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Comparing Machine Learning Algorithms by Union-Free Generic Depth

Hannah Blocher, Georg Schollmeyer, Malte Nalenz, Christoph Jansen

TL;DR

This work develops a unified depth-based framework for poset-valued data by introducing the union-free generic (ufg) depth, enabling descriptive analysis of multi-criteria classifier performance across data sets. Grounded in closure operators and formal concept analysis, it defines the ufg depth and its empirical counterpart, along with principled bounds and computation strategies. The authors demonstrate the method through two classifier-comparison studies (UCI and OpenML), showing how depth-based centrality and outlier detection provide novel insights beyond traditional benchmarking. The approach supports multidimensional performance evaluation, offers practical implementation guidance, and opens avenues for inference and uncertainty quantification in poset-valued analyses.

Abstract

We propose a framework for descriptively analyzing sets of partial orders based on the concept of depth functions. Despite intensive studies in linear and metric spaces, there is very little discussion on depth functions for non-standard data types such as partial orders. We introduce an adaptation of the well-known simplicial depth to the set of all partial orders, the union-free generic (ufg) depth. Moreover, we utilize our ufg depth for a comparison of machine learning algorithms based on multidimensional performance measures. Concretely, we provide two examples of classifier comparisons on samples of standard benchmark data sets. Our results demonstrate promisingly the wide variety of different analysis approaches based on ufg methods. Furthermore, the examples outline that our approach differs substantially from existing benchmarking approaches, and thus adds a new perspective to the vivid debate on classifier comparison.

Comparing Machine Learning Algorithms by Union-Free Generic Depth

TL;DR

This work develops a unified depth-based framework for poset-valued data by introducing the union-free generic (ufg) depth, enabling descriptive analysis of multi-criteria classifier performance across data sets. Grounded in closure operators and formal concept analysis, it defines the ufg depth and its empirical counterpart, along with principled bounds and computation strategies. The authors demonstrate the method through two classifier-comparison studies (UCI and OpenML), showing how depth-based centrality and outlier detection provide novel insights beyond traditional benchmarking. The approach supports multidimensional performance evaluation, offers practical implementation guidance, and opens avenues for inference and uncertainty quantification in poset-valued analyses.

Abstract

We propose a framework for descriptively analyzing sets of partial orders based on the concept of depth functions. Despite intensive studies in linear and metric spaces, there is very little discussion on depth functions for non-standard data types such as partial orders. We introduce an adaptation of the well-known simplicial depth to the set of all partial orders, the union-free generic (ufg) depth. Moreover, we utilize our ufg depth for a comparison of machine learning algorithms based on multidimensional performance measures. Concretely, we provide two examples of classifier comparisons on samples of standard benchmark data sets. Our results demonstrate promisingly the wide variety of different analysis approaches based on ufg methods. Furthermore, the examples outline that our approach differs substantially from existing benchmarking approaches, and thus adds a new perspective to the vivid debate on classifier comparison.
Paper Structure (23 sections, 10 theorems, 14 equations, 6 figures)

This paper contains 23 sections, 10 theorems, 14 equations, 6 figures.

Key Result

Lemma 1

Let $S \subseteq \mathcal{P}$. Then $S \in \mathscr{S}$ if and only if there exists a poset $q \in \gamma(S) \setminus S$ such that for all $p \in S, \: q \not\in \gamma(S\setminus \{p\})$.

Figures (6)

  • Figure 1: UCI: Heatmap representing the sum-statistics, see Section \ref{['sec:properties']}.
  • Figure 2: UCI: Poset having maximal depth value based on all possible posets (left), the poset given by the generalized stochastic dominance approach (middle), see jansen23(Figure 5 upper graph), and the ranking given by the extended Bradley-Terry model (right). E.g. for all three posets we have that CART is dominated by all other classifiers.
  • Figure 3: OpenML: Heatmap representing the sum-statistics, see Section \ref{['sec:properties']}, based on all four performance measures (left). Compressed correlation matrix between the calculated performance measures (right). AUC is area under the curve for short.
  • Figure 4: OpenML based on all four performance measures: Poset with maximal depth based on all possible posets is plotted on the left. The poset with minimal ufg depth restricted to the observed one can be seen in the middle. The poset on the right denotes the poset with minimal depth value based on all possible posets.
  • Figure 5: OpenML based on all four performance measures: Represents what the (observed) posets with the $k$ highest depth values have in common. On the left-hand side, we restrict the analysis to the observed posets and on the right-hand side, we focus on all possible posets. Compare with Figure \ref{['fig:max_min']}, where the poset with the highest depth value is plotted. Here each edge number $k\in \mathbb{N}$ indicates that the $k$ deepest posets all contain this relation, but this is not true for the $k+1$ deepest poset.
  • ...and 1 more figures

Theorems & Definitions (29)

  • definition 1
  • remark 1
  • definition 2
  • definition 3
  • definition 4
  • Lemma 1
  • proof
  • definition 5
  • definition 6
  • Corollary 2
  • ...and 19 more