machine learning. This tool provides reliable uncertainty quantification and sample size planning for improved diagnostic model evaluation.
Area of Science:
- Biomedical data science
- Statistical methodology
- Machine learning evaluation
Background:
- Machine learning and AI are crucial for medical diagnostics and clinical decisions.
- F1 and F-beta scores are standard metrics for evaluating classification model performance.
- Limited statistical inference and power analysis exist for F1/F-beta scores.
Purpose of the Study:
- To introduce psF1, a unified framework for statistical inference and power analysis of F1 and F-beta scores.
- To enable interval estimation, hypothesis testing, and sample size calculations for these metrics.
- To facilitate principled evaluation and comparison of machine learning classifiers in biomedical applications.
Main Methods:
- Development of psF1, a comprehensive framework for F1 and F-beta score analysis.
- Utilizing exact probability distributions and large-sample approximations for statistical validity.
- Extensive simulations to assess accuracy and robustness across various scenarios.
Main Results:
- psF1 provides accurate and robust statistical inference for F1 and F-beta scores.
- The framework supports both single and comparative score analyses.
- Simulations confirm psF1's reliability across diverse sensitivity, precision, and sample size conditions.
Conclusions:
- psF1 offers a principled approach to evaluating machine learning classifiers using F1/F-beta scores.
- The framework enhances uncertainty quantification and informs sample size planning.
- psF1 is a valuable tool for reliable biomedical classification model assessment.
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