F1 P-Value Calculation Method
Jump to navigation
Jump to search
An F1 P-Value Calculation Method is a p-value calculation method that derives statistical significance for F1 scores using Z-scores computed from delta-method standard errors against a null hypothesis.
- AKA: F1 Significance Test Method, F1 Hypothesis Testing Method, F1 Score P-Value Method, F1 Statistical Test.
- Context:
- It can typically compute Z-scores using Delta-Method F1 Standard Error Estimation Methods.
- It can typically apply Normal Approximation for P-Value Methods to derive p-values.
- It can typically test against null hypothesis values like 0.5 or random baseline.
- It can often support two-sided alternative hypothesis tests or one-sided alternative hypothesis tests.
- It can often enable statistical inference for model performance evaluation.
- It can often handle small sample adjustments through t-distribution approximations.
- It can range from being a Single F1 P-Value Calculation Method to being a Multiple F1 P-Value Calculation Method, depending on its test multiplicity.
- It can range from being a Exact F1 P-Value Calculation Method to being a Approximate F1 P-Value Calculation Method, depending on its distribution assumption.
- It can range from being a Conservative F1 P-Value Calculation Method to being a Liberal F1 P-Value Calculation Method, depending on its variance estimation.
- It can range from being a Parametric F1 P-Value Calculation Method to being a Non-Parametric F1 P-Value Calculation Method, depending on its distributional assumption.
- ...
- Example(s):
- F1 vs Random Baseline Tests, such as:
- F1_obs=0.857, null=0.5, SE=0.028 → Z=(0.857-0.5)/0.028=12.75 → p<0.001 (highly significant).
- F1_obs=0.55, null=0.5, SE=0.04 → Z=(0.55-0.5)/0.04=1.25 → p=0.211 (not significant).
- F1_obs=0.75, null=0.333 (random 3-class), SE=0.035 → Z=11.91 → p<0.001.
- F1 Threshold Significance Tests, such as:
- Testing if F1=0.82 significantly exceeds minimum threshold of 0.8: Z=(0.82-0.8)/0.015=1.33 → p=0.092 (one-sided).
- Production readiness test: F1 must significantly exceed 0.85.
- Temporal F1 Comparisons, such as:
- Current model F1=0.91 vs previous version null=0.88, testing for significant improvement.
- Monthly model evaluation against fixed baseline performance.
- ...
- F1 vs Random Baseline Tests, such as:
- Counter-Example(s):
- Bootstrap P-Value Method, which uses resampling distribution.
- Permutation Test Method, which shuffles labels.
- Bayesian Posterior Probability Method, which uses prior distributions.
- See: Observed p-Value, Statistical Hypothesis Testing Method, Delta-Method F1 Standard Error Estimation Method, Normal Approximation for P-Value Method, Z-Score for Performance Metric Test Method, Precision P-Value Calculation Method, Recall P-Value Calculation Method, AUC P-Value Calculation Method, Two-Sided Alternative Hypothesis Test, Greater Alternative Hypothesis Test, Null Hypothesis, Statistical Significance, Type I Error.