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Estimating Confidence Intervals: Classifier Models M1 vs. M2
- Suppose we have 2 classifiers, M1 and M2, which one is better?
- Use 10-fold cross-validation to obtain err'(M1) and err'(M2)
- These mean error rates are just estimates of error on the true population of future data cases
- What if the difference between the 2 error rates is just attributed to chance?
- Use a test of statistical significance
- Obtain confidence limits for our error estimates
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