The Highs and Lows of Performance Evaluation: Towards a Measurement Theory for Machine Learning

摘要

Our understanding of performance evaluation measures for machine-learned classifiers has improved considerably over the last decades. However, there is a range of areas where this understanding is still lacking, leading to ill-advised practices in classifier evaluation. This is clearly problematic, since if machine learning researchers are unclear about what exactly their experiments are telling them about their machine learning algorithms, then how can end-users trust systems deploying those algorithms? 1 suggest that in order to make further progress we need to develop a proper measurement theory of machine learning. Measurement theory studies the concepts of measurement and scale. If you have a way to measure, say, the length of individual rods or planks, this should also allow you to then calculate the combined length of concatenated rods or planks. What relevant concatenation operations are there in data science and AI, and what does that mean for the underlying measurement scale? I discuss by example what such a measurement theory might look like and what kinds of new results it would entail. I furthermore argue that key properties such as classification ability and data set difficulty are unlikely to be directly observable, suggesting the need for latent-variable models. Ultimately, machine learning experiments need to go beyond simple correlations and aim to make causal inferences of the form 'Algorithm A outperformed algorithm B because two classes were highly imbalanced,' or counterfactually, 'if the classes were rebalanced, the observed performance difference between A and B would disappear.