org_roam/Uni/20250331202447-ise_week_7.org

ise_week_7

• Statistical Test Selection and Use (pages 21-67)
• 7.1 Comparing Algorithms in Intelligent Software Engineering
  • 1. Motivation
  • 2. Stochastic Behaviour in Algorithms
  • 3. Handling Stochastic Behaviour
  • 4. Methods for Comparison
    • a. Mean (Average)
    • b. Mean + Standard Deviation
    • c. Median
    • d. Median + Quartiles
    • e. Statistical Hypothesis Testing
  • 5. Statistical Hypothesis Testing: Process
  • 6. Choosing the Test
    • a. Normality Assumption
    • b. Parametric vs Non-parametric Tests
    • c. Paired vs Unpaired Tests
  • 7. Test Outputs
  • 8. Interpreting P-Values
  • 9. Test Examples (in R)
  • 10. Multiple Comparisons Problem
  • 11. Tests for N Groups
    • Post-hoc Analysis

DONE Statistical Test Selection and Use (pages 21-67)

7.1 Comparing Algorithms in Intelligent Software Engineering

1. Motivation

• Algorithms and configurations vary in performance.
• No universally best algorithm: performance depends on the specific problem ("No Free Lunch" theorem).
• To determine which algorithm/configuration is suitable, comparison is essential.
• However, comparison is challenging due to the stochastic nature of computational intelligence algorithms.

2. Stochastic Behaviour in Algorithms

• Sources of randomness:

  • In the algorithm (e.g., random initial population, stochastic gradient descent, mutation/crossover probabilities).
  • In data sampling.
• Result: Running the same algorithm multiple times on the same problem yields different results.
• Therefore, comparisons must account for this randomness.

3. Handling Stochastic Behaviour

• To compare algorithms meaningfully:

  • Run each algorithm multiple times (e.g., 30+ runs) using different random seeds.
  • This helps capture typical performance and reduce reliance on single-run outliers.

4. Methods for Comparison

a. Mean (Average)

• Simple and common.

• Problems:

  • Sensitive to outliers.
  • Does not represent variability in results.

b. Mean + Standard Deviation

• Adds information about variation.
• Still affected by outliers.
• Hard to tell whether differences are statistically significant.

c. Median

• More robust to outliers.

• Example:

  • Sorted list: 0.000001, 0.6, 0.62, 0.65, 0.7, 0.75, 0.8, 0.8, 0.81
  • Median = 0.7
• Problem: Ignores variation in data.

d. Median + Quartiles

• 1st and 3rd quartiles provide information about data spread.
• Still doesn't guarantee ability to distinguish between groups.

e. Statistical Hypothesis Testing

• Scientific method to determine if observed differences are statistically significant.
• Necessary for robust and credible comparison of algorithms.

5. Statistical Hypothesis Testing: Process

1. Define what to compare (e.g., accuracy or fitness).

2. Ensure fair comparison:

   • Equal number of evaluations or explain why not.
   • Example: Adjust generations to equate computational budget across algorithms.

3. Formulate hypotheses:

   • Null hypothesis (H₀): No difference between the two groups.
   • Alternative hypothesis (H₁): A statistically significant difference exists.
4. Select an appropriate test based on data distribution.

6. Choosing the Test

a. Normality Assumption

• Many statistical tests assume a normal distribution of values.
• Visual inspection or tests (e.g., Shapiro-Wilk) can check this.

b. Parametric vs Non-parametric Tests

• Parametric tests (e.g., t-test):

  • More powerful.
  • Require assumptions (e.g., normality, homogeneity of variance).

• Non-parametric tests (e.g., Wilcoxon, Mann-Whitney):

  • Safer for non-normal data.
  • Widely used in stochastic algorithm comparisons.

c. Paired vs Unpaired Tests

• Paired: Use when comparing results from same initial conditions.
• Unpaired: Use when runs are completely independent.

7. Test Outputs

• Test produces a statistic and a p-value.

  • If p ≤ 0.05, reject H₀: significant difference exists.
  • If p > 0.05, do not reject H₀: no significant difference found.
• Significance level is usually set to 0.05, corresponding to 95% confidence.
• Lower significance (e.g., 0.01) may be used in critical applications.

8. Interpreting P-Values

• High p-value → Observed difference likely due to chance → Do not reject H₀.
• Low p-value → Observed difference unlikely due to chance → Reject H₀.

9. Test Examples (in R)

• Two-tailed Wilcoxon Rank-Sum Test (unpaired).
• Two-tailed Wilcoxon Signed-Rank Test (paired).

10. Multiple Comparisons Problem

• Comparing many algorithms or configurations increases the risk of Type I errors (false positives).

• Correction methods:

  • Adjust the significance threshold (e.g., Bonferroni correction).
  • Downside: Conservative → reduced power (risk of missing real differences).

11. Tests for N Groups

• Stronger than multiple pairwise tests with correction.

• Common tests:

  • Kruskal-Wallis Test: for unpaired comparisons across groups.
  • Friedman Test: for paired comparisons across groups.

Post-hoc Analysis

• Needed when the global test finds significant differences but doesn't specify which pairs differ.

  • Kruskal-Wallis → Dunn post-hoc test.
  • Friedman → Nemenyi post-hoc test.